Coverage

I’m a qualified Electrical Engineer with power systems and control systems qualifications. Sadly, I have fallen in love with the mathematics of financial capital flows and group behaviour. I trade daily with my own and family capital for income and investment. Time is rarely available to keep this blog up to date, and most the analysis that I do is too hybrid (read: busy, intricate, composite, not simple) to post something that is both meaningful and brief. I monitor the ebb and flow of asset class correlations but do not live by them.

COVERAGE word cloud - click image

I extract trends and time series correlations from gathered and collated data around the globe on all Australian and US equities; global index futures, exchange data, commodities, energies and currencies. It is me, and only me as company. The hardest part has been divorcing myself from the media and public emotion. Once done however, life really does take on a whole new clarity and to be poetic (only briefly) it is both beautiful and simple. The path to get that understanding is anything but.

  • Currencies – major pairs and commodity crosses e.g. USDx, EUR, GBP, CHF, AUD etc
  • Commodities (precious metals, base metals, ores, plus corn)
  • Energies (Brent Crude, WTI Crude, Natural Gas, Coal)
  • All listed equities of Australia and US, major global banks and Primary Dealers
  • All global equity, commodity, and currency indexes
  • Australian and US Treasuries and bond market indexes
  • Major economic data around the global (data only, none of the news)
  • Libors plus Shibor, Tibor, Hibor, and Sibor
  • Included COT data and trending and analysis
  • Proprietary linear and non-linear quant analysis of trends
  • Shipping data (90% of world trade travels by sea)
  • All available OTCDerivate data (typically very delayed)

If you read the few earlier released posts, you get a taste for what was started out as an exploration of market mechanics. The most valuable lesson I’ve learned (repeatedly the hard way) was to wait. Timing the right entry and exit, and know as best you can where you are in any given trend. It is just as profitable to be not trading when I am unsure, as it is to be trading when I am prepared and satisfied. O% return is exactly 100% profit on a 50% loss when you lose half your capital by not knowing.

2 Responses to Coverage

  1. Sarkis says:

    Re your cyclical analysis of USDx, did you use excel to fit a sinusoidal curve, or some other software? Thanks

    • atradersrant says:

      Hi Sarkis, I use my own proprietary methods to extract the predominant power series (main cyclics and centroids) with approximate amplitudes, then plug the periods into Excel.The result is usually 4-5 sinusoids then use Excel Solver to best fit them based on RSq. I think the results are reasonable enough to understand underlying price forces, at least as a first estimate. The method was designed to be quick and robust, not scientific. With a bit more patience, the whole thing can be set up in Excel if set up properly.
      Regards,

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