Sceeto Stock Trading Indicators: 07/01/2012

Tuesday, July 31, 2012

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Algo Futures predicates its work on the simple philosophy that:
1. Changes in Price are always a function of changes in Supply & Demand - regardless of the market
2. The best way to evaluate changes in Supply and Demand in the stock and futures markets is to monitor Order Flow
Algo Futures focuses on creating algorithms that monitor and interpret Order Flow for the purpose of harvesting real-time trading opportunities that either piggy-back Institutional, High-Frequency and Prop Desk trading campaigns, or enter into trades where the lack of order flow creates price vacuums - which are the underpinnings of short-term reversals.
The WOW Index is generated by our algorithms which monitor and interpret Order Flow Heat in the e-mini S&P 500, Crude Oil, Dow 30, and STOXX 50 futures contract.
For all trades - Never fight the Tape - Align your trades with those that drive the market by trading in the direction of the dominant program trades - which are visualized in real-time on the WOW Index Monitor.
If you see consistent green across the trading day, do not go short. It will only cause you pain. Conversely, this does not mean that if the day is all green, you can jump in at any point. But it does give an indication that you should be looking for long entries only.
Additional Algo Futures Educational Resources | WOW Index | Wo-Mo | Moab
1. Learn more about the WOW Index and how it Explains Changes in Price here.
Sceeto and True Reckoning are some of the most advanced indicators ever developed although There are many indicators out there like Trend line — a sloping line described by at least two peaks or two troughs Channel — a pair of parallel trend lines Moving average — the last n-bars of price divided by "n" -- where "n" is the number of bars specified by the length of the average. A moving average can be thought of as a kind of dynamic trend-line.Bollinger bands — a range of price volatilityParabolic SAR — Wilder's trailing stop based on prices tending to stay within a parabolic curve during a strong trend Pivot point — derived by calculating the numerical average of a particular currency's or stock's high, low and closing prices Ichimoku kinko hyo — a moving average-based system that factors in time and the average point between a candle's high and low.Price-based indicators
These indicators are generally shown below or above the main price chart.
Average Directional Index — a widely used indicator of trend strength
Commodity Channel Index — identifies cyclical trends
MACD — moving average convergence/divergence
Momentum — the rate of price change
Relative Strength Index (RSI) — oscillator showing price strength
Stochastic oscillator — close position within recent trading range
Trix — an oscillator showing the slope of a triple-smoothed exponential moving average
%C — denotes current market environment as range expansion or contraction plus
highlights ta extremes when the condition should be changing
But at the end of the day in our opinion there is no indicator that can come close to the sheer processing power of sceeto and true reckoning and in real time. Know what the market is going to do before it does it.

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Sceeto WOW Index Day Trading Order Flow Momentum

Never fight the tape again. Check out http://www.sceeto.com for the most advanced real time indicators period. Helping you win more trades. Algo Futures predicates its work on the simple philosophy that:
1. Changes in Price are always a function of changes in Supply & Demand - regardless of the market
2. The best way to evaluate changes in Supply and Demand in the stock and futures markets is to monitor Order Flow
Algo Futures focuses on creating algorithms that monitor and interpret Order Flow for the purpose of harvesting real-time trading opportunities that either piggy-back Institutional, High-Frequency and Prop Desk trading campaigns, or enter into trades where the lack of order flow creates price vacuums - which are the underpinnings of short-term reversals.
The WOW Index is generated by our algorithms which monitor and interpret Order Flow Heat in the e-mini S&P 500, Crude Oil, Dow 30, and STOXX 50 futures contract.
For all trades - Never fight the Tape - Align your trades with those that drive the market by trading in the direction of the dominant program trades - which are visualized in real-time on the WOW Index Monitor.
If you see consistent green across the trading day, do not go short. It will only cause you pain. Conversely, this does not mean that if the day is all green, you can jump in at any point. But it does give an indication that you should be looking for long entries only.
Sceeto and BinaryForecast monitor order flow in the market and tells you when the big banks and brokers are buying or selling in real time. Win more of your trades using our great indicators and alerts as well as our signals.Stop losing money on bad trades or when program tradhing and high frequency trading happens. Old technical anaylis is gone. The stock market moves fast and your old charts and indicators probably can not keep up.Get the best get Binaryforecast.com and Sceeto.com

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Whether you spread bet , trade Binary Options Futures or Forex you need to check out the free alerts and signals our real time software gives.
Sceeto and BinaryForecast monitor order flow in the market and tells you when the big banks and brokers are buying or selling in real time. Win more of your trades using our great indicators and alerts as well as our signals.
Stop losing money on bad trades or when program tradhing and high frequency trading happens. Old technical anaylis is gone. The stock market moves fast and your old charts and indicators probably can not keep up.
Get the best get Binaryforecast.com and Sceeto.com .

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Stop losing money on bad trades or when program tradhing and high frequency trading happens. Old technical anaylis is gone. The stock market moves fast and your old charts and indicators probably can not keep up.Get the best get Binaryforecast.com and Sceeto.com. In conjunction with the order flow monitor alerts on screen as well as Macdaddy the middle indicator the move up was also caught. Remember these indicators are real time indicators and some moves are caught before they happen as Momentum lags price and price lags order flow so once you can see the order flow you are already ahead of the game.You can get free signals by signing up for a free trial. These are perfect for trading binary options or spreadbetting or normal points based trading systems. Sceeto helps you win more trades plain and simple.You can get a free trial to Sceeto by visting http://www.sceeto.com. You can also monitor WIND free at http://www.binaryforecast.com and also get free live Binary trading signals.

Saturday, July 28, 2012

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text courtesy of Wikipedia Creative Commons
In finance, a foreign-exchange option (commonly shortened to just FX option or currency option) is a derivative financial instrument that gives the owner the right but not the obligation to exchange money denominated in one currency into another currency at a pre-agreed exchange rate on a specified date.[1] See Foreign exchange derivative.
The foreign exchange options market is the deepest, largest and most liquid market for options of any kind. Most trading is over the counter (OTC) and is lightly regulated, but a fraction is traded on exchanges like the International Securities Exchange, Philadelphia Stock Exchange, or the Chicago Mercantile Exchange for options on futures contracts. The global market for exchange-traded currency options was notionally valued by the Bank for International Settlements at $158.3 trillion in 2005
For example a GBPUSD contract could give the owner the right to sell £1,000,000 and buy $2,000,000 on December 31. In this case the pre-agreed exchange rate, or strike price, is 2.0000 USD per GBP (or GBP/USD 2.00 as it is typically quoted) and the notional amounts (notionals) are £1,000,000 and $2,000,000.
This type of contract is both a call on dollars and a put on sterling, and is typically called a GBPUSD put, as it is a put on the exchange rate; although it could equally be called a USDGBP call.
If the rate is lower than 2.0000 on December 31 (say at 1.9000), meaning that the dollar is stronger and the pound is weaker, then the option is exercised, allowing the owner to sell GBP at 2.0000 and immediately buy it back in the spot market at 1.9000, making a profit of (2.0000 GBPUSD -- 1.9000 GBPUSD)*1,000,000 GBP = 100,000 USD in the process. If they immediately convert the profit into GBP this amounts to 100,000/1.9000 = 52,631.58 GBP.
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text courtesy of Wikipedia Creative Commons
Price of optionsOption values vary with the value of the underlying instrument over time. The price of the call contract must reflect the "likelihood" or chance of the call finishing in-the-money. The call contract price generally will be higher when the contract has more time to expire (except in cases when a significant dividend is present) and when the underlying financial instrument shows more volatility. Determining this value is one of the central functions of financial mathematics. The most common method used is the Black--Scholes formula. Whatever the formula used, the buyer and seller must agree on the initial value (the premium or price of the call contract), otherwise the exchange (buy/sell) of the call will not take place. Adjustment to Call Option: When a call option is in-the-money i.e. when the buyer is making profit, he has many options. Some of them are as follows:
1.He can sell the call and book his profit
2.If he still feels that there is scope of making more money he can continue to hold the position.
3.If he is interested in holding the position but at the same time would like to have some protection,he can buy a protective "put" of the strike that suits him.
4.He can sell a call of higher strike price and convert the position into "call spread" and thus limiting his loss if the market reverses.
Similarly if the buyer is making loss on his position i.e. the call is out-of-the-money, he can make several adjustments to limit his loss or even make some profit.
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חינם אופציות בינאריות איתותי
A covered call is a financial market transaction in which the seller of call options owns the corresponding amount of the underlying instrument, such as shares of a stock or other securities. If a trader buys the underlying instrument at the same time the trader sells the call, the strategy is often called a "buy-write" strategy. In equilibrium, the strategy has the same payoffs as writing a put option.
The long position in the underlying instrument is said to provide the "cover" as the shares can be delivered to the buyer of the call if the buyer decides to exercise.
Writing (aka selling) a call generates income in the form of the premium paid by the option buyer. And if the stock price remains stable or increases, then the writer will be able to keep this income as a profit, even though the profit may have been higher if no call were written. The risk of stock ownership is not eliminated. If the stock price declines, then the net position will likely lose money.[1]Since in equilibrium the payoffs on the covered call position is the same as a short put position, the price (or premium) should be the same as the premium of the short put or naked put.
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text courtesy of Wikipedia Creative Commons
Intrinsic value and time valueThe intrinsic value (or "monetary value") of an option is its value assuming it were exercised immediately. Thus if the current (spot) price of the underlying security (or commodity etc.) is above the agreed (strike) price, a call has positive intrinsic value (and is called "in the money"), while a put has zero intrinsic value (and is "out of the money").
The time value of an option is the total value of the option, less the intrinsic value. It partly arises from the uncertainty of future price movements of the underlying. A component of the time value also arises from the unwinding of the discount rate between now and the expiry date. In the case of a European option, the option cannot be exercised before the expiry date, so it is possible for the time value to be negative; for an American option if the time value is ever negative, you exercise it (ignoring special circumstances such as the security going ex dividend): this yields a boundary condition.
[edit] ATM: At the moneyAn option is at the money if the strike price is the same as the current spot price of the underlying security. An at the money option has no intrinsic value, only time value.[1]
1.^ At the Money Definition, Cash Bauer 2012
[edit] ITM: In the moneyAn in the money option has positive intrinsic value as well as time value. A call option is in the money when the strike price is below the spot price. A put option is in the money when the strike price is above the spot price.
OTM: Out of the moneyAn out of the money option has no intrinsic value. A call option is out of the money when the strike price is above the spot price of the underlying security. A put option is out of the money when the strike price is below the spot price.

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text courtesy of Wikipedia
A call option, often simply labeled a "call", is a financial contract between two parties, the buyer and the seller of this type of option.[1] The buyer of the call option has the right, but not the obligation to buy an agreed quantity of a particular commodity or financial instrument (the underlying) from the seller of the option at a certain time (the expiration date) for a certain price (the strike price). The seller (or "writer") is obligated to sell the commodity or financial instrument should the buyer so decide. The buyer pays a fee (called a premium) for this right.
The buyer of a call option purchases it in the hope that the price of the underlying instrument will rise in the future. The seller of the option either expects that it will not, or is willing to give up some of the upside (profit) from a price rise in return for the premium (paid immediately) and retaining the opportunity to make a gain up to the strike price (see below for examples).
Call options are most profitable for the buyer when the underlying instrument moves up, making the price of the underlying instrument closer to, or above, the strike price. The call buyer believes it's likely the price of the underlying asset will rise by the exercise date. The risk is limited to the premium. The profit for the buyer can be very large, and is limited by how high the underlying instrument's spot price rises. When the price of the underlying instrument surpasses the strike price, the option is said to be "in the money".
The call writer does not believe the price of the underlying security is likely to rise. The writer sells the call to collect the premium and does not receive any gain if the stock rises above the strike price.
The initial transaction in this context (buying/selling a call option) is not the supplying of a physical or financial asset (the underlying instrument). Rather it is the granting of the right to buy the underlying asset, in exchange for a fee — the option price or premium.
Exact specifications may differ depending on option style. A European call option allows the holder to exercise the option (i.e., to buy) only on the option expiration date. An American call option allows exercise at any time during the life of the option.
Call options can be purchased on many financial instruments other than stock in a corporation. Options can be purchased on futures on interest rates, for example (see interest rate cap), and on commodities like gold or crude oil. A tradeable call option should not be confused with either Incentive stock options or with a warrant. An incentive stock option, the option to buy stock in a particular company, is a right granted by a corporation to a particular person (typically executives) to purchase treasury stock. When an incentive stock option is exercised, new shares are issued. Incentive stock options are not traded on the open market. In contrast, when a call option is exercised, the underlying asset is transferred from one owner to another.
Examples of different types of options
OptionsBinary option
Bond option
Credit default option
Exotic interest rate option
Foreign exchange option
Interest rate cap and floor
Options on futures
Stock option
Swaption
[edit] See alsoCovered call
Moneyness
Naked call
Naked put
Option time value
Pre-emption right
Put option
Put–call parity
Right of first refusal
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text courtesy of Wikipedia
Price of optionsOption values vary with the value of the underlying instrument over time. The price of the call contract must reflect the "likelihood" or chance of the call finishing in-the-money. The call contract price generally will be higher when the contract has more time to expire (except in cases when a significant dividend is present) and when the underlying financial instrument shows more volatility. Determining this value is one of the central functions of financial mathematics. The most common method used is the Black–Scholes formula. Whatever the formula used, the buyer and seller must agree on the initial value (the premium or price of the call contract), otherwise the exchange (buy/sell) of the call will not take place. Adjustment to Call Option: When a call option is in-the-money i.e. when the buyer is making profit, he has many options. Some of them are as follows:
1.He can sell the call and book his profit
2.If he still feels that there is scope of making more money he can continue to hold the position.
3.If he is interested in holding the position but at the same time would like to have some protection,he can buy a protective "put" of the strike that suits him.
4.He can sell a call of higher strike price and convert the position into "call spread" and thus limiting his loss if the market reverses.
Similarly if the buyer is making loss on his position i.e. the call is out-of-the-money, he can make several adjustments to limit his loss or even make some profit.
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text courtesy of Wikipedia
Example of valuing a stock optionA company issues an option for the right to buy their stock. An investor buys this option and hopes the stock goes higher so their option will increase in value.
Theoretical option price = (current price + theoretical time/volatility premium) – strike price
Let's look at an actual example, PNC options for January 2012: http://finance.yahoo.com/q/op?s=PNC&m=2012-01.
Strike price – the price the investor can buy the stock at through the option.
Symbol – like a stock symbol but for options it incorporates the date.
Last – like the last stock price, it is the last price traded between two parties.
Change – how much it went up and down today.
Bid – what a person is bidding for the option.
Ask – what someone wants to sell the option for.
Vol – how many options traded today.
Open Int – how many options are available, i.e. the option float.
Notes:
1.The bid/ask price is more relevant in ascertaining the value of the option than the last price since options are not frequently traded. Meaning the value is usually the Ask/Bid Price.
2.An option usually covers 100 shares. So the bid/ask price is multiplied by 100 to get the total cost.
Let's say we bought 3 PNC strike $45, January 2012 options in August for $11.75. That means we paid $3,525 for the right to buy 300 (3*100) PNC shares between now and January 2012.
The stock at that time traded at $50.65 meaning the theoretical call premium was $6.1 as shown by our formula: (current price + theoretical time/volatility premium) – strike price, (50.65 + 6.1 – 45 = 11.75).
Today the option is worth $19.45. With a theoretical call premium now of 73 cents. The call premium tends to go down as the option gets closer to the call date. And it goes down as the option price rises relative to the stock price, i.e. the 19.45 the option is now worth is 30% (19.45/ $64) of the price per PNC shares. In August it was 23% (11.75/$50.65). The lower percentage of the option's price is based on the stock's price, the more upside the investor has, therefore the investor will pay a premium for it.
This option could be used to buy 300 PNC shares today at $45, it can be sold on the option market for $19.45 or for $5,835 (19.45 * 3 options for 100 shares each). Or it can be held as the investor bets that the price will continue to increase. The investor must make a decision by January 2012: he will either have to sell the option or buy the 300 shares. If the stock price drops below the strike price on this date the investor will not exercise his right since it will be worthless
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text courtesy wikepedia
Example of a call option on a stock
Payoff from buying a call.
Payoff from writing a call.An investor typically 'buys a call' when he expects the price of the underlying instrument will go above the call's 'strike price,' hopefully significantly so, before the call expires. The investor pays a non-refundable premium for the legal right to exercise the call at the strike price, meaning he can purchase the underlying instrument at the strike price. Typically, if the price of the underlying instrument has surpassed the strike price, the buyer pays the strike price to actually purchase the underlying instrument, and then sells the instrument and pockets the profit. Of course, the investor can also hold onto the underlying instrument, if he feels it will continue to climb even higher.
An investor typically 'writes a call' when he expects the price of the underlying instrument to stay below the call's strike price. The writer (seller) receives the premium up front as his or her profit. However, if the call buyer decides to exercise his option to buy, then the writer has the obligation to sell the underlying instrument at the strike price. Often the writer of the call does not actually own the underlying instrument, and must purchase it on the open market in order to be able to sell it to the buyer of the call. The seller of the call will lose the difference between his or her purchase price of the underlying instrument and the strike price. This risk can be huge if the underlying instrument skyrockets unexpectedly in price.
The current price of ABC Corp stock is $45 per share, and investor 'Chris' expects it will go up significantly. Chris buys a call contract for 100 shares of ABC Corp from 'Steve,' who is the call writer/seller. The strike price for the contract is $50 per share, and Chris pays a premium up front of $5 per share, or $500 total. If ABC Corp does not go up, and Chris does not exercise the contract, then Chris has lost $500.
ABC Corp stock subsequently goes up to $60 per share before the contract is expired. Chris exercises the call option by buying 100 shares of ABC from Steve for a total of $5,000. Chris then sells the stock on the market at market price for a total of $6,000. Chris has paid a $500 contract premium plus a stock cost of $5,000, for a total of $5,500. He has earned back $6,000, yielding a net profit of $500.
If, however, the ABC stock price drops to $40 per share by the time the contract expires, Chris will not exercise the option (i.e., Chris will not buy a stock at $50 per share from Steve when he can buy it on the open market at $40 per share). Chris loses his premium, a total of $500. Steve, however, keeps the premium with no other out-of-pocket expenses, making a profit of $500.
The break-even stock price for Chris is $55 per share, i.e., the $50 per share for the call option price plus the $5 per share premium he paid for the option. If the stock reaches $55 per share when the option expires, Chris can recover his investment by exercising the option and buying 100 shares of ABC Corp stock from Steve at $50 per share, and then immediately selling those shares at the market price of $55. His total costs are then the $5 per share premium for the call option, plus $50 per share to buy the shares from Steve, for a total of $5,500. His total earnings are $55 per share sold, or $5,500 for 100 shares, yielding him a net $0. (Note that this does not take into account broker fees or other transaction costs.)
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Wednesday, July 25, 2012

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text courtesy of Wikipedia
HedgeA hedge is a type of derivative, or a financial instrument, that derives its value from an underlying asset. This concept is important and will be discussed later. Hedging is a way for a company to minimize or eliminate foreign exchange risk. Two common hedges are forwards and options. A Forward contract will lock in an exchange rate at which the transaction will occur in the future. An option sets a rate at which the company may choose to exchange currencies. If the current exchange rate is more favorable, then the company will not exercise this option.
Accounting for Derivatives[edit] Under IFRSGuidelines for accounting for financial derivatives are given under IFRS 7. Under this standard, "an entity shall group financial instruments into classes that are appropriate to the nature of the information disclosed and that take into account the characteristics of those financial instruments. An entity shall provide sufficient information to permit reconciliation to the line items presented in the balance sheet".[1] Derivatives should be grouped together on the balance sheet and valuation information should be disclosed in the footnotes. This seems fairly straightforward, but IASB has issued two standards to help further explain this procedure. The International Accounting Standards IAS 32 and 39 help to give further direction for the proper accounting of derivative financial instruments. IAS 32 defines a "financial instrument" as "any contract that gives rise to a financial asset of one entity and a financial liability or equity instrument of another entity".[2] Therefore, a forward contract or option would create a financial asset for one entity and a financial liability for another. The entity required to pay the contract holds a liability, while the entity receiving the contract payment holds an asset. These would be recorded under the appropriate headings on the balance sheet of the respective companies. IAS 39 gives further instruction, stating that the financial derivatives be recorded at fair value on the balance sheet. IAS 39 defines two major types of hedges. The first is a cash flow hedge, defined as: "a hedge of the exposure to variability in cash flows that (i) is attributable to a particular risk associated with a recognized asset or liability or a highly probable forecast transaction, and (ii) could affect profit or loss".[3] In other words, a cash flow hedge is designed to eliminate the risk associated with cash transactions that can affect the amounts recorded in net income. Below is an example of a cash flow hedge for a company purchasing Inventory items in year 1 and making the payment for them in year 2, after the exchange rate has changed.
Notice how in year 2 when the payable is paid off, the amount of cash paid is equal to the forward rate of exchange back in year 1. Any change in the forward rate, however, changes the value of the forward contract. In this example, the exchange rate climbed in both years, increasing the value of the forward contract. Since the derivative instruments are required to be recorded at fair value, these adjustments must be made to the forward contract listed on the books. The offsetting account is other comprehensive income. This process allows the gain and loss on the position to be shown in Net income.
The second is a fair value hedge. Again, according to IAS 39 this is "a hedge of the exposure to changes in fair value of a recognized asset or liability or an unrecognized firm commitment, or an identified portion of such an asset, liability or firm commitment, that is attributable to a particular risk and could affect profit or loss".[3] More simply, this type of hedge would eliminate the fair value risk of assets and liabilities reported on the Balance sheet. Since Accounts receivable and payable are recorded here, a fair value hedge may be used for these items. The following are the journal entries that would be made if the previous example were a fair value hedge.

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Text courtesy of Wikipedia
A Forex signal is a suggestion for entering a trade on a currency pair, usually at a specific price and time.[1] The signal is generated either by a human analyst or an automated Forex robot supplied to a subscriber of the forex signal service. Due to the timely nature of signals, they are usually communicated via email, website, SMS, RSS, tweet or other relatively immediate method.
Services provided fall into four categories:
1.Unpaid/free signals
2.Paid signals from one provider whether by personal analysis or algorithmic analysis
3.Paid signals aggregated from multiple signal sources or 'systems'
4.Signals supplied by trading software located on the trader's computer, also known as a forex robot or EA (expert advisor)
Typical features offered by Forex signal service providers
Typical forex signal when delivered via SMSThe main services offered by forex signal suppliers are:
Exact or approximate entry, exit and stop loss figures for trades on one or more currency pairs
Supporting graphs and/or analysis for the signals
A trading history showing the number of pips profit/loss per month and/or the risk/reward ratio and actual trades. Sometimes (especially in the case of forex robots) this may be shown as back-tested results
One-on-one coaching, or additional interaction with the signal provider such as comments, forum, etc
Account management whereby a subscriber's account can be traded by the signal provider
Educational resources either via the internet or phone
A trial period for a lesser price
Although these are the main features of a signal supplier, not all of them offer the complete list of services
Scams and fraudulent activityAs forex is popularly touted as a get-rich-quick method there are a number of services that supply signals of debatable quality, which do not answer the users' expectations for profits.
[edit] Methodologies and trading strategiesThe majority of signal providers focus on supplying signals based on technical analysis and a minority work on fundamental analysis or price action. Technical analysis, such as ichimoku and candlestick charting, show both short and long term price trends giving the signal provider flexibility in supplying a range of trade options. Fundamental analysis gives longer term trade ideas. Price action gives extremely short term trade ideas, often more suited to scalping.

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or for spread betting on futures and forex as well as options be they digital options or stock options.
What Is A Stock Option In finance, an option is a derivative financial instrument that specifies a contract between two parties for a future transaction on an asset at a reference price (the strike).The buyer of the option gains the right, but not the obligation, to engage in that transaction, while the seller incurs the corresponding obligation to fulfill the transaction. The price of an option derives from the difference between the reference price and the value of the underlying asset (commonly a stock, a bond, a currency or a futures contract) plus a premium based on the time remaining until the expiration of the option. Other types of options exist, and options can in principle be created for any type of valuable asset.
You can use Sceeto http://www.sceeto.com/ to trade stock options get a free trial true reckoning and sceeto are the most advanced trading indicators around today and ideal for option signalsAn option which conveys the right to buy something at a specific price is called a call; an option which conveys the right to sell something at a specific price is called a put. The reference price at whichthe underlying asset may be traded is called the strike price or exercise price. The process of activating an option and thereby trading the underlying at the agreed-upon price is referred to as exercising it. Most options have an expiration date. If the option is not exercised by the expiration date, it becomes void and worthless.In return for assuming the obligation, called writing the option, the originator of the option collects a payment, the premium, from the buyer. The writer of an option must make good on delivering (or receiving) the underlying asset or its cash equivalent, if the option is exercised.An option can usually be sold by its original buyer to another party. Many options are created in standardized form and traded on an anonymous options exchange among the general public, while other over-the-counter options are customized ad hoc to the desires of the buyer, usually by an investment bank

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Trading strategy as explained courtesy of wikipedia creative commons licence
In finance, a trading strategy (see also trading system) is a predefined set of rules for making trading decisions.Traders, investment firms and fund managers use a trading strategy to help make wiser investment decisions and help eliminate the emotional aspect of trading. A trading strategy is governed by a set of rules that do not deviate. Emotional bias is eliminated because the systems operate within the parameters known by the trader. The parameters can be trusted based on historical analysis (backtesting) and real world market studies (forward testing), so that the trader can have confidence in the strategy and its operating characteristics.When developing a trading strategy, many things must be considered: return, risk, volatility, timeframe, style, correlation with
the markets, methods, etc. After developing a strategy, it can be backtested using computer programs. Although backtesting is no guarantee of future performance, it gives the trader confidence that the strategy has worked in the past. If the strategy is not over-optimized, data-mined, or based on random coincidences, it might have a good chance of working in the future.A trading strategy can be executed by a trader (manually) or automated (by computer). Manual trading requires a great deal of skill and discipline. It is tempting for the trader to deviate from the strategy, which usually reduces its performance.An automated trading strategy wraps trading formulas into automated order and execution systems. Advanced computer modeling techniques, combined with electronic access to world market data and information, enable traders using a trading strategy to have a unique market vantage point. A trading strategy can automate all or part of your investment portfolio. Computer trading models can be adjusted for either conservative or aggressive trading styles.The publication of Trading Strategy Indices as investable indices that implement a range of trading strategies has become a growing
business for many of the major Investment banks.Exchange Securities Bond market Fixed income Corporate bond Government bond Municipal bond Bond valuation High-yield debt Stock market Stock Preferred stock Common stock Registered share Voting share Stock exchange Derivatives market Securitization Hybrid security Credit
derivative Futures exchange Over-the-counter Spot market Forwards SwapsOptions
In finance, technical analysis is security analysis discipline for forecasting the direction of prices through the study of past market data, primarily price and volume. Behavioral economics and quantitative analysis build on and incorporate many of the same tools of technical analysis, which, being an aspect of active management, stands in contradiction to much of modern portfolio theory.

Tuesday, July 24, 2012

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The video has subtitles in many languages just click on the CC closed caption button above. A copy of this description is available in a few languages below.
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La vidéo est sous-titré en plusieurs langues il suffit de cliquer sur le bouton CC fermée légende au-dessus. Une copie de cette description est disponible en quelques langues ci-dessous. Check it out gagner plus.
Chinese
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视频有很多语言的字幕，只要按一下封闭的标题按钮，上面的CC。下面是在一些语言描述的副本。检查出来赢得更多。

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The video has subtitles in many languages just click on the CC closed caption button above. A copy of this description is available in a few languages below.
Korean
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Spanish.
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El video tiene subtítulos en varios idiomas haga clic en el botón CC cerrada título anterior. Una copia de esta descripción está disponible en varios idiomas a continuación. Compruébelo usted mismo ganar más.

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Sceeto and BinaryForecast monitor order flow in the market and tells you when the big banks and brokers are buying or selling in real time. Win more of your trades using our great indicators and alerts as well as our signals.
Stop losing money on bad trades or when program tradhing and high frequency trading happens. Old technical anaylis is gone. The stock market moves fast and your old charts and indicators probably can not keep up.
Get the best get Binaryforecast.com and Sceeto.com
The video has subtitles in many languages just click on the CC closed caption button above. A copy of this description is available in a few languages below.
German
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Das Video hat Untertitel in vielen Sprachen einfach auf den Button CC geschlossen caption oben klicken. Eine Kopie dieser Beschreibung ist in wenigen Sprachen unten. Check it out mehr zu gewinnen.
Korean
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당신이 내기, 무역 바이너리 옵션 선물이나 Forex을 전파하든 당신은 우리의 실시간 소프트웨어가 제공 무료 경고와 신호를 체크 아웃해야합니다.
Sceeto 및 시장 BinaryForecast 모니터 주문 흐름과 큰 은행과 브로커 사거나 실시간으로 판매할 때 알려줍니다. 우리의 위대한 지표 및 경고뿐만 아니라 우리의 신호를 사용하여 거래의 더 많은 승리.
불량 거래를하거나 프로그램 tradhing 높은 주파수 거래가 발생 돈을 잃는 중지합니다. 이전 기술 anaylis가 사라 졌어요.주식 시장은 빠르게 이동하고 기존 차트와 지표는 아마 유지할 수 없습니다.
최선 Binaryforecast.com 및 Sceeto.com 가져와
동영상은 위의 캡션 버튼을 폐쇄 CC 클릭 다양한 언어로 자막을 가지고 있습니다. 이 설명의 사본은 아래의 몇 가지 언어로 제공됩니다. 그것은 밖으로 더 많이 따 확인합니다.

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Italian
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German
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Sunday, July 22, 2012

UA3BXNGWM5DT

UA3BXNGWM5DT

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Saturday, July 21, 2012

Daily Report 19th July Russell TF Futures - Free Spread Betting Signals

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text courtesy Wikipedia
A naked put, also called an uncovered put, is a put option whose writer (the seller) does not have a position in the underlying stock or other instrument. This strategy is best used by investors who want to accumulate a position in the underlying stock, but only if the price is low enough. If the buyer fails to exercise the options, then the writer keeps the option premium as a "gift" for playing the game.
If the underlying stock's market price is below the option's strike price when expiration arrives, the option owner (buyer) can exercise the put option, forcing the writer to buy the underlying stock at the strike price. That allows the exerciser (buyer) to profit from the difference between the stock's market price and the option's strike price. But if the stock's market price is above the option's strike price at the end of expiration day, the option expires worthless, and the owner's loss is limited to the premium (fee) paid for it (the writer's profit).
The seller's potential loss on a naked put can be substantial. If the stock falls all the way to zero (bankruptcy), his loss is equal to the strike price (at which he must buy the stock to cover the option) minus the premium received. The potential upside is the premium received when selling the option: if the stock price is above the strike price at expiration, the option seller keeps the premium, and the option expires worthless. During the option's lifetime, if the stock moves lower, the option's premium may increase (depending on how far the stock falls and how much time passes). If it does, it becomes more costly to close the position (repurchase the put, sold earlier), resulting in a loss. If the stock price completely collapses before the put position is closed, the put writer potentially can face catastrophic loss. In order to protect the put buyer from default, the put writer is required to post margin. The put buyer does not need to post margin because the buyer would not exercise the option if it had a negative payoff.
A buyer thinks the price of a stock will decrease. He pays a premium which he will never get back, unless it is sold before it expires. The buyer has the right to sell the stock at the strike price.
Writing a put
The writer receives a premium from the buyer. If the buyer exercises his option, the writer will buy the stock at the strike price. If the buyer does not exercise his option, the writer's profit is the premium.
"Trader A" (Put Buyer) purchases a put contract to sell 100 shares of XYZ Corp. to "Trader B" (Put Writer) for $50 per share. The current price is $55 per share, and Trader A pays a premium of $5 per share. If the price of XYZ stock falls to $40 a share right before expiration, then Trader A can exercise the put by buying 100 shares for $4,000 from the stock market, then selling them to Trader B for $5,000.
Trader A's total earnings (S) can be calculated at $500. The sale of the 100 shares of stock at a strike price of $50 to Trader B = $5,000 (P). The purchase of 100 shares of stock at $40 = $4,000 (Q). The put option premium paid to trader B for buying the contract of 100 shares at $5 per share, excluding commissions = $500 (R). Thus S = ( P - Q ) - R = ($5,000 - $4,000 ) - $500 = $500.
If, however, the share price never drops below the strike price (in this case, $50), then Trader A would not exercise the option (because selling a stock to Trader B at $50 would cost Trader A more than that to buy it). Trader A's option would be worthless and he would have lost the whole investment, the fee (premium) for the option contract, $500 ($5 per share, 100 shares per contract). Trader A's total loss is limited to the cost of the put premium plus the sales commission to buy it.

Daily Report 19th July Euro USD Futures - Free Forex Spread Betting Signals

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text courtesy Wikipedia
A put or put option is a contract between two parties to exchange an asset (the underlying), at a specified price (the strike), by a predetermined date (the expiry or maturity). One party, the buyer of the put, has the right, but not an obligation, to sell the asset at the strike price by the future date, while the other party, the seller of the put, has the obligation to buy the asset at the strike price if the buyer exercises the option.
If the strike is K and maturity time is T, if the buyer exercises the put at a time t, the buyer can expect to receive a payout of K-S(t), if the price of the underlying S(t) at that time is less than K. The exercise t must occur by time T; precisely what exact times are allowed is specified by the type of put option. An American option can be exercised at any time before or equal to T; a European option can be exercised only at time T; a Bermudan option can be exercised only on specific dates listed in the terms of the contract. If the option is not exercised by maturity, it expires worthless. (Note that the buyer will not exercise the option at an allowable date if the price of the underlying is greater than K.)
The most obvious use of a put is as a type of insurance. In the protective put strategy, the investor buys enough puts to cover their holdings of the underlying so that if a drastic downward movement of the underlying's price occurs, they have the option to sell the holdings at the strike price. Another use is for speculation: an investor can take a short position in the underlying without trading in it directly.
Puts may also be combined with other derivatives as part of more complex investment strategies, and in particular, may be useful for hedging. Note that by put-call parity, a European put can be replaced by buying the appropriate call option and selling an appropriate forward contract.
The terms for exercising the option's right to sell it differ depending on option style. A European put option allows the holder to exercise the put option for a short period of time right before expiration, while an American put option allows exercise at any time before expiration.
The most widely-traded put options are on equities, but they are traded on many other instruments such as interest rates (see interest rate floor) or commodities.
The put buyer either believes that the underlying asset's price will fall by the exercise date or hopes to protect a long position in it. The advantage of buying a put over short selling the asset is that the option owner's risk of loss is limited to the premium paid for it, whereas the asset short seller's risk of loss is unlimited (its price can rise greatly, in fact, in theory it can rise infinitely, and such a rise is the short seller's loss). The put buyer's prospect (risk) of gain is limited to the option's strike price less the underlying's spot price and the premium/fee paid for it.
The put writer believes that the underlying security's price will rise, not fall. The writer sells the put to collect the premium. The put writer's total potential loss is limited to the put's strike price less the spot and premium already received. Puts can be used also to limit the writer's portfolio risk and may be part of an option spread.
The put buyer is short on the underlying asset of the put, but long on the put option itself. That is, the buyer wants the value of the put option to increase by a decline in the price of the underlying asset below the strike price. The writer (seller) of a put is long on the underlying asset and short on the put option itself. That is, the seller wants the option to become worthless by an increase in the price of the underlying asset above the strike price. Generally, a put option that is purchased is referred to as a long put and a put option that is sold is referred to as a short put.

Daily Report 19th July Crude Oil Futures - Free Spread Betting Signals

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text courtesy Wikipedia
Prediction markets (also known as predictive markets, information markets, decision markets, idea futures, event derivatives, or virtual markets) are speculative markets created for the purpose of making predictions. The current market prices can then be interpreted as predictions of the probability of the event or the expected value of the parameter. For example, a prediction market security might reward a dollar if a particular candidate is elected, such that an individual who thinks the candidate had a 70% chance of being elected should be willing to pay up to 70 cents for such a security.
People who buy low and sell high are rewarded for improving the market prediction, while those who buy high and sell low are punished for degrading the market prediction. Evidence so far suggests that prediction markets are at least as accurate as other institutions predicting the same events with a similar pool of participants
Prediction markets suffer from the same types of inaccuracy as other kinds of market, i.e. liquidity or other factors not intended to be measured are taken into account as risk factors by the market participants, distorting the market probabilities. Prediction markets may also be subject to speculative bubbles. For example, in the year 2000 IEM presidential futures markets, seeming "inaccuracy" comes from buying that occurred on or after Election Day, 11/7/00, but, by then, the trend was clear.
There can also be direct attempts to manipulate such markets. In the Tradesports 2004 presidential markets there was an apparent manipulation effort. An anonymous trader sold short so many Bush 2004 presidential futures contracts that the price was driven to zero, implying a zero percent chance that Bush would win. The only rational purpose of such a trade would be an attempt to manipulate the market in a strategy called a "bear raid". If this was a deliberate manipulation effort it failed, however, as the price of the contract rebounded rapidly to its previous level. As more press attention is paid to prediction markets, it is likely that more groups will be motivated to manipulate them. However, in practice, such attempts at manipulation have always proven to be very short lived. In their paper entitled "Information Aggregation and Manipulation in an Experimental Market" (2005),[12] Hanson, Oprea and Porter (George Mason U), show how attempts at market manipulation can in fact end up increasing the accuracy of the market because they provide that much more profit incentive to bet against the manipulator.
Using real-money prediction market contracts as a form of insurance can also affect the price of the contract. For example, if the election of a leader is perceived as negatively impacting the economy, traders may buy shares of that leader being elected, as a hedge.[13]
[edit] Other issues

Daily Report 19th July S&P 500 Emini Futures - Free Spread Betting Signals

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text courtesy Wikipedia
A call option, often simply labeled a "call", is a financial contract between two parties, the buyer and the seller of this type of option.[1] The buyer of the call option has the right, but not the obligation to buy an agreed quantity of a particular commodity or financial instrument (the underlying) from the seller of the option at a certain time (the expiration date) for a certain price (the strike price). The seller (or "writer") is obligated to sell the commodity or financial instrument should the buyer so decide. The buyer pays a fee (called a premium) for this right.
The buyer of a call option purchases it in the hope that the price of the underlying instrument will rise in the future. The seller of the option either expects that it will not, or is willing to give up some of the upside (profit) from a price rise in return for the premium (paid immediately) and retaining the opportunity to make a gain up to the strike price (see below for examples).
Call options are most profitable for the buyer when the underlying instrument moves up, making the price of the underlying instrument closer to, or above, the strike price. The call buyer believes it's likely the price of the underlying asset will rise by the exercise date. The risk is limited to the premium. The profit for the buyer can be very large, and is limited by how high the underlying instrument's spot price rises. When the price of the underlying instrument surpasses the strike price, the option is said to be "in the money".
The call writer does not believe the price of the underlying security is likely to rise. The writer sells the call to collect the premium and does not receive any gain if the stock rises above the strike price.
The initial transaction in this context (buying/selling a call option) is not the supplying of a physical or financial asset (the underlying instrument). Rather it is the granting of the right to buy the underlying asset, in exchange for a fee — the option price or premium.
Exact specifications may differ depending on option style. A European call option allows the holder to exercise the option (i.e., to buy) only on the option expiration date. An American call option allows exercise at any time during the life of the option.
Call options can be purchased on many financial instruments other than stock in a corporation. Options can be purchased on futures on interest rates, for example (see interest rate cap), and on commodities like gold or crude oil. A tradeable call option should not be confused with either Incentive stock options or with a warrant. An incentive stock option, the option to buy stock in a particular company, is a right granted by a corporation to a particular person (typically executives) to purchase treasury stock. When an incentive stock option is exercised, new shares are issued. Incentive stock options are not traded on the open market. In contrast, when a call option is exercised, the underlying asset is

Daily Report 18th July Russell TF Futures - Free Binary Options Signals

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text courtesy Wikipedia
Non exchange-traded binary optionsBinary options contracts have long been available Over-the-counter (OTC), i.e. sold directly by the issuer to the buyer. They were generally considered "exotic" instruments and there was no liquid market for trading these instruments between their issuance and expiration. They were often seen embedded in more complex option contracts.
Since mid-2008 binary options web-sites called binary option trading platforms have been offering a simplified version of exchange-traded binary options. It is estimated that around 90 such platforms (including white label products) have been in operation as of January 2012, offering options on some 125 underlying assets.
Binary options are high risk financial instruments where a prediction is made regarding the price of an asset at a certain period of the day. The predictions made relate to very small price modifications, which are extremely hard to predict, hence the high risk factor.
In finance, a binary option is a type of option where the payoff is either some fixed amount of some asset or nothing at all. The two main types of binary options are the cash-or-nothing binary option and the asset-or-nothing binary option. The cash-or-nothing binary option pays some fixed amount of cash if the option expires in-the-money while the asset-or-nothing pays the value of the underlying security. Thus, the options are binary in nature because there are only two possible outcomes. They are also called all-or-nothing options, digital options (more common in forex/interest rate markets), and Fixed Return Options (FROs) (on the American Stock Exchange). Binary options are usually European-style options.
For example, a purchase is made of a binary cash-or-nothing call option on XYZ Corp's stock struck at $100 with a binary payoff of $1000. Then, if at the future maturity date, the stock is trading at or above $100, $1000 is received. If its stock is trading below $100, nothing is received.
In the popular Black-Scholes model, the value of a digital option can be expressed in terms of the cumulative normal distribution function.