Etoro Forex robot 2020 -

RBI Alert List : Using these apps and websites will land you in legal trouble. This list includes popular apps like Octa Fx, Olymp Trade, Binono etc.

RBI Alert List : Using these apps and websites will land you in legal trouble. This list includes popular apps like Octa Fx, Olymp Trade, Binono etc. submitted by cometweeb to IndiaSpeaks [link] [comments]

Apa nasehatmu untuk mereka yang terkena Fomo?

Gak bisa dipungkiri sepanjang tahun 2020-2021 banyak orang memulai investasinya karena influence sosial media. Beruntung bagi yang memulai investasinya lebih awal dan agak celaka bagi yang mulai investasinya di akhir-akhir tanpa tau konsekuensinya. Banyak kasus orang beli saham pake pinjol. Beli BTC, Altcoin pake utangan, uang arisan, bahkan sumbangan gereja.
my advice for you yang kena FOMO:
Miner musiman: Ketika crypto turun drastis di Januari-Februari 2022. Segera jual alat miningmu karena kamu harus menunggu 2024 untuk bisa panen. Karena ketika kamu beli mining rig sekarang harganya sudah naik berkali-kali lipat dari harga wajarnya. Perhitungkan kembali listrik yang harus kamu keluarkan, Gak BEP istilahnya. Contoh nyata Founder Rekeningku yang boncos bertahun-tahun karena nutupin biaya listrik dan beli mining rig kemahalan, baru panen akhir2 ini.

Robot trading: Royal Q , Forex dll. Robot trading is scam, jauhi sekarang sebelum terlambat. Janji manis seller Royal Q dan robot forex profit konisten itu gak ada buktinya 100% scam. Kisah nyata banyak yg bunuh diri karena tiba-tiba assetnya hilang diaveraging oleh robot. Jangan sampai kamu jadi korbannya

Trader Binomo, Binary option: Kamu yang baru memulai binary option, inilah saatnya dirimu keluar dari sistem jahat Judi 2.0 mungkin diawal kamu akan merasakan profit namun lama kelamaan akan susah dan tiba-tiba akun tersuspen tanpa sebab. Jelakanya gak ada yg bisa jamin akunmu balik karena Binomo dan lainnya jelas ilegal di Indonesia sehingga penyedia layanan tidak diketahui siapa.

Trader Saham musiman via signal telegram : Saham ada bull market dan bearish market, lengkapi dirimu dengan FA dan TA tambah bandarmology juga. Investing stock is about your move, bukan orang lain. Jadi pastikan semua keputusan investasi kamu yang buat bukan orang lain.

Trader Crypto: Bear market is coming, we need to understand what crypto still alive for next 4 Years(next halving) DCA still the best strategy for you. We will face the second Bull Run but dont fall for it to much, cause second bull run means next winter season.

note: I hope yall getting more profit and healthy. May the Force be with you
submitted by SecretBillionaireID to finansial [link] [comments]

Wall Street Specials : "Fed Guy" and "One of Salomon Brother" discuss about Collapsing Liquidity in Global Financial Markets.

Wall Street Specials :
Disclaimer :
- This series is gonna be about some of the greatest minds in the current financial world talking about their opinion regarding Global Macroeconomics.
- This topic will be discussed in series of questions so you can easily skip the part you know the answers of. Reason : Highlighting, Re reading and paragraphing are not the best techniques of learning things in college or school education. Diagrams and question framing are.
- This post is about to be super lengthy and is probably gonna be boring too. I don't expect you to read this but I want you to know that this post is gonna be super helpful for you as a Wall Street tradeinvestor who have just started their journey into the financial world.

FYI : No short term trade signals available down below, so without any further delay let's begin but first let's check out their works.

Credits : Blockworks macro. Left : Joseph Wang Right : Michael J Howell
Now let's finally begin.

Q1 What is the meaning of the word Liquidity? Explain the difference b/w Liquidity and M2 money supply?
There are two types of liquidity.
- Funding ( Accounting ) Liquidity : Company ability to pay off debt. ( short term liquidity and debt capacity are the two types )
- Market Liquidity : Spread b/w ask and bid.( More spread : Illiquid, Less spread : Liquid ),spread%20will%20have%20high%20demand.

Liquidity in terms of balance sheet perspective is as follows
For Banks : Deposits at Fed checking account
Not Bank : Deposits at Banks, mmf or t-bills

Liquidity is not a money supply. Money supply is a retail bank concept. It's effectively a deposit at a retail bank.
M2 (Less liquid than M1) = M1 (cash + demand deposits + traveler's check) + savings + time deposits + Certificates of Deposits (cd’s) + Money Market Fund (mmf)
Liquidity is just something different. It's a measure of the financing capacity of the financial sector and its ability to fund positions. Generally speaking, liquidity refers to the efficiency or ease with which an asset or security can be converted into ready cash without affecting its market price. The most liquid asset of all is cash itself.

So Liquidity = Total amount of credit in system + access to savings
There are also other dimensions of Liquidity.
- Includes what the Central Bank does.
- Includes what the private sector does.
- Includes what shadow banks can create in credit terms.
- Includes cross border flow.

Q2 Why do investors look at Liquidity ?
Too see where money was moving and hence you could predict where asset markets are likely to move. For ex : Currently money is parked in rrp.
Risk assets and Liquidity moves in lock step. Hence
Normal monetary correction : -15 to -20%
Recession as well : -30 to -40%
Banking crisis : -50 to -60%

Q3 How does the Fed look at markets ?
The Fed oversees financial system stability & ultimately the health of the real economy. The Fed can only do QT until something breaks. And something will definitely break because the Fed is focused on fighting inflation.
Hence it's an assumption
Next 6m : Front load this interest rate.
In 12m : Reverse course and go back to QE. ( Suggested by Dr. Burry )
So keep buying for 1 or 2yrs in drips. Don’t rush all in at once.

May reading : Mid 40's. (3yr low) Latest reading : 40 (-55% drop from 85-90)
Goldman Sachs report : Depth of S&P mini-futures is -67%

IPO market is down
As the rates are rising it's not just that the cost of capital is rising. It's also about the capacity of capital being decreasing.

Q4 Which is more important to fight inflation tsunami, QT or rate hike. Explain the difference between banking from the 18th century and this century?
Minor movements in rates can lead to huge movements in liquidity. The financial system is the financing system for new capital. It's a refinancing mechanism for debt.
The amount of debt outstanding is 300T worldwide.
Average 5 yr duration : Roll 60T/yr.
60T is 6x the new issue in the market in both fixed income + equity.
Global capEx is : $100T. GDP of the Usa is about : $20T
Half of capEx is raised through capital markets at about $10T.
But refinancing burden is 6x

In refinancing positions interest rates are not a key thing.
Think of it as refinancing your mortgage or rolling your mortgage payments. What really matters is whether you're going to roll and whether a bank will take up a new mortgage and not what interest you pay. If you can't get a mortgage, then you're basically unhoused.
Bigger the debt burden the bigger the problem. That’s why you need liquidity.
All Central Banks kept interest rates low at y2k and 2008. They all wrongly read inflation dampening pressure as monetary deflation. But it was actually cost deflation caused by China entering the trade organization. They competed aggressively, which bid down prices in the goods market and on the high street worldwide. So Central Banks panicked because of this monetary deflation. So they all cut interest rates which encouraged more and more debt ( low interest rates are an incentive to debt )

Let's go back to the British financial system. There was a credit crisis in the 19th century. In May 1866 Overend, Gurney and company (largest bill broker) collapsed owing about £11M equivalent to £1084M in 2021. It was a bankers bank kinda like today's shadow bank. Also, the Bank of England refused to lend them. So there was no lender of last resort.
This inspired Walter Bagehot, and he wrote a book called Lombard Street : A description of the money market, and published it in 1873. It was the dawn of the financial system. He came up with this idea called the Bagehot rule. A bank capable of lending freely to the system at a higher rate of interest against good collateral.
Right now, look at where we are. The Central Bank is doing the opposite. Lending at low interest rates against poor collateral.

Q5 What does it mean when Fed lends and Fed raises rates through Fed funds. Is QE-QT like buying and selling and not lending.
Before the Fed founding in 1913 the banking system would get into panic time after time. People used to come to the bank and ask for money and eventually they used to run out of money and everyone used to panic and then the bank failed. Hence the idea of the Fed was to tackle this liquidity problem and lend to banks freely through discount window.
So what happened now was if you're a bank and there was a liquidity problem you used to call the Fed and go to the discount window and you'd have this folder of loan that you have on your balance sheet and you'd ask for loan against this collateral. This discount window used to accept a wide range of collateral.
But now the Fed has flooded the system with so much liquidity that banks don't have these problems.In the capital market it's often the refinancing mechanism. The new issue, net issuance doesn't grow that much. It's just the same company, the same people just rolling over the current debt.
The new money injected comes from the commercial bank or the government. Basically when you refinance you need someone's money to lend it to you. So like bank deposits. You can also have money come out of banks and banks can make that loan or if the money has already been created by Fed then someone else will reallocate those bank deposits through capital markets transactions like a hedge fund.
Taking your money and lending it to a corporation. That's another way liquidity can move.If you're doing QT then you're taking away the second part of the money supply. It creates tightening conditions where quantities come to play and it's not just about price.
They are all similar.
All marketplaces are driven by liquidity. The correlation has tightened over the last decade. Earlier 0.6 now 0.8.

Net liquidity injection by Fed in US markets
Reported balance sheet nope think effective balance sheet ( How much liq Fed put into system ) Tracking b/w liq. and s&p 500 is closer than ever before.

Q6 Is the Fed realistic in what it intends to do with the balance sheet?

Fed Balance sheet
Nyc Fed came out into documents on Open market operations in 2021. In that projection you're looking at a sizable drop in something called Soma ( System open market account ) It's also called the amount of treasury Fed holds.
Sci Fi reference : Soma drug in "Brave new world". A feel good drug everyone has. So Soma = Fed monetary drug. Soma account will drop from 9T to 6T basically 3-4 yrs. The Fed intends to remove $1T/yr. If this goes through successfully you will have a huge drop in treasuries price. You've also got a reverse repo which could move up simply because rates are rising. Hence Money market fund rates might go up faster than bank deposit rates because of a lot of demand for reverse repo. So there is a risk of rising rrp to $3T by eoy.

Reason :
- Not many investments yielding above rrp.
- People move out of their checking account because banks will give them 0% whereas the money market could give as high as 3% by eoy.
This will all suck a lot of liquidity into rrp and hence you could see M2 contract a lot in absolute terms because you're going to get disintermediation out of the banking system to mmf. So someone needs to be aware of these risks considering inflation is encouraging bank to make high demand for loans

So at the end where is the bank gonna get funding from? This is all building upto bank reserves danger which are parked with Fed cashing accounts.
Refer S&P500 Fed liquidity chart above
If the Fed takes $2T out of the balance sheet the level s&p 500 will go is $3200. There is also a chance of another loss of $800B-$1T due to money sucked by rrp. Hence $2500 can easily come according to this logic. ( Michael burry came with $1800 S&P500 range )
This all hasn't even factored the real economy situation.

Q7 Have you seen tightening this rapid or atleast the velocity at this level?
This QT is so rapid that $1T out of bank reserves are gone. Tga is also moving down. Soma hasn't moved yet because it's not plunging.
On paper this QT is 5x faster than before. But if you look at the chart it's similar to the y2k liquidity bubble. 1997-2003
So now where to take the position ? Go to the front end of the treasury curve and maybe start to dip a toe in the back end.
This judgment will all depend on where inflation settles, what underlying level of inflation is, global backdrop ex : Europe and Japan.

Q8 Is the chances of pivot by the Fed so much lower now considering inflation is so much high.
The Fed is going with the approach whatever it takes and that includes crashing the stock market. Fed cares about mechanics of financial system so they want market to function
- orderly buying and selling.
- corporations able to refinance debt.
That's how the financial system impacts the real economy. Corporations need to borrow money on a short term or long term basis to make a payroll. As long as these functions are all fine. The drop in equity doesn't matter. It will rather help in tamping down the animal spirit of investors. People buying less will help demand inflation go down. So ans is yes its lower.

Q9 Why is Vix still at 25-30 when you have a vicious sell off.
Right now we have vicious moves in 1-2month scale, not on a daily scale. We still haven't had a huge spike in daily realized volatility like netflix snowflake on indices. Hence as a result Vix hasn't spiked.

Q10 Is an orderly selloff of -1% every week better than a dramatic selloff that could start panic.
Liquidity recedes correlation to Vix spike. Hence huge selloff over the course of year but Vix hasn't spiked.
Orderly demolition of risk assets is bad if you own puts. When you have these volatile moves there is a chance that something can break but you won't know where. Reaching s&p 3000 over the next few months is good compared to reaching in the next 2 days. Because then that would mean QE the next day.
Vix :
Volatility tends to begin in Fixed income or forex markets and then it gets created in equity.
You have started to see this sequencing. You have got high volatility in the Move index which is Vix for fixed income. And so now you're starting to get more volume in currency markets. Ultimately in the end it will all get triggered into the equity market when recession arrives.
So now the question is "Is recession coming" ?
Many of the investors are already convinced it's coming if not it's already here. Asia is already in a recession. Europe is just entering one and in the USA it will probably reach in 2-3 months time. Recent earnings reports out of Walmart and Target show whopping increases in inventories. (30%-40% jump)
All points to a slower economy in future.
There is also an important concept of spillover that we need to know about in month over month inflation numbers in Usa. The persistence levels of inflation are up if compared with 1970's rate.
Meaning for every 1% in monthly US inflation you get a spillover of about 0.8% in the next month and 0.6% in the month afterward. So that's a huge amount of persistence right there.
Last time we needed volcker to get us out of this persistence.

Q11 Does QT moderate the amount of rate hike so that we don't need volcker?
Right now, the treasury fed fund rate that's implied by forward curve is about 3.6%. (now 2.9%) It's pretty hard to imagine if the Fed can get to these levels. Everyone views are around 3% because no one thinks the Us economy can handle much more than that.

Q12 Fed and Ecb projection of balance sheet is showing QT and reduction in balance sheet by 2025. So will 95B/m rolloff inflation. ( $1T/yr )
First let's discuss Ecb. They will never be able to shrink their balance sheet. They are more worried about spread blow up ( Germany Italy 10yr bond spread )
As for Fed projection :
Nyc Fed projection 8 6 9 T by 2030. So if you're an investor the main question you should ask is, are these Central banks here for the long run. If yes then these balance sheets are only going to get increased as years pass on.
Hence start thinking about asset classes that you need to hold in an environment where CB's major aim is to continue to be the major player in the market.
So logic would say Gold and king of voldemort ( V king ) deserves a place in the long term portfolio.

Q13 Why isn't Gold responding to CB's ballooning their balance sheet. Is the part of the reason that the market hasn't woken up to this fact or it's the case of a stronger dollar or it's just a timing issue.
If you combine assets that respond to monetary inflation. The answer is Gold+V king together. They match the gyration in liquidity 1:1. The fact that Gold did not go up when liquidity was expanding meant most of the impetus was showered in Voldemort assets.
But if you average the two out, it looks reasonable.

Q14 Fed current power level = 3 X 2008 power level. Is it real power or not real power at all going forward.
The Fed 's main objective right now is to get the balance sheet down which in turn has strengthened the dollar.
We know that Fed and Treasury policy impact markets. Now think about what's important in the world for them. The answer is liquidity and global power. We all know what liquidity is, so let's talk about global power. It's also termed as economic power the ability to move capital around. Hence currency and credit are important.
So the dollar credit system is paramount within this world system.

Q15 B. wood 1 vs B. wood 2 debate ? How does Boj fit here ?
This is nonsense. B. wood 1 never went away. Bretton Woods was the dominance of the dollar, basically setting it up at the heart of the world system so that trade flows and capital flows would move around the free world. It excluded China and Russia at that stage. We had the IMF and world bank to police that and you would happen to have a corollary of a fixed rate system. Now from that we got rid of the fixed exchange rate system but everything remains the same. So as the time went by the dollar remained more and more important.
There was a speech Janet Yellen made at Atlantic council. It's called friendshiring. What this meant was either you're a friend of America or you're a foe. There is no middle. Friends get access to dollar swap lines and foes don't.
Currently we have the world financial system divided into two bits. One controlled by Usa and the other nascent one by the Chinese. Ultimately what it means is there will be a challenge to the dollar system by china. Hence China is setting up equivalent swap lines to lure people into the yuan system.
So Us is responding to this thread. We all know how everything in world is connected. Look at yen. It has devalued over 40 trading days by annualized rate of 83%. Markets can never do that to such a big currency only governments can do. So someone is shaking that tree by the orders of government. What you have seen in last 5-6 yrs across asian markets is something called Shanghai accord which came out in Shanghai G-20 meeting in spring 2016. It was an attempt to get strong dollar down. What happened was currencies went static across rate in asia with no volatility.
In the last 8-10 weeks that trend has broken. Someone is shaking up things in japan. Currency volatility in Asia has leapt higher. Yen is a trojan horse so China is being forced to tighten liquidity right now.
No one really knows what Ccb and Pboc will do next. April and May are normally the months for China to inject liquidity into the financial system. So what did they do in the last 2 months ?
They have taken 800B yuan out of the system. That is $120B dollars. That is a lot of money for them to do tightening.

Q16 Why are Chinese tightening when their manufacturing Pmi is down and they are already in a recession. Shouldn't the Chinese govt., like the USA govt. in 2008, inject liquidity?
To try and stop devaluing your currency through Seven ( The Group of Seven i.e. G7 is an intergovernmental organization made up of the world's largest developed economies: France, Germany, Italy, Japan, the United States, the United Kingdom, and Canada.)

Q17 Why is Fed 3x or 4x important right now ?
- Because of Basel 3 regulations. These regulations put constraints on bank's ability to lend.
- With Fed you get access to repo and standing repo facilities.
- Tax control of Eur-usd market ( About 5yrs ago under trump money was repatriated back to Usa )
- Importance of the fx-swap market.

Q18 Does the Fed have reins. Is it a good thing or bad ?
Goodness : Everyone expects
The Fed has more power than anyone thinks of. They are the lender of last resort. This has basically expanded to everyone. It has expanded its role from lender of last resort back in Gfc to euro dial system through fx-swaps. It has also expanded its role as lender of last dealer to money market funds and also to the shadow banking system. If you look back at 2020 they have further extended lenders of last resort not only to banks but also to corporations.There is a corporate credit facility now. It has also tried to become a lender of last resort to businessmen and individuals through the ppp loan facility which basically works with the government. ( Asking banks to make loans to small business and people )
The Fed does not have the infrastructure to give money to people individually so they have to work through the banking system.
Badness : Forced by politicians
They have become more influential as well through regulatory aspects. Basel 3 expanded the regulatory power of Central Banks around the globe. Now they are moving to a role where the Fed may be able to suggest to banks that they have to do a certain type of lending. For ex : Making green loans to support green infrastructure. This model is not new. 30 yrs ago in Japan and much of South east Asia CB's operated in this manner. They would direct domestic banks to lend to certain key industries. Central banks don't stand in elections and if you work there you can never be fired. So you also don't know if they are making good decisions or not.

In nutshell they have reigned
- Eur-usd system.
- They have complete control over reserves which they can manipulate with the wand of QE or QT.

Q19 Discuss the importance of commercial banks?
These banks are important in driving inflation after Gfc 2008. Commercial banks lend to real people which in turn drives businesses. We cannot force banks to lend even though it does enforce an explosion of reserves which can then lead to an explosion of deposits. But these deposits aren't loans they are deposits from bank buying treasuries + Mbs from their own customer or must i say government. But if this inflationary cycle keeps on repeating then disaster is soon to happen. After the disaster , the Fed won't be able to stimulate bank lending. Hence questions we must ask is will Fed not be able to moderate bank lending and what if we have banks lend out way too much in 2022-23. Does Fed even have control over that?
So many economists are betting that the next phase would be introductions of digital currency. It would be a toolkit for the Fed to be able to do things like above.

Last year Saule T Omarova, a professor in law from one of top bank regulator was nominated for paper on how economy would operate in CBDCs
In nutshell :
The Fed would make loans and determine who gets the money or not. We're not there just yet or we're still building technology and infrastructure for it. If you look at 20 yrs in the future you would think the Fed would certainly be in fashion for political want. Meaning politicians would have more influence over who gets money. So make sure you have friends in politics.
Less bank credit creation in 2022 rivals historic growth since last year. Bank deposits look set for first annual decline since early 90's which sounds deflationary but that decline from bank deposits is due to QT & reverse repo and not credit creation itself. ( Creating money using alchemy )

Q20 The Fed doesn't have the ability right now to stop banks from lending. What happens if inflation goes to 10-12% because of this ( lending is like creating money ) ?
There are some segments in the economy which are still okay. Bank credit creation is strong. At least well enough to lend people. We're still in an inflationary environment where everything costs more. Everything costs more hence everyone needs to borrow more to buy things you used to buy.
We are definitely going to have a slower economy in the next 2-3 years with a recession somewhere. It will be then you would expect credit creation to slow down. So we don't see disasters in this manner but yes the storm clouds are approaching.
The hurricane Dimon was probably talking about is if there is a recession, still the large corporations will help accelerate loans in the near term because they will draw down predetermined loan credit lines when they need them. This is feasible. But the main issue is how banks will fund their balance sheet and that kind of lending in a recession environment where deposits must be shrinking and money markets are tightening hugely. And then there is also the bigger problem of the Fed accident during QT.

Q21 Who to buy what in treasuries i.e. bond market and why ? And why not if so?
There are a number of moving parts when you decide to go on shopping for treasuries.
- What is the underlying inflation
- Will growth actually slow

The most likely scenario is we are gonna have a repeat of what we saw precovid.
Let's discuss inflation part :
In Usa we have 2-3% inflation targets. That's largely demographically driven because of an aging society as all west have low inflation. The deflation of Japan shows us that. But it will take time to get there due to the persistent nature of inflation. Bond market will price near term surge and hence we will not get an unnecessary hike at the front end. Hence the Fed fund would go as high as 4% only and not above.
Now for growth part :
Back end of the treasury is driven by the term premium. Term premiums are already very negative. And they can go more negative as well. What we investors need to know is equity never rallies until there has been a subsequent or previous surge in the fixed income market. 10 yr bonds prices have to move significantly up before equity begins to turn. In other words you're gonna see a drop in long yields at some stage. And that my friends is a recession driven environment where first long bond yields go up while stocks fall and then we will see that turn or rally up in equity.

Another way to look at it is through a S&D and B&S lens which could be contradictory to above.
Supply :
So if you account for QT the supply of treasuries is gonna be $1.5T each. That's a lot for the market to handle in this slowly decreasing liquidity. Hence we are seeing large moves with small volumes.
Demand :
For the past few years we had different sets of marginal buyers. Precovid : It was Hedge funds doing basis trade. Comparing today to that time they have taken exposure down by $1T. Past 2020 : Fed (doing QE) and commercial bank (picking QE cash to work) Now : All have gone away.
We are going to have a new buyer somewhere down the line. We just don't know who it is. Foreigners aren't gonna buy because when they do they have to Fx hedge it. When you Fx hedge it's based on front end rates and front end rates are going higher too like back end. So it's not worth it for them. So we don't know who it is gonna be hence there is going to be a phase of price discovery that is probably gonna be volatile and probably much higher in yields than the marginal buyer of past years.
The Hedge funds buy these treasuries as part of a spreadsheet. They don't care where yields are by themselves. Fed too doesn't care and neither does commercial banks which are regulatory driven. Foreign banks are partially regulatory driven and in part what they have at home is negative notes. So if you want it to move to common folks who look at it as fundamentally then you're gonna need higher yields. Hence rates will go higher than normal levels.

Q22 Discuss aging demographics in 2022. Is it really deflationary like Japan taught us or something has changed and we are starting to see its actually inflationary? How does it affect bonds and stocks?
This idea of the aging demographic being inflationary and not deflationary is a very fascinating concept. Basically what these new papers are saying is when you have lower supply of labor and if you decrease the supply of labor in the labor market what you're gonna get is higher prices because wages will go higher due to shortage of labor.
Ex : A person is retired at 60 who no longer is producing goods and services into the economy. However he continues to consume products or buy yachts or whatever else by living a high standard of life or the same standards he used to when young.
So monetary demand for more goods and services reduces supply of labor. This means higher prices.
But these so-called old economists point to Japan as to how the aging demographic can be deflationary. People who hold these views believe that in a global world, labor is a global pool. So even though Japan was itself aging globally there was still an enormous supply of labor from China and from developing countries. But that's changed now. Going forward, China is also aging pretty quickly because of the one child policy. So you're seeing more people buying and consuming but fewer fewer people working. So structurally it seems inflationary.
So bonds will be bought and you should dca whereas you don't touch stocks until bond yields peaks.

Q23 Discuss what other factors you must think about making your first bond purchase.
Summary : What Central Banks will be doing.
Although in the previous statement we have dismissed foreign banks like Ecb and Boj but they still do play some role in the bond market.
Reason :
a) Bonds tend to correlate much more than equities do. The fact is if Ecb loses the battle on inflation which it looks like it is right now rapidly what effect does it gonna have on Bund. The charts don't look great and could easily feed into the treasury market.
b) The other thing to look at is the devaluation of Yen. It continues to devalue itself as we speak. Add more bond buying ( they have yield controls ) by them recently. At some point reality will hit Boj and they are gonna have to tighten policy and that is going to create a ripple effect in the bond market.

Hence we may get pressure on bond market through these two shocks. Hence we need to dip a toe in the long end of the market but it would be more comfortable to be on the front end.
Overall : A shock by Boj to let their 10yr bond go to 50bps ( current 0.22% ) could surprise a lot of people and most of them won't be prepared for that. Idea being global bond investor will then look at german 10yr bund in same way as they look at 10yr treasury yield. They just hedge risk 10yr jpy government bonds. So if bund goes from 1 to 3 ( current 1.51% ) then 10yr treasury will go from 3 to 5 ( current 3.2% )

Q24 Till now we have established conservation on how high the Fed funds go (max 4%) or how high short end go. But if you look at financial conditions in the Goldman Financial index which is related to GLI and has a lot more factors like dollar, interest rate, Fed tightening monetary conditions. Does equity have more room to downside? Does credit spreads need to widen and can you discuss more about why 3.5% or 4% is the highest Fed fund note 5%. ( A tail risk scenario )
You don't necessarily have to look at the Goldman financial index. Just look at the treasury market and dissect it.
Front end (interest rate exp) : 1-3 yr , 1-5yr spread for what markets are pricing for Fed rate hikes.
Back end ( Term premia ) : 5-10yr is for whats a crude measure and not a bad measure for what term premia on bonds will be.
Right now the yield curve is steepening on the front end (very vicious ) and flattening ( very vicious ) on the back end.
This is telling us that the rate expectations are going up and the term premia is collapsing. Collapsing term premium is all about changing risk appetite.
It's all telling us that bond investors don't want to take any risk. They want the safety of a safe asset which is a 10yr bond.

Now let's look at what it's telling us from a corporate point of view. Corporate raise money in about 3-5yr areas. So the first point being the cost of financing has gone up because of the front end rise. Secondly the appetite for debt has collapsed because of much more negative term premia.
So this configuration of flat yield curve with giant belly around mid duration yields is the worst outlook for any bond investors. Much worse than inverted yield curve.
Now you need to dissect the front end and back end movement.
So now you're seeing a black line ( rate exp ) i.e. 1yr fwd 10yr out suggesting terminal fed funds around 3.5%. Now this orange line is term premia measuring risk appetite of investors in fixed income market. This has collapsed.
Now what youre seeing here is black line cross orange line called the credit market death cross. This tells us within 12m a big problem will arise in credit market. Hence youre seeing credit spread widening about 6-12m after this above pattern unfolding.

Red : Down below is a chart that have z score of different credit spreads like high yield, junk (CCC-B, B-AAA) , quality spread (BAA-AAA) these sort of things in index
Yellow : 10-5y US treasury yield inverted and advanced by 12m.
What happening this is tracking exactly the movement what the treasury yield curve is suggesting.

Q25 Is HYG down -10% Ytd because of credit spread widening or rate hikes ? Do you think the Fed thinks about term premia? Do they want it to go up or down ?
Credit markets are imploding. But this is due to rise in risk free rate which is fed but not widening of credit spread as every noob on twitter or wsb will say.
There is a hedged version of HYG called HYGH. ( interest rate version of HYG )
You can clearly see whether it's because of credit spreads widening or because of interest rates.

The Fed does care about term premia and they want it to go wider. That's what QT is all about.
QE : Compress term premia. So people shift portfolios to other assets and take out loans for housing.
QT : Expand term premia and Fed let markets digest more treasury.
QT for treasury is a bit strange. See Mbs for example. Once we know it's gonna be QT then markets become aware of it and spread b/w agencies and 10yr widens significantly. For treasuries it hasn't been much. We don't know if markets are slow or something else is happening that we don't know of.
Over the coming months a lot more treasury will come into markets. Hence term premia will expand a lot more. Who knows what credit spread will do going forward but everyone's guess is it should widen a lot. If this doesn't happen then that would mean departure from history.

Q26 What is the difference between good liquidity and bad liquidity? How does it result in a change in the FX market , currencies as well as the yield curve?
When we think of liquidity we should think of quality and quantity. Now this is what drives the fx market, fixed income market and also where we take the yield curve as probably the best measure of the fixed income market.

Look at the graph below
Good liquidity is created by the private sector. Corporations create a lot of cash or households manage to produce lots of savings. This cash generation is coming from a vibrant economy. A vibrant economy then causes currency strengthening.
Bad liquidity is created by Central banks. It's bad from a forex point of view and hence the currency weakens.

So what you want to look at from a currency perspective is to subtract Fed liquidity from private sector liquidity creation. And that will tell you how the forex market will be moving. What traditional academics do is they lump all money or liquidity together and start to compare US liquidity with let's say Canada, Japan or Mexico. This way above is a more accurate way of predicting currencies. (Looking quality mix and then taking that relative)
The other dimension to look at is what drives fixed income market.(sum of liquidity which is pure quantity and not quality)

So the private sector creates liquidity. It's creating a lot of cash. The Fed is the one that creates that cash. Domestic investors are not bothered where it came from and if there's a lot of equity they can just go and use that liquidity and go down risk of bonds, stocks, voldemort asset class, commodities or lets say credit.

In layman terms :
When corporations do liquidity they go to banks for borrowing which in turns creates goods and services. Meaning a good debt will be invested.
But when Central banks do liquidity it's providing money to the government to spend. They will then give it to friends or people with special interest. This in turn creates bad debt.

Q27 Why is PBOC ( People's Bank of China ) not stimulating given they are in a recession ? Why is their strategic priority stability if China has many trillions of dollars as reserves ? Are they really afraid of yen-like depreciation that they don't want to stimulate right now and suffer the same fate as them ?
To answer these questions we need to look at the evolution of capitalism. As capital in this regime becomes mature you want to export itself and go international. For this you need purchasing power and hence a strong currency gives you that.
The Chinese want yuan to be used as a vehicle and savings currency. So basically a strong yuan will enhance that situation. So they want stable currency because they look for stability.

In capital wars we learn that the goal of Chinese authority is to challenge the dollar. They want to get rid of it particularly in Asia (India recently purchased oil from Russia in yuan ~ Market Insider) and the route to do it is basically by three paths.
- Re-denomination Chinese trade in yuan.
- Open Bond market to foreign
- Creating a digital currency

Q28 Why is China setting up so many swap lines around the Asia region ?
The purpose of swap lines is for yuan denominated trade. So basically they are preparing for Euro-Renminbi.
To stop that someone is shaking up the tree in Japan vigorously to put pressure on yuan. Yen is your Trojan horse from Troy which is trying to break that stability that the Chinese government is so proud of by putting pressure on China given the integration of the Japanese economy with china.
Look at Korea, India. Their currency has been devalued too recently. The Chinese are trying to stop this storm. This long term geopolitics macro politics objective is to take this as no1 priority over the strength of the Chinese economy i.e. health of real estate, steadying credit market, stock market etc.

Q29 Discuss the Chinese balance sheet ?
Pretty much everyone is saying China will do a monetary ease. They did a big one after gfc. They haven't really done anything since 2016. They do a very tiny stimulus ( did this yr in april ) hence their balance sheet is flat line.
They love growth and stability over injecting Soma drugs into the system.

Thank you guys
Sorry for ruining your Saturday day or night w/o any jokes. I really have no clue when to post this kind of sh9t. I’m still figuring it out.
“Keep enjoying life. Stay in cash and park with mmf in rrp if you really wanna be in safest asset or just take out your money from bank coz if we are going into depression there’s gonna be bank run”

With lots of love
submitted by DesmondMilesDant to wallstreetbets [link] [comments]

Turn your recyclables into cash and reward points! A list of RVMs (Reverse Vending Machines) and buy back centres in KV

a) KLEAN Asia
How: Recycle in return for KLEAN points which can be used to redeem GRAB reward points, Lotus vouchers, Touch 'n Go etc).
b. Alam Flora Buy Back Centre
How: Send in recyclables in exchange for cash and Petronas Mesra points.
Location (please check the opening hours):
c) Recycling Reverse Vending Machine by DBKL
How: Small rubbish such as plastic bottles, paper, aluminum cans can be disposed of into the automatic recycling machine and members of the public will be rewarded five sen for each of the recycled item, which will be transferred into their bank account
Location: The bus stop in front of Menara DBKL 2, Jalan Raja Laut (and more to be announced soon, popular spots in the city such as on routes where people get public transportation as well as tourist venues) Source
d) KITACycle at IOI Puchong Mall
How: Bring in your recyclables to KITACycle, sell them and earn some cash in return (with a minimum weight of 3kg per category); or drop off recyclables at the designated drop-off points.
Location: West Entrance, Ground Floor (near Loading Bay C)
e) Reverse Vending Machine at Kuala Lumpur Convention Centre
How: Visitors to the venue are entitled to redemption points when they deposit their empty plastic bottles and aluminium cans in the RVM. The points can be exchanged for retail promotions and discounted lifestyle experiences from prominent brands and establishments.
Location: Ground Floor and Concourse
f) IPC Recycling & Buy Back Centre
How: If your recyclables do not qualify the minimum 1kg, or they are of a different category, you may still recycle by dropping them inside designated bins.
Location: P1 Carpark (near Ladies Parking)
*Alternative: If you don't have 1kg of recyclables, head over to The Hive outlets and donate preloved clothes, old prescription glasses, jars, paper bags and e-waste which will be collected by for recycling purposes.
submitted by a_HerculePoirot_fan to malaysia [link] [comments]

[Thu, Sep 08 2022] TL;DR — This is the top investing content you missed in the last 24 hours on Reddit


Thoughts on buying PLTR after its bloody $1.1B loss last week? Advice Request
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ELI5: How are off-exchange trades legal? Industry Question
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Apple announces their first move into space. (AAPL) Industry News
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Last week, institutional traders bought $8.1 billion worth of put options. They bought less than $1 billion in calls. This is 3x more extreme than 2008. Discussion
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Market Close - September 7, 2022 Recap/Watchlist
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Lots of green - great day in the markets despite all the doomsday chatter in the news. Discussion
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Rule of 72 (Simple technique you can use to calculate how long it will take to double your investment)
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I'm thinking about investing into copper and gold, Any thoughts or advice?
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Switch from SP500 to Total US Stock in Roth IRA?
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jpow notes leaked Meme
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YOLO I just crossed 100k with this stock 🚀🚀🚀 33M shorts still. Time to cover? 💁🏼‍♂️ short squeeze baby!!! Gain
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GME has high likely hood of jumping 20 to 70% within a week. Chart
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Stock Market recap for 9-7-2022
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Housing Market Sentiment Vs Mortgage Rates
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In my opinion, playing options that are 70-90dte is a cheap insurance policy.
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Is there a risk of market makers abusing my haggling strategy?
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Getting started in backtesting
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Avct buyout rumors in office :Bolt2: Catalyst :bolt:
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$PRTY is slowly mooning and we're being silenced! :snoo_feelsgoodman: General Discussion :disscusion:
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Globalstar [GSAT] based in Louisiana, is providing satellite services to Apple, which is getting a chance to buy up to 2.64% of Globalstar’s outstanding shares. Apple will rely on the Globalstar service to enable iPhones to send emergency messages. :Bagger: Bullish :Bullish:
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The Taxonomy of Bear Markets Commentary
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Goldman Sachs global strategy report - Bear Repair Macro
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FEMSA: A Trip to Mexico and the Largest C-Store Chain You Never Heard of (FMX:US) Long Thesis
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The probability of acquisition for Seres Therapeutics, Inc. (MCRB) is high now. Discussion
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How has your experience been with QuantConnect? Would you invest in the company? News
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Python vectorbt debugging help Education
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How do I compute the point value of the 5Y CME Micro future? (100 or 1000? Getting mixed results) Education
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Passed the ftmo $10k account in a little over 20 days. Submitted KYC documents now and waiting for the real account. Prop Firms
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How many accounts did you blow before getting the hang of it? Questions
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Profited the trade! Link to old post P/L Porn
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Stock Market recap for 9-7-2022 Shitpost
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Daily Discussion Thread - September 8th, 2022
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Can Cardano and Ethereum co-exist or can there be only one? DISCUSSION
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Real talk: How to protect our crypto from fraud DISCUSSION
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GameStop Partners With Crypto Exchange FTX.US to Boost Digital Asset Adoption NEWS
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submitted by _call-me-al_ to StockMarketTLDR [link] [comments]

Employee Token Ownership

A recent post on this sub found the wallet that holds about $40m in LRC tied to a contract named Employee Token Ownership.
The original thread makes the charge that there is a massive employee sell off of their LRC.
I dug into the source details and didn't see that behavior at all.
I saw some employees selling and actively trading their LRC by moving their tokens into on exchange accounts (Binance mostly).
I saw some employees holding massive positions in LRC in cold storage.
I saw some employees moving their LRC to exchanges where they could participate in lending or liquidity pools.
One of those exchange being the Loopring Exchange.
I find all of this reassuring and bullish.
Sharing my DD. Someone poke holes in this if I'm wrong.

DD Below...
I want to know the truth of all things Loopring. And if there were a massive employee sell off, I'd like to understand that as well.
I don't think that's what's going on here, but I'll follow the source data.
Substantiating this is is the "Employee Token Ownership Plan"
Click the Contract tab and it will show the Contract Name as EmployeeTokenOwnershipPlan
There are over $40.5 mil of LRC in this wallet, so it's probably a safe bet based on the contract name and amount held that this wallet is used for this purpose.
Contract Tidbits
The contract source code has a besting period + 60 days built into the contract. Variables under Read Contract of VestPeriod = 63072000 and VestStart = 1594369474
If VestPeriod is in "ticks" or a Unix timestamp, that equates to the 07/10/2020 (UTC).
It looks like the first deposit to the wallet was on 07/10/2020, so that all syncs up.
The volume of transactions has been relatively steady until November 2021 where there was an uptick in transactions.
The transactions appear to be LRC being moved into the contract then being transferred out to other wallet address.
Receiving Wallets
There are 13 unique wallet addresses listed as receiving these transfers.
Then if you dig into each transfer and the receiving wallet details you see most are transfers into other wallets for long term storage and some are transfers into exchange accounts (ostensibly to make available for sale). Some have positions in other crypto.
I'll break down each receiving wallet below, so you can dig in with your own eyes.
Daniel Wang has said in the past that most employees take payment in the form of Loopring. If you look at these distributions with that in mind, you would expect employees to be cashing out some portion of their distributions to do things like buy groceries and pay rent.
Also, if you work in the crypto space my guess is that you are an enthusiast. I'd expect a crypto enthusiast to be actively trading some portion of your $.
I see transfers out to the Loopring Exchange, which I find bullish that employee token holders are participating in AMM liquidity pools themselves.
I also see a number of transfers in/out of something called WePiggy. WePiggy lists Loopring as an ecosystem partner. I've never heard of it before, but it looks like an exchange where you can lend out your LRC and earn interest.
It would be concerning if there were just a massive sell off in these wallets, like OP suggested, but I don't see that.
I see individuals with individual preferences on how they use their paycheck.
I am making an assumption that the tokens listed in a wallet on Etherscan that are showing no $ value but a quantity have been moved into cold storage or a vault.
Please correct me if this is wrong.
Need DD
Need more due diligence on WePiggy which looks to be a place to lend LRC.
And OKEx. I can't find any LRC listing on OKEx, but I see multiple wallets transferring LRC over to this exchange. This strikes me as very interesting.
Wallet 1
Holds mostly KNC in this wallet then transfers all LRC to another wallet:
This looks like maybe a cold wallet or something? It holds 28,493 LRC with a steadily increasing amount since May 2019.
This wallet is also transferring some of their inbound LRC over to a Binance wallet which indicates to me they are moving their tokens into their exchange account.
Wallet 2
His token transfer history looks really consistent.
When you dig into the transactions here you can see transfers out to steveguo.eth. This wallet holds a large position in LRC.
This appears to be one wallet owned by Steve Guo, CTO at Loopring.
Some transfers are out to this wallet that appear to be his active trading account:
Other crypto held by Steve's personal wallet are USDC, RNDR, MCB, TRU, PEOPLE, UDT, BRIGHT, AGLD, DERI, EDEN, TORN, CQT, BIT, NEC, HBT, FOREX, CVX, BLES, 0xBTC, SUSHI, GRID, and DODO.
Coins held in his trading wallet are MASK, LINK, CYCX, HEX.
Some WePiggy transactions.
When you dig into his transactions on his personal wallet a good number of his transfers out are over to the Loopring Exchange. My guess is that he's joined the liquidity pools.
Wallet 3
This appears to be sending tokens to a wallet that trades on TokenIon and one that trades on Binance.
This wallet does not appear to hold onto any LRC, but immediately trades it after receiving. That history has been consistent.
Wallet 4
This one is notable for the presence of a wallet address used in a phishing scam.
Wallet 5
Looks like this is actively used for both trading and holding.
A couple really large deposits (1mil) of LRC were received this month and then this wallet appears to be lending them out on WePiggy.
Then smaller transactions get converted into USDC. My guess is to cover living expenses.
Also holds very small positions in CHSB, RFOX, LPT, FEG, GOT, NEAL, LNC, nCash, MT, QCH, VIN, AMB, etc. A couple cents in a various tokens indicates they owned at one point and sold... aka evidence of active trading.
Wallet 6
Pretty much everything that comes in goes out to this person's Binance wallet / account.
This appears to be consistent. No real change in activity recently.
Also holds a position in DYDX.
Wallet 7
Moving in between this wallet and Binance.
Converts most of everything transferred in to USDC. Holding in CRB, SNX, DODO and trades in MASK and BEL.
Wallet 8
Moves all LRC to Binance account.
Converts everything to Tether or WETH.
Wallet 9
Moves into Binance account.
Holding most of LRC in cold wallet or vault. Also holding TRIBE, INSP, and GCS.
Wallet 10
Interesting wallet.
Some sent to a Binance account.
Some set to a a contract address, could that be a Loopring L2 wallet?
Holding 235,924.93 LRC in cold wallet or vault.
Holding almost 1 mil LRC in cold wallet or vault?
Wallet 11
Some sent KickEX, a foreign exchange platform
The rest sent to OKEx
Wallet 12
This wallet holds a large position in KICK in cold storage.
Transfers out to a Binance acount.
Transfers over to OKEx
Wallet 13
Moved all tokens over to Loopring Exchange. Noice.
submitted by doubleYupp to loopringorg [link] [comments]

Beza Fixed Time Trade (FTT) dengan Forex ?

Apa beza Fixed Time Trade (FTT) dengan Forex ? (* pls note dulu kita panggil FTT sebagai Digital Option)
Setiap pedagang (traders) mempunyai akses kepada dua trading platform di Olymp Trade :
Digital Option adalah transaksi untuk menentukan nilai tukar pasangan mata uang atau aset-aset lain.Anda menentukan jumlah dagangan dan membuat ramalan, kadar akan naik lebih tinggi atau lebih rendah dari titik permulaan.Jika ramalan adalah betul, anda akan mendapat bonus pilihan dan jumlah pelaburan. Jika tidak, anda hanya boleh kehilangan jumlah deposit.Apabila berdagang dalam Digital Option, tidak ada risiko kehilangan lebih daripada yang diperuntukkan dalam dagangan/trade tersebut.Di platform Digital Option ini juga, jumlah kemungkinan keuntungan dan kerugian boleh diketahui terlebih dahulu.Digital Option juga memiliki sejumlah kelebihan yang membuatnya sangat berguna berbanding dengan pasaran forex yang tidak stabil.Sebagai permulaan, risikonya terbatas (bahkan jika harga aset melonjak), cagaran yang diperlukan cukup rendah.Ia juga boleh digunakan walaupun di pasaran rata yang tidak menentu. Kelebihan ini menjadikan Digital Option layak dipertimbangkan untuk traders yang baru ataupun yang berpengalaman....
Forex adalah pasaran terbesar dunia di mana mata wang adalah komoditi utama. Dagangan melibatkan pasangan matawang, iaitu mata wang dua negara. Mata wang sesetengah negara lebih mahal, sementara yang lain lebih murah. Jika nilai satu mata wang dari pasangan dibahagikan dengan nilai yang lain, anda akan mendapat nombor yang dipanggil kadar (rate) atau sebutan (quote).Apabila anda membuat transaksi di Forex, anda tidak mengetahui terlebih dahulu jumlah keuntungan daripada ramalan yang berjaya. Ia dikira mengikut kadar yang dilaburkan dan perbezaan harga yang dicapai.Ada kemungkinan keuntungan menjadi tidak terbatas, bergantung pada bagaimana harga aset berubah.Bagi pedagang(traders) yang mempunyai modal dalam jumlah yang kecil adalah lebih mudah untuk berdagang dalam pasaran forex daripada pasaran lain. Mereka hanya perlu menumpukan atau memahami asas makroekonomi yang memacu nilai mata wang tersebut.Walaubagaimanapun, pengalaman menggunakan analisis teknikal juga akan dapat membantu pedagang forex untuk menghasilkan dagangan yang menguntungkan.
submitted by Perci_Rawr to OlympTradeMalaysia [link] [comments]

China continues to record net inflow of cross-border capital in April

China continues to record net inflow of cross-border capital in April

China has continued to record a net inflow of cross-border capital, and has maintained the yuan's generally stable exchange rate as Chinese banks reported a large net foreign exchange purchase last month, official data showed on Tuesday (May 17).

Chinese lenders bought 229.7 billion U.S. dollars worth of foreign currencies and sold 210.6 billion dollars' worth in April. That resulted in a net purchase of 19 billion dollars, said the State Administration of Foreign Exchange.

China's development pattern of a stable forex market and balanced cross-border capital flows has remained unchanged, said Wang Chunying, the administration's deputy head.

The tightening of monetary policies in major developed economies will have a spillover effect on the flows of international capital, but China's forex market has become more mature and resilient to allow it to adapt better to changes in the external environment, Wang told Xinhua in an interview.

The recent two-way adjustment in cross-border stock investments will neither affect the overall balance of cross-border capital flows nor impact the trend of overseas investors steadily increasing their holdings of yuan assets, she said.

Stock investment is only one part of cross-border capital flows, and it does not represent the overall situation, she said.

Commenting on the recent depreciation of the yuan, Wang said it was a short-term adjustment that will not change the general characteristics of the yuan's exchange rate featuring two-way fluctuations and general stability at a reasonable and balanced level.

"For a mega economy like China, the long-term trend in the exchange rate is mainly determined by domestic fundamentals," she told Xinhua, noting that despite recent depreciation against the U.S. dollar, the yuan has remained relatively stable against other major currencies.

With the dollar index having surged about 9 percent since the beginning of this year, major currencies such as the euro, the Japanese yen and the British pound have all depreciated 8 to 10 percent against the greenback, while the yuan has depreciated just 6 percent on the domestic market, Wang said.

The value of the yuan and investment returns on yuan assets have both remained stable, and the independent market trend of yuan assets means they are a good choice for investment diversification, she said.

The share of the Chinese yuan in the International Monetary Fund's Special Drawing Rights basket has risen from 10.92 percent to 12.28 percent, China's central bank announced over the weekend.

"The move has fully reflected the recognition and confidence of the international community in China's economy and its financial market development," Wang said.

She said that serving the real economy is now a priority for the forex regulator, which will accelerate the implementation of supportive policies and simultaneously help enterprises manage risks posed by exchange rate fluctuations.
submitted by ben81PRO to China_Really_Chinese [link] [comments]

China’s forex assets could ‘turn to zero’ if US imposes sanctions

This is the best tl;dr I could make, original reduced by 67%. (I'm a bot)
A country like China that runs a trade surplus has to invest in foreign assets and there are few other choices but US bonds, said Michael Pettis, a professor of finance at Peking University and a veteran China observer.
China, which is known as the workshop for the world, has been accumulating foreign income from its exports since joining the World Trade Organization in 2001.Last year, China's trade surplus.
Based on US Treasury data, US government bonds account for about a third of the value of China's overall foreign exchange reserves, which stood at US$3.22 trillion in January, according to exchange regulator State Administration Of Foreign Exchange.
"Europe needs to acquire assets abroad and it would not welcome the consequence of too much money shifting out of the dollar into euros because that would force up the value of the euro and make it difficult for the Europeans to run current account surpluses, which they have to run, like China, because domestic demand is too weak," he said.
While developing countries would welcome China's investment, such exposure is deemed too risky, Pettis said, and the same also applies to gold and other commodities, as reserve assets should be in relatively stable investments during turbulent times.
"It is difficult for the United States to completely decouple from China, and freezing or even confiscating China's reserve assets can only be an extremely rare crazy outcome," Wang said.
Summary Source | FAQ | Feedback | Top keywords: China#1 assets#2 foreign#3 country#4 too#5
Post found in /FluentInFinance, /worldnews, /FluentInFinance, /FluentInFinance and /China.
NOTICE: This thread is for discussing the submission topic. Please do not discuss the concept of the autotldr bot here.
submitted by autotldr to autotldr [link] [comments]

Weekly Wrap: This Week In Chainlink August 30 - September 5, 2021

Chainlink News and Announcements

Read the key takeaways from @SergeyNazarov’s SmartCon keynote on the future of hybrid smart contracts, covering the launch of Chainlink Keepers, the Cross-Chain Interoperability Protocol (CCIP), & the global shift to systems built on cryptographic truth.

Watch @synthetix_io, @AaveAave, @chainlayerio, @PoolTogether_, & @Barn_Bridge explain how they use Chainlink Keepers’ low-cost and reliable off-chain computation to automate key smart contract functions in a fully decentralized manner.

Smart contract developers looking to build an early-stage dApp on @solana are invited to join the Solana Ignition Hackathon and potentially win various bounties, including $30k in prizes for projects with the best working implementations using Chainlink.

Blockchain-based GameFi developers, be sure to check out the @HECO_Chain Gaming Hackathon, sponsored in part by Chainlink. The submission period ends on October 29th, so sign up below to start hacking and win a portion of the $100k+ in prizes.

Congratulations to all the winners of the recent Layer 2 Hackathon sponsored by Chainlink & @IOSGVC! Winning projects demonstrated how external data & off-chain computation powered by Chainlink DONs enables development of advanced hybrid smart contracts.

Chainlink Grants

We're excited to support the open-source development of Ethereum infrastructure by joining @gitcoin Grants Round 11 as a matching partner. Chainlink's contribution will help developers around the world build a future secured by cryptographic truth.

If you have an early-stage idea for a novel smart contract dApp, register below for the @0xPolygon Grants Hackathon sponsored in part by Chainlink to receive support from experienced teams & devs, and potentially win a portion of the $100k prize pool.

Chainlink Labs Updates

Chainlink Labs is growing the team to meet the blockchain ecosystem’s demand for secure off-chain services that unlock smart contract innovation. Apply today for the opportunity to join an industry-leading organization and help build a world powered by cryptographic truth.

We’re looking for experienced Product Marketers with a passion for blockchain to ensure the successful launch and continued adoption of Chainlink’s industry-leading products. Apply below for this career-defining opportunity to help bring revolutionary technologies to market.

We’re looking for passionate blockchain advocates to join our fully remote and global team in building a more economically fair world. Apply below to help prospective clients implement Chainlink’s decentralized services in their DeFi and NFT projects as a Solutions Architect.


Chainlink Price Feeds are live on @optimismPBC mainnet! Through a native deployment, projects building on Optimism can leverage Chainlink for inexpensive, low latency price updates in near real-time while still getting high-quality data & robust security.

Exchange aggregator @OpenOceanGlobal is integrating Chainlink Price Feeds to help power limit order functionality. By having fresh asset prices made securely & reliably available on-chain, OpenOcean can verify market activity before executing limit orders.

DeFi and analytics platform @NwcPublic is integrating Chainlink Proof of Reserve to maintain a transparent, up-to-date record of account balances and prevent illegitimate transactions within its upcoming cross-chain liquidity solution for @0xPolygon.

Digital banking platform @yourCashaa integrates Chainlink Price Feeds for fair exchange rates during NFT purchases, as well as to help power its future lending solutions by calculating users' borrowing capacity & verifying loan collateralization.

AMM protocol @_DFyn has integrated Chainlink Price Feeds on @0xPolygon mainnet for on-chain access to secure, high-frequency price updates. Chainlink Price Feeds help ensure DFYN's LUNA/USD prediction markets are settled using current fair-market prices.

Yield aggregator @fletachain is using Chainlink Price Feeds to calculate multiplier rewards on vaults. By referencing high-quality, tamper-proof data, Fleta empowers users to make informed decisions regarding the different strategies across its platform.

DeFi protocol @ChemixLabs has integrated Chainlink Price Feeds on @Arbitrum mainnet to access high-quality, tamper-proof price oracles for establishing fair market exchange rates when minting, swapping, redeeming, and liquidating assets on the platform.

With the launch of Chainlink on @optimismPBC mainnet, @lyrafinance is now using Chainlink Price Feeds for premium price data with high-frequency updates, serving as inputs for Black Scholes-based options pricing and helping data hedge against volatility.

Lending protocol @Screamdotsh has integrated Chainlink Price Feeds on @FantomFDN mainnet as its primary oracle solution, giving SCREAM high-quality price data with high-frequency updates to help determine borrowing rates and calculate collateralization.

@EverestDAO has integrated Chainlink Price Feeds on @avalancheavax mainnet to determine the outcome of its options contracts, helping ensure users are buying and exercising options contracts according to up-to-date, tamper-proof, and accurate price data.

@loda_fi is using Chainlink Price Feeds in its traditional custodial solution for crypto-backed fiat loans. Chainlink Price Feeds are referenced to determine users’ borrowing rates & check their collateralization, showcasing the power of CeDeFi products.

@kucoinlaunchpad is integrating Chainlink Price Feeds to calculate the correct funding amounts required for user allocations, helping ensure that Kucoin Launchpad consistently references fair market exchange rates when performing key on-chain actions.

VRF Integrations

Bored Ape Yacht Club (@BoredApeYC) integrated Chainlink VRF to distribute verifiably random NFTs in its platform NFT airdrop, helping ensure that all eligible participants received randomly generated Mutant Serums in a transparent & provably fair manner.

@nftstars1 has integrated Chainlink VRF on Ethereum mainnet to support its new Galaxy Hero NFT series. Chainlink VRF is used in the Galaxy Modificator to fairly & securely generate random update cards, which can increase the uniqueness of an NFT Hero.

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submitted by mikeferrer_chainlink to Chainlink [link] [comments]


Since the book recommendation topic is still coming up frequently, I thought I'd share mine. Maybe this qualifies as a sticky or literature section on the sideboard. Covered are the subjects: Algorithmic Trading, Programming and Quantitative Finance which indeed should be the major topics of interest for this sub.

  1. Algorithmic & High Frequency Trading
a) English
Abergel, Frederic et al. - Econophysics of Order-driven Markets [2011]
Abergel, Frederic et al. - Limit Order Books [2016]
Äit-Sahalia, Yacine; Jacod, Jean - High-Frequency Financial Econometrics [2014]
Akansu, Ali; Torun, Mustafa - A Primer for Financial Engineering [2015]
Aldridge, Irene - High-Frequency Trading [2nd Ed., 2013]
Aldridge, Irene; Krawciw, Steven - Real-Time Risk [2017]
Bandy, Howard - Quantitative Trading Systems [2007]
Banks, Erik - Dark Pools [2nd Ed., 2014]
Bouchaud, Jean-Philippe Bouchaud et al. - Trades, Quotes and Prices [2018]
Cartea, Alvaro - Algorithmic and High-Frequency Trading [2015]
Carver, Robert - Systematic Trading [2015]
Ceppi, Sofia et al. - Agent-Mediated Electronic Commerce [2017]
Chan, Ernest - Algorithmic Trading [2013]
Chan, Ernest - Machine Trading [2017]
Chan, Ernest - Quantitative Trading [2009]
Chen, Jun; Tsang, Edward - Detecting Regime Change in Computational Finance [2021]
Coles, Andrew; Hawkins, David - MIDAS Technical Analysis [2011]
Collins, Art - Beating the Financial Futures Market [2006]
Conlan, Chris - Automated Trading with R [2016]
Dacorogna - An Introduction to High-Frequency Finance [2001]
Davey, Kevin - Building Winning Algorithmic Trading Systems [2014]
Doloc, Cris - Applications of Computational Intelligence in Data-driven Trading [2020]
Durbin, Michael - All About High-Frequency Trading [2010]
Durenard, Eugene - Professional Automated Trading [2013]
Easley, David et al. - High-Frequency Trading [2013]
Fitschen, Keith - Building Reliable Trading Systems [2013]
Florescu, Ionut et al. - Handbook of High-Frequency Trading and Modelling in Finance [2016]
Gregoriou, Greg - Handbook of High Frequency Trading [2015]
Guo, Xin et al. - Quantitative Trading [2017]
Györfi, Laszlo et al. - Machine Learning for Financial Engineering [2012]
Halls-Moore, Michael - Advanced Algorithmic Trading
Harris, Larry - Trading and Exchanges [2003]
Hasbrouck, Joel - Empirical Market Microstructure [2007]
Jansen, Stefan - Hands-On Machine Learning for Algorithmic Trading [2018]
Johnson, Barry - Algorithmic Trading and DMA [2010]
Kim, Kendall - Electronic and Algorithmic Trading Technology [2007]
Kissell, Robert - The Science of Algorithmic Trading and Portfolio Management [2014]
Kömm, Holger - Forecasting High-Frequency Volatility Shocks [2016]
Kumiega, Andrew; van Vliet, Benjamin - Quality Money Management [2008]
Lehalle, Charles-Albert; Laruelle, Sophie - Market Microstructure in Practice [2nd Ed., 2018]
Leshik, Edward; Cralle, Jane - An Introduction to Algorithmic Trading [2011]
Lopez de Prado, Marcos - Advances in Financial Machine Learning [2018]
Lyons, Richard - The Microstructure Approach to Exchange Rates [2001]
Narang, Rishi - Inside the Black Box [2nd Ed, 2013]
O'Hara, Maureen - Market Microstructure Theory [1996]
Pruitt, George - The Ultimate Algorithmic Trading System Toolbox [2016]
Pruitt, George; Hill, John - Building Winning Trading Systems with TradeStation [2nd Ed., 2012]
Schmidt, Anatoly - Financial Markets and Trading
Stoll, Hans - Microstructure of World Trading Markets [1993]
Tomasini, Emilio; Jaekle, Urban - Trading Systems [2009]
Trongone, Anthony - Trade with the Odds [2012]
Tulchinsky, Igor - Finding Alphas [2015]
Vaananen, Jay - Dark Pools and High Frequency Trading For Dummies [2015]
Van Vliet, Benjamin - Building Automated Trading Systems [2007]
Varshney, Shekhar - Building Trading Bots Using Java [2016]
Wang, Zhaodong; Wang; Zheng, Weian - High-Frequency Trading and Probability Theory [2015]
Ye, Gewei - High Frequency Trading Models [2011]
Young, Andrew - Expert Advisor Programming [2010]
Zovko, Ilija - Topics in Market Microstructure [2008]
Zubulake, Paul; Lee, Sang - The High Frequency Game Changer [2011]
b) German
Gomber, Peter - Elektronische Handelssysteme [2000]
Gresser, Uwe - Hochfrequenzhandel [2018]
Gresser, Uwe - Praxishandbuch Hochfrequenzhandel Band 1 [2016]
Gresser, Uwe - Praxishandbuch Hochfrequenzhandel Band 2 [2018]
Kunzelmann, Matthias - Zwischen Limit und Market Orders [2006]

  1. Programming for Finance
a) C, C+, C++, C#
Capinski, Maciej; Zastawniak, Tomasz - Numerical Methods in Finance with C++ [2012]
Duffy, Daniel - Financial Instrument Pricing using C++ [2nd Ed., 2018]
Duffy, Daniel; Germani, Andrea - C# for Financial Markets [2013]
Forouzan, Behrouz; Gilberg, Richard - C++ Programming [2019]
Levy, George - Computational Finance Using C and C# [2nd Ed., 2016]
Masters, Timothy - Testing and Tuning Market Trading Systems [2018]
Oliveira, Carlos - Options and Derivatives Programming in C++ [2016]
Pena, Alonso - Advanced Quantitative Finance with C++ [2014]
Salov, Valerii - Modeling Maximum Trading Profits with C++ [2007]
Savine, Antoine - Modern Computational Finance [2019]
Schlogl, Erik - Quantitative Finance [2013]
b) Dot Net
Shetty, Yogesh; Jayaswal, Samir - Practical .Net for Financial Markets [2006]
c) Excel & VBA (English)
Bluttman, Ken - Excel Formulas and Functions for Dummies [5th Ed., 2019]
Carlberg, Conrad - Microsoft Excel Sales Forecasting for Dummies [2nd Ed., 2016]
Clauss, Francis - Corporate Financial Analysis with Microsoft Excel [2010]
Day, Alistair - Mastering Financial Mathematics in Microsoft Excel [2nd Ed., 2010]
Day, Alistair - Mastering Risk Modelling [2nd Ed., 2009]
Goossens, Francois - How to Implement Market Models using VBA [2015]
Häcker, Joachim; Ernst, Dietmar - Financial Modeling [2017]
Harvey, Greg - Excel 2016 for Dummies [2016]
Lee, Cheng-Few; Lee, John et al. - Essentials of Excel, VBA, SAS and Minitab for Statistical and Financial Analyses [2016]
Löffler, Gunter; Posch, Peter - Credit Risk Modeling using Excel and VBA [2nd Ed., 2011]
Mansfield, Richard - Mastering VBA for Microsoft Office 2016 [2016]
Nelson, Stephen - Microsoft Excel Data Analysis for Dummies [2nd Ed., 2014]
Rouah, Fabrice; Vainberg, Gregory - Option Pricing Models using Excel-VBA [2007]
Schmuller, Joseph - Statistical Analysis with Excel for Dummies [4th Ed., 2016]
Stein Fairhurst, Danielle - Financial Modeling in Excel for Dummies [2017]
Stein Fairhurst, Danielle - Using Excel for Business Analysis [2012]
Van Fliet, Ben - Financial Modeling with Excel and VBA
Walkenbach, John - Excel 2016 Bible [2015]
Walkenbach, John - Excel VBA Programming For Dummies [3rd Ed., 2013]
d) Excel & VBA (German)
Benker, Hans - Wirtschaftsmathematik Problemlösung Mit Excel [2007]
Chip Sonderheft Kaufmännisches Rechnen mit Excel 2010
Fleckenstein, J.; Georgi, G. - Excel - Das Sparbuch
Frye, Curtis - Microsoft Excel 2016 - Schritt für Schritt
Gießen, Saskia; Nakanishi, Hiroshi - Besser im Job mit Excel [2016]
Kofler, Michael; Kobelo, Ralf - Excel programmieren [2014]
Matthäus, Heidrun; Matthäus Wolf-Gert - Statistik und Excel [2016]
Nahrstedt, Harald - Die Welt der VBA-Objekte [2016]
Renger, Klaus - Finanzmathematik mit Excel [4. Aufl., 2016]
SFT - Excel für Einsteiger [11-2016]
e) Matlab (English)
Adams, Abi et al. - Microeconometrics and MATLAB [2015]
Altman, Yair - Accelerating MATLAB Performance [2015]
Altman, Yair - Undocumented Secrets of MATLAB-Java Programming [2012]
Attaway, Stormy - Matlab [4th Ed., 2017]
Darbyshire, Paul; Hampton, David - Hedge Fund Modelling and Analysis using MATLAB [2014]
Gilat, Amos - Matlab [6th Ed., 2017]
Gordon, Steven; Guilfoos, Brian - Introduction to Modeling and Simulation with MATLAB and Python [2017]
Jovanovic Dolecek, Gordana - Random Signals and Processes Primer with MATLAB [2013]
Kim, Phil - MATLAB Deep Learning [2017]
Mishra, Shashi; Ram, Bhagwat - Introduction to Linear Programming with MATLAB [2018]
Nyholm; Ken - Strategic Asset Allocation in Fixed Income Markets [2008]
Paluszek, Michael; Thomas, Stephanie - MATLAB Machine Learning [2017]
Tue Huynh, Huu et al. - Stochastic Simulation and Applications in Finance with MATLAB Programs [2008]
f) Matlab (German)
Grundmann, Wolfgang - Finanzmathematik mit MATLAB [2004]
Günther, Michael; Jüngel, Ansgar - Finanzderivate mit MATLAB [2. Aufl., 2010]
g) MetaTrader & MQL
Young, Andrew - Expert Advisor Programming [2010]
h) Machine Learning
Krohn, John et al. - Deep Learning Illustrated [2019]
i) Python
Donadio, Sebastien; Ghosh, Sourav - Learn Algorithmic Trading [2019]
Gowrishankar S., Veena A. - Introduction to Python Programming [2019]
Hilpisch, Yves - Artificial Intelligence in Finance [2020]
Hilpisch, Yves - Derivatives Analytics with Python [2015]
Hilpisch, Yves - Listed Volatility and Variance Derivatives [2016]
Humber, Max - Personal Finance with Python [2018]
Jansen, Stefan - Machine Learning for Algorithmic Trading [2nd Ed., 2020]
Lewinson, Eryk - Python for Finance Cookbook [2020]
Scarpino, Matthew - Algorithmic Trading with Interactive Brokers [2020]
Weiming, James - Mastering Python for Finance [2015]
Yan, Yuxing - Python for Finance [2nd Ed., 2017]
j) R
Berlinger, Edina - Mastering R for Quantitative Finance [2015]
Berlinger, Edine et al. - Mastering R for Quantitative Finance [2015]
Coghlan, Avril - A Little Book of R for Multivariate Analysis [2017]
Coghlan, Avril - A Little Book of R for Time Series [2015]
Daroczi, Gergely et al. - Introduction to R for Quantitative Finance [201]
De Vries, Andrie; Meys, Joris - R for Dummies [2nd Ed., 2015]
Georgakopoulos, Harry - Quantitative Trading with R [2015]
Hang Chan, Ngai - Time Series [2nd Ed., 2010]
Jeet, Param; Vats, Prashant - Learning Quantitative Finance with R [2017]
Klemelä, Jussi - Multivariate Nonparametric Regression and Visualization [2014]
Machlis, Sharon - Practical R for Mass Communication and Journalism [2019]
Rasch, Dieter et al. - Applied Statistics [2020]
Regenstein, Jonathan - Reproducible Finance with R [2019]
Würtz, Diethelm et al. - Portfolio Optimization with R or Rmetrics [2009]
k) Tradestation & EasyLanguage
Harris, Sunny - TradeStation made easy! [2011]
Tradestation - EasyLanguage Essentials [2007]
Tradestation - Learning EasyLanguage [2017]

  1. Quantitative Finance
a) English
Albrecher, Hansjoerg et al. - Introduction to Quantitative Methods for Financial Markets [2013]
Appleby, John et al. - Numerical Methods for Finance [2008]
Arratia, Argimiro - Computational Finance [2014]
Avellaneda, Marco - Quantitative Analysis in Financial Markets [2002]
Bell, Steve - Quantitative Finance for Dummies [2016]
Berman, Gennady; Spadafora, Luca - Theoretical Foundations for Quantitative Finance [2017].pdf
Bieler, Timothy - The Mathematics of Money [2008]
Blyth, Stephen - An Introduction to Quantitative Finance [2013]
Campolieti, Giuseppe; Makarov, Roman - Financial Mathematics [2014]
Cerny, Ales - Mathematical Techniques in Finance [2nd Ed., 2009]
Chin, Eric et al. - Poblems and Solutions in Mathematical Finance Vol. 1 - Stochastic Calculus [2014]
Chin, Eric et al. - Poblems and Solutions in Mathematical Finance Vol. 2 - Equity Derivatives [2017]
Cont, Rama - Frontiers in Quantitative Finance [2008]
Cox, Dennis; Cox, Michael - The Mathematics of Banking and Finance [2006]
Cuthbertson, Keith; Nitzsche, Dirk - Quantitative Financial Economics [2nd Ed., 2004]
Dash, Jan - Quantitative Finance and Risk Management [2nd Ed., 2016]
Davison, Matt - Quantitative Finance [2014]
Franke, Jürgen et al. - Statistics of Financial Markets [2019]
Fries, Christian - Mathematical Finance [2007]
Garrett, Stephen - Introduction to the Mathematics of Finance [2nd Ed., 2013]
Gerstner, Thomas; Kloede, Peter - Recent Developments in Computational Finance [2013]
Härdle, Wolfgang et al. - Applied quantitative finance-Springer [3rd Ed., 2017]
Henrad, Marc - Algorithmic Differentiation in Finance Explained [2017]
Hilber, Norbert et al. - Computational Methods for Quantitative Finance [2013]
Jaworski, Piotr et al. - Copulae in Mathematical and Quantitative Finance [2013]
Joshi, Mark - More Mathematical Finance [2011]
Joshi, Mark - The Concepts and Practice of Mathematical Finance [2nd Ed., 2008]
Kosowski, Robert; Neftci, Salih - Principles of Financial Engineering [3rd Ed., 2015]
Kwok, Yue; Zheng, Wendong - Saddlepoint Approximation Methods in Financial Engineering [2018]
Mariani, Maria; Florescu, Ionut - Quantitative Finance [2020]
Palma, Wilfredo - Time Series Analysis [2016]
Petters, Arlie; Dong, Xiaoying - An Introduction to Mathematical Finance with Applications [2016]
Reghai, Adil - Quantitative Finance [2015]
Reitano, Robert - Introduction to Quantitative Finance [2010]
Roman, Steven - Introduction to the Mathematics of Finance [2nd Ed., 2012]
Ross, Sheldon - An Elementary Introduction to Mathematical Finance [3rd Ed., 2011]
Ross, Sheldon - Introduction to Mathematical Finance [2nd Ed., 1999]
Ruttiens, Alain - Mathematics of the Financial Markets [2013]
Saari, Donald - Mathematics of Finance [2019]
Schlögl, Erik - Quantitative Finance [2014]
Seydel, Rüdiger - Tools for Computational Finance [6th Ed., 2017]
Stefanica, Dan - A Primer for the Mathematics of Financial Engineering [2008]
Stefanica, Dan - Solutions Manual - A Primer for the Mathematics of Financial Engineering [2008]
Ting, Christopher - An Introduction To Quantitative Finance [2016]
Van der Wijst, Nico - Finance [2013]
Wang, Peijie - Financial Econometrics [2nd Ed., 2008]
Wei, William - Multivariate Time Series Analysis and Applications [2020]
Wilmott, Paul - Frequently asked Questions in Quantitative Finance [2nd Ed.; 2009]
Wilmott, Paul - Paul Wilmott introduces Quantitative Finance [2nd Ed., 2007]
Wilmott, Paul et al. - The Mathematics of Financial Derivatives [1995]
Wilmott, Paul; Orrell, David - The Money Formula [2017]
Yan, Jia-An - Introduction to Stochastic Finance [2018]
b) German
Bäuerle, Nicole; Rieder, Ulrich - Finanzmathematik in diskreter Zeit [2017]
Franke, Jürgen et al. - Einführung in die Statistik der Finanzmärkte [2. Aufl., 2004]
Irle, Albrecht - Finanzmathematik [3 Aufl., 2012]
Luderer, Bernd - Starthilfe Finanzmathematik [4. Aufl., 2015]
Ortmann, Karl - Praktische Finanzmathematik Zinsrechnung [2017]
Schwenkert, Rainer; Stry, Yvonne - Finanzmathematik Kompakt [2. Aufl., 2016]
Tietze, Jürgen - Einführung in die Finanzmathematik [11. Aufl., 2011]
Udo Terstege et al. - Investitionsrechnung klipp & klar [2019]
Vogel, Jürgen - Prognose von Zeitreihen [2015]

  1. Mathematics
Agresti, Alan et al. - Statistics [2017]
Balakrishnan, Narayanaswamy et al. - Introduction to Probability [2020]
Blitzer, Robert - College Algebra [2018]
Chung, Kai Lai; AitSahlia, Farid - Elementary Probability Theory [2010]
Dineen, Sean - Probability Theory in Finance [2005]
Hogg, Robert et al. - Introduction to Mathematical Statistics [2019]
Jacques, Ian - Mathematics for Economics and Business [2018]
Klemelä, Jussi - Nonparametric Finance [2018]
Kopp, Ekkehard et al. - Probability for Finance [2013]
Larsen, Richard; Marx, Morris - An Introduction to Mathematical Statistics and its Applications [2018]
McClave, James; Sincich, Terry - Statistics [13th Ed., 2018]
Pages, Gilles - Numerical Probability [2018]
Shafer, Glenn; Vovk, Vladimir - Game-Theoretic Probability [2019]

  1. Derivatives (general)
a) Englisch
Aarons, Mark et al. - Securitisation Swaps [2019]
Albanese, Claudio; Campolieti, Giuseppe - Advanced Derivatives Pricing and Risk Management [2006]
Beyna, Ingo - Interest Rate Derivatives [2013]
Boberski, David - CDS Delivery Option [2009]
Bouziane, Markus - Pricing Interest-Rate Derivatives [2008]
Boyle, Patrick; McDougall, Jesse - Trading and Pricing Financial Derivatives [2019]
Brockhaus, Oliver - Equity Derivatives and Hybrids [2016]
Carreira, Marcos; Brostowcz, Richard - Brazilian Derivatives and Securities [2016]
Chorafas, Dimitris - Introduction to Derivative Financial Instruments [2008]
Corb, Howard - Interest Rate Swaps and Other Derivatives [2012]
Culp, Christopher et al. - Credit Default Swaps [2018]
Deutsch, Hans-Peter; Beinker, Mark - Derivatives and Internal Models [5th Ed., 2019]
Elouerkhaoui, Youssef - Credit Correlation [2017]
Flavell, Richard; Flavell, Richard - Swaps and Other Derivatives [2002]
Goldenberg, David - Derivatives Markets [2016]
Gottesman, Aron - Derivatives Essentials [2016]
Hausmann, Wilfried et al. - Derivate, Arbitrage und Portfolio-Selection [2002]
Hunt, Philip; Kennedy, Joanne - Financial Derivatives in Theory and Practice [Rev. Ed., 2004]
Inglis-Taylor, Andrew - Dictionary of Derivatives [1995]
Johnson, Stafford - Derivatives Markets and Analysis [2017]
Kenyon, Chris; Stamm, Roland - Discounting LIBOR, CVA and Funding [2012]
Levy, Jared - Bloomberg Visual Guide to Options [2013]
LiPuma, Edward - The Social Life of Financial Derivatives [2017]
Marroni, Leonardo; Perdomo, Irene - Pricing and Hedging Financial Derivatives [2014]
McDonald, Robert - Derivatives Markets [3rd Ed., 2013]
Peery, Gordon - The Post-Reform Guide to Derivatives and Futures [2012]
Peterson, Paul - Commodity Derivatives [2018]
Ramirez, Juan - Handbook of Corporate Equity Derivatives and Equity Capital Markets [2011]
Sadr, Amir - Interest Rate Swaps and Their Derivatives [2009]
Schlösser, Anna - Pricing and Risk Management of Synthetic CDOs [2011]
Tan, Chia - Demystifying Exotic Products [2010]
Wagner, Eva - Credit Default Swaps und Informationsgehalt [2008]
Witzany, Jiri - Derivatives [2020]
b) German
Irle, Albrecht - Finanzmathematik [3. Aufl., 2012]
Rudolph, Bernd; Schäfer, Klaus - Derivative Finanzmarktinstrumente [2. Aufl., 2010]
Seydel, Rüdiger - Einführung in die numerische Berechnung von Finanzderivaten [2. Aufl., 2017]

  1. Futures
Abell, Howard - Spread Trading [2002]
Aikin, Stephen - STIR Futures [2nd Ed., 2012]
Bennett, David - Day Trading Grain Futures [2009]
Bowen, Guy - Guide to Futures and Spread Trading [2009]
Chou, Robin; Wang, Yun-Yi - Strategic Order Splitting, Order Choice, and Aggressiveness [2009]
Clenow, Andreas - Following the Trend [2013]
Collins, Art - Beating the Financial Futures Market [2006]
Dobson, Edward; Reimer, Roger - Understanding Spreads [2007]
Duarte, Joe - Trading Futures for Dummies [2008]
Garner, Carley - Currency Trading in the Forex and Futures Markets [2012]
George Angell, Barry Haigh - West of Wall Street [1987]
Goslin, Chick - Intelligent Futures Trading [1998]
Goss, Barry - Debt, Risk and Liquidity in Futures Markets [2008]
Goss, Barry; Yamey, Basil - The Economics of Futures Trading [1976]
Greyserman, Alex; Kaminski, Kathryn - Trend following with Managed Futures [2014]
Gutmann, Michael - The Very Latest E-Mini Trading [2009]
Henrard, Marc - Interest Rate Modelling in the Multi-Curve Framework [2014]
Hull, John C. - Fundamentals of Futures and Options Markets [10th Ed., 2018]
Kaeppel, Jay - The Four Biggest Mistakes In Futures Trading [2000]
Kroll, Stanley - Kroll on Futures Trading Strategy [1987]
Labuszewski, John et al. - The CME Group Risk Management Handbook [2010]
Lind-Waldock - The Complete Guide to Futures Trading [2005]
Lofton, Todd - Getting started in Futures [5th Ed., 2005]
Powers, Mark - Starting out in Futures Trading [6th Ed., 2001]
Refco Private Client Group - The Complete Guide to Futures Trading [2005]
Rhoads, Russell - Trading VIX Derivatives [2011]
Schwager, Jack; Etzkorn, Mark - A Complete Guide to the Futures Market [2nd Ed., 2017]
Smith, Courtney - Futures Spread Trading [2000]
Spence, Donald - Introduction to Futures and Options [1997]
Thomsett, Michael - Winning with Futures [2009]
Williams, Larry - Trade Stocks and Commodities with the Insiders [2005]

  1. Options
Augen, Jeff - Day Trading Options [2010]
Augen, Jeff - The Volatility-Edge in Options-Trading [2008]
Baird, Allen - Option Market Making [1992]
Bennett, Colin - Volatility Trading [2012]
Chen, Dennis; Sebastian, Mark - The Option Trader's Hedge Fund [2012]
Clark, Ian - Commodity Option Pricing [2014]
Cofnas, Abe - Trading Binary Options [2nd Ed., 2016]
Cordier, James; Gross, Michael - The Complete Guide to Option Selling [2nd Ed.; 2009]
Derman, Emanuel et al. - The Volatility Smile [2016]
DeRosa, David - Options on Foreign Exchange [3rd Ed., 2011]
Duarte, Joe - Trading Options For Dummies [3rd Ed., 2017]
Fontanills, George - Trade Options Online [2nd Ed., 2009]
Fullman, Scott - Increasing Alpha with Options [2010]
Jabbour, George; Budwick, Philip - The Option Trader Handbook [2nd Ed., 2010]
Jordan, Lenny - The Financial Times Guide to Options [2nd Ed., 2011]
Junghenn, Hugo - Option Valuation [2011]
Keene, Andrew - Keene on the Market [2013]
Khouw, Michael; Guthner, Mark - The Options Edge [2016]
Kinahan, Joe - Essential Option Strategies [2016]
Levy, Jared - Bloomberg Visual Guide to Options [2013]
Lowell, Lee - Get Rich with Options [2nd Ed., 2009]
McMillan, Lawrence - McMillan on Options [2nd Ed., 2004]
Morris, Virginia - An Investors Guide to Trading Options [2013]
Natenberg, Sheldon - Option Volatility and Pricing [2nd Ed., 2014]
Nations, Scott - The Complete Book of Option Spreads and Combinations [2014]
Passarelli, Dan - Trading Option Greeks [2nd Ed., 2012]
Peters, Linda - Real Options Illustrated [2016]
Rouah, Fabrice; Vainberg, Gregory - Option Pricing Models [2007]
Saliba, Anthony - Option Spread Strategies [2009]
Sebastian, Mark - Trading Options for Edge [2017]
Sherbin, Al - How to Price and Trade Options [2015]
Sinclair, Euan - Option Trading [2010]
Sinclair, Euan - Volatility Trading [2nd Ed.; 2013]
Smith, Courtney - Option Strategies [3rd Ed., 2008]
Thomsett, Michael - Getting Started in Options [7th Ed., 2007]
Thomsett, Michael - Options Installment Strategies [2018]
Thomsett, Michael - Options Trading for the Conservative Investor [2nd Ed.; 2010]
Thomsett, Michael - Put Option Strategies for Smarter Trading [2010]
Thomsett, Michael - The Complete Options Trader [2018]
Thomsett, Michael - The Mathematics of Options [2017]
Ward, Robert - Options And Options Trading [2004]
Weert, Frans - An Introduction to Options Trading [2006]
Zerenner, Ernie; Chupka, Michael - Naked Puts [2008]

Edit#1: It is probably not wrong to add a 4th category here, which is in the spirit of the overarching theme.
EDIT#2: I don't know why, but I left out Wilmott completely - 4 titles added. See above under Quantitative Finance.
EDIT#3: I added the "Derivatives (general)" category and will add "Futures" and "Options" later.
EDIT #4: Added "Futures" and "Options" categories. Please note that not all titles in these categories will be useful for algorithmic purposes.

submitted by Rolf7771 to algotrading [link] [comments]

A letter from The Chinese Warren Buffett to the Chairman and Executive President of SOS Limited, Mr. Wang Yandai

Thursday, March 4, 2021
Hello, Mr. Wang Yandai!
Your company is very large, cover very wide areas and very new business which requires superior wisdom and management capabilities.
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'Critique of feudalism revisited', a long article that talks about Munshi Abdullah, a renowned Malay writer who is also known for his critical views of Malay culture, society and also the feudalistic Malay royalty

Most of us are familiar with Munshi Abdullah Abdul Kadir, the Peranakan Muslim whose ideas have been described as among the most revolutionary during the 19th century. But his own position and status in society was a problematic one. Being a Peranakan Muslim who was also a British colonial subject meant that he was seen as suspect by everyone both then and now.
However it must be remembered that Munshi Abdullah was first and foremost a modern colonial subject. He was a functionary within the apparatus of modern colonial-capitalism. Employed as a language-teacher and a translator by British company officials, his relationship with his colonial patrons was fundamentally a contractual one.
This modern professional lifestyle instilled in Abdullah an instrumentalist and pragmatic attitude. Contrary to what many of his critics have said of him, Abdullah's main concern was directed towards the Malay-Muslims of his society, and more importantly the need to reform their society and culture which was then deeply immersed in the values and practices of feudalism.
Abdullah's sustained critique of Malay feudal culture can be found in his writings, Hikayat Abdullah Munshi (Chronicles of Abdullah Munshi) and his Kisah Pelayaran ke Timur (Story of a Voyage to the East). In Kisah Pelayaran ke Timur, Abdullah paints a sordid and miserable picture of life in the Malay kingdoms of Pahang, Terengganu and Kelantan which were then governed according to feudal norms and traditions which he regarded as antiquated and corrupt.
Distracted by their dreams of long-lost glory and splendour, the rulers of the Malaykerajaans had failed to check the ever-advancing power and influence of the Western powers that were consolidating their hold all around them.
While the process of decay was taking its toll, the Malay rulers were preoccupied with their own dynastic struggles and their attempts to win the coveted honour of being the sole inheritors of the Malaccan dynasty, the memory of which had long since passed from the public imagination and which was being kept alive only in the pages of the numerous hikayats (chronicles) and silsilahs (genealogy/family trees) that were being written by dutiful court scribes in the numerous petty kerajaans of the peninsula.
Beyond the walls of the istanas though, piracy and civil wars were tearing apart the socio-political fabric of the Malay world and further stagnating the development of the country.
It was during his stay in Kelantan that Abdullah found himself in the camp of the Raja Bendahara (who was one of the warring princes involved in the Kelantan civil war). Raja Bendahara and his troops were engaged in a long drawn-out siege of the fortress of Raja Banggul, who was one of the other contenders for the throne after the death of Sultan Muhammad I.
While he stayed at the camp, Abdullah observed the process of Malay feudal warfare from close-up. Every day, the troops of Raja Bendahara would shoot their muskets and lob a few shells into the fortress of Raja Banggul.
Raja Banggul would then reply with a few volleys from his own guns. By midday both sides were tired and hungry, so they would stop for lunch. The fighting would then be resumed around noon for an hour or two, after which it was time for tea. A ceasefire was called and both sides would retire to their lines and resume the conflict the next day. And the siege went on and on and on.
Abdullah was appalled by the total lack of discipline, co-ordination and purpose in this apparently pointless conflict. If Raja Banggul and Raja Bendahara really wanted to have the throne, why didn't they just fight it out in the open like real soldiers, he asked?
If Raja Bendahara really wanted to dislodge Raja Banggul, why didn't he just order a tunnel to be dug under the fortress and blow it to smithereens with a mine?
"Ah, if I were to do that, then I might kill some of the people in Raja Banggul's camp. You know, we know each other and our soldiers know each other. It would be impolite and improper to start a bloodbath where both sides would suffer losses," was Raja Bendahara's reply.
Abdullah shook his head in disbelief, and left the camp with a sense of confusion and disgust.
The endless siege of Raja Bendahara against Raja Banggul was, for Abdullah, a fitting metaphor for the state of affairs under feudal rule where appearances mattered more than the resolution of political conflicts. Years of feudal rule had robbed the people of their will and rational agency, leaving them at the mercy of a ruling elite whose sense of noblesse oblige meant that courtly protocols mattered more than ethics or principles.
Furthermore Abdullah noted that such an unstable environment that was ruled according to the whim of the ruling elite alone left no room for the creation of an autonomous society free from the power and influence of the kerajaan .
Abdullah observed that in Pahang, Terengganu and Kelantan there was hardly any economic activity at all. The market places of Pahang and Terengganu were bare of goods and those that were to be found were either expensive or of poor quality.
In Kelantan economic activity had stopped altogether thanks to the civil war. Abdullah noted that the Malay kingdoms were producing goods of great value (spices, gold, tin, cloth) and exchanging them for worthless goods such as opium and weapons instead.
In Kelantan he found that what the rulers wanted most of all were weapons and gunpowder, or better still the formula for making gunpowder themselves.
The feudal political culture of the Malay kingdoms had made it practically impossible for an open and free society to emerge there. It ensured that the ruling elite had every right and opportunity to terrorise and plunder their own people at will, as Abdullah observed:
"Apabila Raja-Raja itu menghendaki baik anak-anak perempuan atau barang suatu benda rakyatnya, diambilnya sahaja dengan tiada menjadi sesuatu kesusahan atau takut kepada Allah..."
"Jikalau anak (Raja) itu lagi kecil, dicarikannya anak-anak perempuan yang kecil menjadi kawannya bermain, dan tatkala sudah besar anak (Raja) itu disediakannya gundik, dan diberinya keris akan dia, maka orang-orang negeri pun memberi hormat dan takut akannya sebab anak Raja, maka barang kehendaknya diperbuatnyalah ke atas rakyat, maka sekalian rakyat itu pun tiadalah menegahnya. Maka bapanya itu pun melawan anaknya bermain judi dan menyabung; maka ia tiada wang, diberinya wang..."
This rapacious feudal culture also ended up devouring those who practised it themselves. As Abdullah noted, in the end it was the rulers and their kingdoms that suffered thanks to the excesses of the feudal elite:
"Ada pun dijadikan Allah Raja-Raja itu sebab hendak memeliharakan segala manusia, dan menyuruhkan ia berbuat baik, dan melarangkan ia berbuat jahat; maka jikalau Raja-Raja atau anak-anak Raja itu juga membuat jahat dan membinasakan manusia, apalah kelak kesudahannya? Bukankah kebinasaan dan celaka itu datang ke atas Raja itu dan ke atas negerinya dan rakyatnya?"
The net result was that the Malays, suffering under the oppression of their rulers were victimised by the kerajaan culture of apathy, fatalism and blind obedience which held them captive to their own customs and practices:
" ... segala rakyat yang dalam negeri itu, masing-masing kedudukannya itu seperti abdi juga adanya, sebab segala mereka itu menurut adat yang jahat-jahat dan bodoh itu. Maka jikalau sekali pun ia hendak melepaskan adat-adat itu, tidak berani ia..."
Unable to lift themselves out of their stagnant condition, the Malays could only wait in vain for a just ruler to arrive who would govern them righteously and once again breathe a spirit of hope and regeneration into their lives. However, this was unlikely to happen thanks to the venality and wilful ignorance of the rulers themselves, as Abdullah painfully observed.
Abdullah was thus the first to see the Malay dilemma from a comprehensive and holistic point of view. But in the rapidly changing Malay world of the mid-19th century, Abdullah's voice could not be heard.
By the time the Malay masses had begun to heed Abdullah's warnings, nearly a century had passed and the 20th century was upon them.
Today we live in a post-colonial Malaysia which claims the right to be recognised as an independent developing country able to hold its head up high among the rest. Yet the culture and values of feudalism are alive and well in the neo-feudal political culture we have developed for ourselves.
While conservative Malay leaders continue to talk of Malay and Malaysian unity and harmony, we have witnessed successive internecine struggles being fought out in the political arena around us.
Like feudal warlords and robber-barons who smiled as they kept their kerises behind their backs, modern-day Malaysian politicians have proven to be just as perfidious as their feudal counterparts. They smile, shake hands, even kiss each other in public before delivering the mortal blow behind the scenes.
What is worse, even those who claim to want to reform this feudal culture have themselves become victims of it. As the culture of bribery, intimidation and offering social titles continue to take root in our society (there are now more Dato's, Datuks, Tan Sris and Tuns than even during the Malaccan dynasty) we can only ask ourselves if the lessons from the era of Munshi Abdullah have been learnt. The answer, sadly, has to be no.
Here's the link to this article.
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