A strategy with which to get into shorts. Usually before the cut-off, on stocks that can be shorted, JUNE JULY Harvest - page 22

 
diman1982:

SBPR-9.20 is available at 12.5% p.a.

And even more.


 
prostotrader:

SBPR-9.20 is available at 12.5% p.a.

And even more.


Yes, I bought 70% of Sberbank at 11.5 on the 14th (I thought that the percentage will fall with each passing day, I rushed as it turns out). I also left some Euro (if the ruble is tolerated in the near future, I might sell it and add some savings bonds). But it was possible to buy the same Rosneft (just a couple of weeks ago futures 6.20 was in contango - in the future it is necessary as such options to track and not to miss)))

 
prostotrader:

SBPR-9.20 is available at 12.5% p.a.

And even more.


How do you calculate the interest, if it's not a secret? I don't get figures like that no matter how I spin the data.

 
Vitalii Ananev:

How do you calculate the percentages, if it's not a secret? I don't get figures like that no matter how I twist the data.

The calculation is based on the formula for calculating the theoretical price of the share futures, excluding commissions

// F = S * (1 + r * n/365) - DIV

// F - theoretical price of the future

// S - SPOT Price

// r - Securities rate

// n - number of days before expiration

// DIV - Dividends

A more complete formula (excluding depositary commission) was posted by me in the indicator code.

(I don't remember in which thread), I didn't find it in mine (I guess I "wrecked" the source code when I switched to BCS...)

Added

Found (with depository commission)

https://www.mql5.com/ru/forum/317499/page14#comment_12478362

Run only on real account from 10-00 to 18-39 (no SPOT on demo)

Проп трейдинг - развод или есть толк?
Проп трейдинг - развод или есть толк?
  • 2019.07.14
  • www.mql5.com
Про проп трейдинг Forex многие слышали, но тут мне попалась реклама проп трейдиенга на Forts, что меня в общем заинтересовало, после того как ознак...
 
prostotrader:

The calculation is based on the formula for calculating the theoretical price of a share futures, excluding commissions

// F = S * (1 + r * n/365) - DIV

// F - theoretical price of the future

// S - SPOT Price

// r - Securities rate

// n - number of days before expiration

// DIV - Dividends

A more complete formula (excluding depositary commission) was posted by me in the indicator code.

(I don't remember in which thread), I didn't find it in mine (I guess I "wrecked" the source code when I switched to BCS...)

Added

Found (with depository commission)

https://www.mql5.com/ru/forum/317499/page14#comment_12478362

Run only on real account from 10-00 to 18-39 (no SPOT on demo)

I have a good feeling that this is the best way to get the trades. I did my calculations differently. I did not consider dividends at all. % = (F/Lot-S/F+S*LotA)*365/N. F - best bid of futures, S - best ask of shares. Lot - number of shares in the futures LotA - number of purchased shares. 365 - number of days in a year. N - number of days to expiration. Maybe that's why I got different figures. For example for a magnet in which 1 share in future and 1 share in 1 lot of shares, too, this formula is obtained as (F-S/F+S)*365/N

 
prostotrader:

The calculation is based on the formula for calculating the theoretical price of a share futures, excluding commissions

// F = S * (1 + r * n/365) - DIV

// F - theoretical price of the future

// S - SPOT Price

// r - Securities rate

// n - number of days before expiration

// DIV - Dividends

A more complete formula (excluding depositary commission) was posted by me in the indicator code.

(I don't remember in which thread), I didn't find it in mine (I guess I "wrecked" the source code when I switched to BCS...)

Added

Found (with depository commission)

https://www.mql5.com/ru/forum/317499/page14#comment_12478362

Run only on real account from 10-00 to 18-39 (no SPOT on demo)

Calculation is based on the formula for calculatingthe theoretical price ofthe stock futures, excluding commissions

// F = S * (1 + r * n/365) - DIV


DIV forgot to multiply by 0.87 ;)

 
Dmi3:

The calculation is based on the formula for calculatingthe theoretical price of ashare futures, excluding commissions

// F = S * (1 + r * n/365) - DIV


DIV was forgotten to multiply by 0.87 ;)

It is a general formula.

And for inattentive readers, it was written:

"...excluding commissions".

 
prostotrader:

It is a general formula.

And for inattentive readers, it was written:

"...excluding commissions".

1. 0.87 is not a commission

2. 13% is such a large value that any arithmetic makes no sense without taking it into account

3. these strategies work on VERY big money, simply because this big money has nowhere else to go. You have to live on small money at least forever to benefit from such operations

4. You don't want to absorb the information, don't read it, you'll be left deluded

5. All the best!

 
Dmi3:

1. 0.87 is not a commission

2. 13% is such a large value that any arithmetic would be meaningless without it

3. such strategies work on VERY big money, simply because there is nowhere else to put that big money. You have to live on small money at least forever to benefit from such operations

4. You don't want to absorb the information, don't read it, you'll be left deluded

5. Have a nice day!

Don't you have anything to do?

Bye!

 
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