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    Trade Sizing


    2007 - 02.12

    The often overlooked question : How much should I buy or how do I trade size my positions to manage risk to 1%?


    Most people place the same amount of capital on every single trade they place, such as “I always buy 1000 shares or bet £10 a point” this results in disaster and if you’re currently doing this, stop it and stop it now, otherwise you’re going to join the long list of losers and provide cannon fodder for the few of us who are doing the right way.

    Remember this golden rule: For every trade you place, your trade size should vary and your risk should remain constant.

    Lets explain this.

    Imagine you have a £10,000 trading account. The amount you should risk on a trade risk should be no more than 1% , or as in this example £100.

    So rather than plucking a number out of thin air, or always using a fixed amount, we must determine the trade size from both the trade risk (£100)  and the stock chart :

    Consider the following diagram:

     

     

    This trade illustrates 3 important considerations of trade risk management .

    Firstly, notice that the chart initially rises to 450 and falls as it meets resistance (perhaps the market feels the stock is overvalued at this level), as it starts to fall more selling is attracted and more sellers enter the market. At this point, the stock drops in value until it reaches a area of support at 300 (£3) (where the market deems that the stock is now undervalued and this attracts a fresh set of buyers into the market; bargain hunters; and the stock starts to move back up until it hits into resistance again, this time at 350 (£3.50). notice the sideways movement between 350 and 345 which has now set itself up. This is tight consolidation. As traders, we love these areas, as they provide us with the following, and relevant to the above example:

    1)      a decent reward potential – should this stock break out, through the 350 range, there are no barriers on the chart between 350 and 450 , as traders we can say that the potential rewards is 100 points –all going well. As traders we don’t know or really even expect the stock to run the full 100 points from the entry price breakout at 350…but from quick examination, we can see the reward outweighs the risk.

    2)      Now risk…we know that the entry price is above 350, the second point is where should our stop loss (your exit order if your trade fails) be placed?  The answer to this question is generally just below support i.e. just behind the base of the consolidation at 345, in other words we are looking for the stock to run north from 350, but if it comes back we expect the 345 support to prop the stock up – should this level be breached – we don’t want to be in the trade.

    3)      Notice that the risk is only 5 points. So in terms of a ratio, our reward:risk is 100:5 or (20:1)…meaning for every £1 risked, there is a potential £20 to be made….good odds. 4)      So now onto trade sizing – how much should be placed. If I was to place 10 trades like this and only 3 of them run into the right direction, and 7 trades run against me, then my net profit/loss is going to be extremely positive – despite losing on 70% of my trades.

    5)       How do I use this information to define my trade size? Simple: I divide my trade risk (remember that’s the 1% of £10,000 i.e. £100) by the risk on the trade…in this case it is 5 points. So, 100/5 = £20 . So I now know the maximum amount I can risk on this trade is £20 per point or if you are using cfds  that’s 2000 shares.

    6)      Now if the trade runs in our favour, we stand to make a £2000 potential profit, for only £100 or 1% of our £10,000 account risked. Perfect.

    Educational


    2007 - 02.12

    Many private investors have recognised that having a share dealing, spread bet and contract for different (CFD) account, in their trading arsenal, allows them to use the right tool for the right job, maximising potential profit opportunities.  Although it’s no secret that more and more people are opening spread betting accounts these days, with the larger brokers seeing over 300 applications per week.
    But the real question is when to use which instrument for which job?
    Generally speaking for short term trades (those lasting a few days), Spread betting the cash price has become very popular – with no capital gains tax on profits, extremely competitive pricing in a now very liquid instrument and no stamp duty to pay, it really is difficult to beat.  However, the nature of the dealing relationship with spread betting, means unlike share dealing and cfds, you are, for the most part betting against the broker and hence there is little incentive for the broker to work with you to price improve – also losses incurred on spread betting accounts, cannot be offset against tax.
    For longer term investments, we should compare share dealing with CFD’s or contracts for difference.
    CFD’s whilst allowing tremendous leverage over regular share dealing, incur a funding cost.
    This funding cost is approximately 3% on the 90% of the position that the CFD provider has effectively lent you. Traditional share dealing incurs a 0.5% stamp duty charged upfront. So there is a point where the CFD funding costs overtake the costs incurred from the share dealing costs, and this is around the 10-12 week mark- thus if you are intending holding a position for less than 3 months, you are generally better off with a CFD.
    Thus in summary, if the length of you investment carries the following time frame, these are your options:
    For 1 day to week – Use spread betting
    For 1 week to 3 months – Use CFD’s
    For 3months+ – Use Shares

    FTSE still looking to break 6000


    2006 - 10.02


      

    By the end of last week, the FTSE 1000 breached the 6000 barrier several times, but by Friday’s crucial close failed to finish on top.
     

    Last week’s occasional highs are being received as a movement after a summer lull for markets across the globe.
     

    However, analysts will not be happy until the sometime records become a more routine occurrence, with the all-important 6000-point close still to be achieved.
     

    “The FTSE failed to break 6000 last week, with much of the market undervalued a break through 6000 would be key indication of a bullish upside,” said Traders University founder Greg Secker.
     

    “Since the fall initiated on May 11th, we have seen now three tests at the close to the 6000 level, first on July 31st, second on September 5th and the more recent test at 6000 on Friday (September 29th).
     

    “A break and close through 6000 would anticipate at least 100 point upside before we test further upside resistance,” he added.
     

    The Dow Jones industrial average also broke its all-time high last week
     

    Calm in the Middle East leading to the decline in gold and oil prices is being cited as a major factor in share price rises, as is suspicion that US interest rates have peaked.
     

    Mr Secker passed on his tips for those watching the FTSE’s movements: “Sectors we are looking at on livetradingfloor.com to benefit from this move over the next few weeks are: non-life insurance; gas, water and multi-utilities and electricity as we recognise a more defensive stance to the sectors.”

    US Morning call


    2006 - 10.02

    Third quarter
    A retrospective look at the 2006 third quarter today has seen widespread optimism for global holdings since the summer’s earlier dip.
    There is speculation that the third quarter stock bounce-back will put global offerings on track for a record by the end of the year.
    Global stock indexes are also showing six-year highs following a May/June dip, which saw many companies postpone their offerings.
    The US Standard & Poor 500 Index has seen a 9.2 per cent advance since its year low of June 13 – hailed as the best September figure since 1998.
    The Nasdaq’s Composite Index showed a 3.98 per cent rise in the third quarter, largely mobilised since mid-July.

    Dow Jones
    Despite the industrial average championing its intraday trading closing high several times last week, the blue-chip index finished at 11,679.07 on Friday – lower than it’s record closing high of 11,722.98.
    The reaction has been to steady speculation of a fresh climb, with analysts now waiting on further proof of sustained high levels.

    Oil
    It is oil prices that are really expected to set the agenda this week for US trading, particularly during the first-half, which will be lean on company releases.
    The data scarcity is partly due to the Jewish celebration of Yom Kippur today – the most sombre day of Judaism’s calendar.
    Oil prices continue to fall from July’s high of $78.40 a barrel and closed below $63 on Friday. However, analysts are upbeat about a possible rise.

    Gambling
    Online gaming stocks are set to dive today, following new US legislation to prevent banks and lenders from processing payments to online casinos – the Unlawful Internet Gambling Enforcement Act. 

    “Nasdaq is likely to be sold short amidst the disastrous news hitting the online gaming stocks, 888.com, partygaming and empire poker all have losses of over 50 per cent this morning,” commented Greg Secker.
     

    “It is anticipated that the bill will be signed in the next two weeks, which makes it unlawful for credit card companies to collect payments from online gaming sites – thus removing all dollar denominated revenues.”
     

     

    October
    Known as the “jinx month”, caution may be seen across the board, despite the third-quarter buoyancy

    LSE takeover on the table again


    2006 - 10.02


     This week sees the end of a six-month moratorium which has prevented New York-based stock exchange Nasdaq from bidding for the London Stock Exchange (LSE), in which it has a 25.3 per cent stake.
    The Takeover Panel ban follows the LSE’s rebuff of its March takeover bid of 950p-a-share.
    However, the US exchange is widely rumoured to have ruled out making a bid because the £12.43 per share minimum bid is too steep for the heavily-indebted Nasdaq.
    “Nasdaq cannot afford the LSE at the moment,” one of its advisers told the Financial Mail.
    It is thought that the company is hoping to sit tight and wait for shareholders to pressure the LSE into accepting a lower bid.
    Many analysts believe an LSE takeover is inevitable. The most likely alternative to Nasdaq – and the rumoured preference of LSE chef executive Clara Furse – is a merger with a Far East Exchange.
    “Our outlook is very international,” said a spokesman.
    The market suggests investors may be holding tight for a dip in the absence of a bid or a deal, indicated by 12 per cent of LSE shares being the subject of stock borrowing.

    Tips & Advice


    2006 - 09.21
    Share PersonalityPersonality:

    • Shares are like people, they have certain characteristics and patterns of behaviour
    • Understanding a share\’s personality can give you an edge when trading it.

    Timeframe:

    • Whenever you look at a chart of a share for the first time, pull out the maximum timeframe
    • Get a feel for where the price has been and where it is now with respect to it\’s history
    • Toggle to the monthly bars for clarity

    Long timeframe:

    • Features to look for:
      • Alltime highs and lows
      • General trends over long timeframes
      • Channels and trading ranges over long periods
      • Support and resistance over long periods
      • Relationship of current price to these features

    Medium timeframe:

    • Now you can home in on the medium-term and look for features specific to that timeframe
    • Establish trendlines
    • Establish major resistance
    • Establish major support
    • Look for larger scale chart patterns such as ascending and descending triangles, double tops and bottoms

    Characteristics of Price action

    • Now look at the price action itself and look for:
      • Volatility
      • Spiky daily price action
      • Price spikes
      • Gaps
      • Sideways
    • In deciding on these price behaviours:
      • Look at the frequency of the events
      • Avoid stocks with wild or step-wise price action (they will probably have bigger spreads anyway
    • For stocks that have wide daily ranges:
      • Use wider stops, but watch for adequate risk:reward
      • Possibly use limit orders to close your position at your target
      • If you trail stops give plenty of space
    • Also look for:
      • DMA\’s and trend lines that have acted as support
      • Chart patterns that frequently appear and work favourably
      • Powerplays that have been winners off support and DMA
    • You can learn a lot about your stock by looking back at the history and doing some analysis
     

    Tips & Advice


    2006 - 09.11
    Commodities

    What are they?

    • They are known as “raw materials”, “natural resources”, “hard assets” or “real things”.
    • They are the essentials of the lives of everyone in the world.
    • These includes things such as oil, natural gas, wheat, corn, cotton, soybeans, aluminum, copper, silver, gold, cattle, hogs, pork bellies, sugar, coffee, cocoa, rice, wool, rubber, lumber and another 80 or so.

    Where traded?

    • There are numerous commodity exchanges around the world. The major ones are:
    1. Chicago Board of Trade (CBOT) – www.cbot.com
    2. Chicago Mercantile Exchange – www.cme.com
    3. New York Mercantile Exchange – www.nymex.com
    4. Metals division of Nymex is Comex – www.comex.com
    5. London Metal Exchange – www.lme.co.uk
    Commodities are currently experiencing a bull run – so how can we capitalise on this?

    • Trade the underlying commodity by trading the \’futures contract\’ for that commodity
    • Trading the companies that are directly affected by changes in commodity prices

    Trading Companies affected by commodity prices

    • Prices – use the Bloomberg website: www.bloomberg.co.uk
    • Charts – a good source for free commodity charts is the Future Source site: www.futuresource.com

    Sectors

    Which sectors may be affected by changes in commodity prices?

    • Mining – general, gold, platinum, precious metals
    • Oil and Gas producers – Integrated oil and gas, exploration and production
    • Oil Equipment Services and Distribution
    • Industrial Metals – Steel
    • Gas, Water and Multiutilities – water, gas, gas distribution
    • Electricity
    • Automobiles and parts

    Think about how each sector is affected by different commodities. Eg. high oil prices would be good for the Oil and Gas sector, but may have an adverse effect of the Automobiles and Parts sector.

    Companies

    Once we establish which sectors as a whole may be affected by changing commodity prices our next step is to see if we can identify any individual companies that may be affected more than others within the sector.

    Where can we find information about a company\’s activities?

    • The Selftrade website (formerly Squaregain) : www.selftrade.co.uk ( you will have to register with them on their website)
    • Refer to specific company\’s website. Eg. Antofagasta\’s website is :www.antofagasta.co.uk

    Example

    Copper prices have been trading up near to record highs – how can we use this information?

    The questions we should ask are :

    1. Which sectors may this price rise affect?
    2. Which companies within the affected sectors may be affected the most?

    The mining sector will witness a flow on effect from these high copper prices. Specifically those companies whose core business is copper mining. So which of the mining co.\’s has a core business of copper?

    • Using Selftrade we can establish that Antofagasta(ANTO) is a copper miner
    • After more investigation we can see that it has 3 divisions
    1. Copper mining
    2. Transpor of freight via rail and road
    3. Water distribution
    • Further investigation reveals that ANTO\’s primary business is copper mining. It owns and operates 3 copper mines all located in Chile.
    • Now we know that ANTO is a major copper producer we can compare the copper price and ANTO charts to see how it correlates.

    How to use this information?

    • This sort of information will help with your big picture trading
    • The two charts are correlated meaning that the commodity prices will often act as a leading indicator to the price of the company
    • Can offer good day-trading opportunities especially on days where commodity prices make the news headlines.

    Morning Call


    2006 - 09.07

    FTSE meeting strong resistance at 5990 level and coming off ahead of the MPC meeting. Despite meeting horizontal resistance at the 5990 level, the FTSE100 is still making higher lows, suggesting there is further upside potential (ascending triangle formation.  When the market tumbles like this,  rather than tighten your stops (a bad strategy, either sell them or leave the stops where they are which should be based on sensible technical levels), hedge yourself by shorting the major index, thus protecting your net position.

    Morning Call


    2006 - 09.06

    FTSE100 called flat to 4 pts down before the open. DAX called down, CAC up a little.  Volumes light. We need to see some volume in the market to support our long stance, given we are in September this should be imminent. Dull and boring I’m afraid – if we see some movement we’ll let you know. Just don’t punt and lose money, wait for the market to lend it’s hand.

    Tips & Advice


    2006 - 09.04
    Oil and Mining Stocks

    • Oil and mining stocks make up 23% of FTSE 100 and 4% of FTSE 250 by market capitalisation.
    • Oil has formed a double top and found resistance at $70

    Oil and Gas Sector

    • Head and shoulders – reversal pattern

    Mining

    • Weak uptrend – support from 50ema.

    Other sectors of interest

    • Aerospace and defence – triple bottom, above moving averages
    • Beverages – In uptrend, preparing to make another attempt at resistance?
    • Chemicals – Ascending triangle
    • Electricity – In uptrend, retraced to trendline and 50ema
    • Food and Drug Retailers – In uptrend, retraced to trendline and bouncing off.
    • Food Producers and Processors – Broken through \’big number\’ of 4000, Golden Cross, this could act as support for next upward move
    • General Financial – Triple bottom, consolidating just below breakout level
    • General Industrials – Key reversal pattern, broken out above \’ big number\’ of 3000.
    • Non-Life Indurance – In uptrend, broken out above consolidation
    • Support Services – Triple bottom, watch for breakout
    • Mobile Telecommunications – In down trend, retraced to 50ema and trend line, watch for down move.