Daily analysis of developments in the portfolio (26/10/2010)

Week 2:

In pairs traded on the short side (4), only 1 had a positive result daily.

Updated tables, and based on the daily closing values of each pair, which correspond to the values of GMT 21 hours, we found that the overall outcome of the day, has depreciated by 4.41%, corresponding to $ 441. 

This negative result was due mainly daily to the great appreciation of the GBP, having been published important data supportive of this currency.

Just updating

 

Initial value of the portfolio: $ 10,000

Daily Valuation: $ -441 (-4.41%)

Weekly Valuation: $ -227 (-2.27%)Present value of the portfolio: $10,698 (6.98%)

Profitability expected weekly: $-567.50 (-5.67%)

Expected annual return: $30,247 (302.47%)

daily 26/10/2010
	L/S	Close 25/10	Close 26/10	Result ($)
aud/usd	Long	0,99054	0,98534	-52,50
aud/chf	Long	0,96189	0,96988	83,07
eur/chf	Long	1,35588	1,3642	61,36
eur/usd	Long	1,39651	1,38587	-76,19
eur/gbp	Long	0,88815	0,87463	-152,23
gbp/aud	Short	1,58742	1,60811	-130,34
chf/jpy	Short	83,219	82,733	58,40
gbp/jpy	Short	127,068	129,045	-155,59
usd/jpy	Short	80,815	81,439	-77,21
total				-441,22
Weekly 2
	L/S	Close 22/10	Close 26/10	Result ($)
aud/usd	Long	0,98272	0,98534	26,66
aud/chf	Long	0,96001	0,96988	102,81
eur/chf	Long	1,3633	1,3642	6,60
eur/usd	Long	1,39535	1,38587	-67,94
eur/gbp	Long	0,88957	0,87463	-167,95
gbp/aud	Short	1,5961	1,60811	-75,25
chf/jpy	Short	83,29	82,733	66,87
gbp/jpy	Short	127,634	129,045	-110,55
usd/jpy	Short	81,372	81,439	-8,23
total				-226,97

Table is updated with the results daily and weekly:

Based on the portfolio of currency pairs listed in the portfolio, we observed the following:In the couple negotiated the long side (5), only two have produced positive results daily.