Week 2:
Based on the portfolio of currency pairs that were part of the portfolio for the week ended, we observed the following:
In the couple negotiated the long side (5), 3 yielded positive results weekly.
In pairs traded on the short side (4), 2 yielded positive results weekly.
Analyzed the results indicated that the major factor that led to the devaluation of the portfolio was the fact that the GBP, has shown great strength, contrary to popular expectations, since the beginning of the week were released data that strengthened this currency
Updated the table attached, and based on the weekly closing values of each pair, we found that the overall outcome weekly, shows a depreciation of 1.80%, corresponding to $ -180.
Just updating
Initial value of the portfolio: $ 10,000
Weekly Valuation: Euros $ -180 (-1.80%)
Present value of the portfolio: $ 10,744.48
Expected annual return: $ 19,356 (193.36%)
During the weekend will define a new portfolio for next week.
Table is updated with weekly earnings:
Based on the portfolio of currency pairs that were part of the portfolio for the week ended, we observed the following:
In the couple negotiated the long side (5), 3 yielded positive results weekly.
In pairs traded on the short side (4), 2 yielded positive results weekly.
Analyzed the results indicated that the major factor that led to the devaluation of the portfolio was the fact that the GBP, has shown great strength, contrary to popular expectations, since the beginning of the week were released data that strengthened this currency
Updated the table attached, and based on the weekly closing values of each pair, we found that the overall outcome weekly, shows a depreciation of 1.80%, corresponding to $ -180.
Just updating
Initial value of the portfolio: $ 10,000
Weekly Valuation: Euros $ -180 (-1.80%)
Present value of the portfolio: $ 10,744.48
Expected annual return: $ 19,356 (193.36%)
During the weekend will define a new portfolio for next week.
Table is updated with weekly earnings:
| Weekly 2 | | | | |
| | L/S | Close 22/10 | Close 26/10 | Result ($) |
| aud/usd | Long | 0,98272 | 0,98356 | 8,55 |
| aud/chf | Long | 0,96001 | 0,96613 | 63,75 |
| eur/chf | Long | 1,3633 | 1,37001 | 49,22 |
| eur/usd | Long | 1,39535 | 1,39467 | -4,87 |
| eur/gbp | Long | 0,88957 | 0,86951 | -225,50 |
| gbp/aud | Short | 1,5961 | 1,6372 | -257,50 |
| chf/jpy | Short | 83,29 | 81,858 | 171,93 |
| gbp/jpy | Short | 127,634 | 128,965 | -104,28 |
| usd/jpy | Short | 81,372 | 80,408 | 118,47 |
| total | | | | -180,25 |
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