Factor Update, December 17, 2017

/by
Update in Review
Current Factor Tracking Account Positions
  • Long Eurodollar futures spread
  • Short SILJ (Jr. Silver miners)
  • Long Ethereum
  • Short Gold futures
  • Long Bitcoin
  • Closed trade P/L for past week = +2.3% (+30.3% YTD)
  • Portfolio leverage = .5X
The focus of my attention for the coming week
  • Monitoring Bitcoin at critical chart juncture
  • Introduction of CME Bitcoin futures
  • EuroSwiss interest rate futures
  • Canadian Dollar
  • Nikkei Dow Jones (Osaka)
  • EUR/JPY
plb
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pdf icon Factor-Update-Dec-17-2017.pdf