Showing posts with label first time analysis. Show all posts
Showing posts with label first time analysis. Show all posts

Tuesday, June 20, 2023

ETHBTC, 2023-06-20

Let's do the ETHBTC-THANG!

After entering the price-quotes of $BTC and $ETH from @osmosiszone, my SPREADSHEETSZORXEN! sez:






  • swap 0.0153 $BTC

So, let's do that! 

I do the ETHBTC-thang!

There should be no surprises by now, eh?

  • I withdraw 0.0153 $BTC from @TeamKujira Ghost lend


  • I bridge the $BTC to @osmosiszone via Satellite


  • I swap $BTC to $ETH on @osmosiszone 


  • I bridge back the $ETH to @TeamKujira using IBC

Efficacy Analysis

I've been doing this for a wee bit, so, let's ask the question: is the ETHBTC-thang! working? And how can we know if it is?

The analysis is straightforward.

ETH-arb-side analysis

As the amounts of both $BTC and $ETH vary, let's see when $BTC is the same. Does the amount of $ETH change? If so, by how much?


The answer:

When $BTC is 0.1269-...ish, δ $ETH is POSITIVE 0.9219.

in 21 days.

ROI: 50%, annualized to 882% APR!!

What does the above (PT) analysis mean?

It means that simply by trading daily on the ETHBTC ratio-vs-EMA-20, I 'manifested' 0.92 $ETH, ... out of thin air.

😱😱😱

You can pack your bags and get out of town; I just don't care.

BTC-arb-side Analysis

Okay, it works on the $ETH-arb-side, how about on the $BTC-arb-side?



When $ETH is constant at 1.815-...ish, δ $BTC is...

0.0129

in 20 days.

ROI: 10%, annualized to 186% APR

It means same thing: I 'created' 0.0129 $BTC, simply by trading the ETHBTC ratio-vs.-the-EMA-20.

Wow!

To be quite fair, these analyses are premature and too overly encouraging, – they are not to be relied upon! – but! they do show a promising direction with this ETHBTC-THANG!

I will continue this experiment, and continue measuring as I go.

So, now I have 0.23 $ETH on @TeamKujira. WAT DO?

I put this liquidity to work. I mint 100 $USK from the $ETH on BLUE, then I place that $USK on FIN axlUSDC/USK as a buy-order.




This is the 無 arb (HOWTO)

I track my trades on the Trades-page.



As you see, I'm 無 arb'n $ETH quite a bit. That's totally fine by me: as the axlUSDC/USK ratio varies, I will make quite a bit back in $ETH as it's freed from collateral as I repay these $USK mints.

Thursday, October 27, 2016

2016-10-26 Trading Top5s Analysis: X (U.S. Steel)

Markets Top5s Analysis for 2016-10-26

Created snapshot of top5s graph database; shunted to google drive

No scrape, because I fell asleep on the keyboard! So lame!

bubbles

So, looking at the reports on the stocks of the top5s today, nothing really jumped out at me, but in my history I saw X: U.S. Steel. 


It doesn't show up on the top5s all that often:

so let's look at that today.
geophf:writing geophf$ analyze X
Wrote analysis files for X
X SMA


X EMA

X Stochastic Oscillators

Thursday, October 20, 2016

2016-10-19 Trading Top5s (first-time) Analysis: V

Markets Top5s Analysis for 2016-10-19

Created snapshot of top5s graph database; shunted to google drive

scrape

2016-10-19
Mkt_Cap:GOOG,FB,GOOGL,V,SLB|INTC,PG,JNJ,AAPL,NVS
Price:GNC,MIME,PEGA,NUGT,X|CUZ,PBYI,IMPV,CREE,ACHC
Volume:ASH,KMI,FMSA,FTRPR,PBYI,SPY,SLV,ERIC,BBL,AXP
Updated /Users/geophf/Documents/OneDrive/work/1HaskellADay/Seer/data/top5s.csv with 2016-10-19 data
Updating graph DaaS at http://top5ssecurities.sb02.stations.graphenedb.com:24789


bubbles

let's analyze V (Visa) today (first time analysis):

geophf:writing geophf$ analyze V
Wrote analysis files for V

V SMA

V EMA

V Stochastic Oscillators

tweet 

Tuesday, October 18, 2016

2016-10-17 Trading Top5s Analysis: first-time for JNJ

Markets Top5s analysis for 2016-10-17

Created snapshot of top5s graph database; shunted to weekly save folder of google drive

scrape
2016-10-17
Mkt_Cap:TAP.A,PBR.A,JNJ,BABA,PBR|CHL,ITUB,AMZN,RDS.B,CVS
Price:TAP.A,MOG.B,EXAS,HAS,HL|CUZ,MKC.V,PSO,ITUB,NTNX
Volume:QQQ,SPY,NFLX,IWM,NUGT,SDRL,FTRPR,NOK,OAS,GDX
Updated /Users/geophf/Documents/OneDrive/work/1HaskellADay/Seer/data/top5s.csv with 2016-10-17 data
Updating graph DaaS at http://top5ssecurities.sb02.stations.graphenedb.com:24789


bubbles

*WHEW* A lot of big jumps in price: TAP.A (Molson Brewers), MOG.B??? (Moog) and then a big volume jump in GDX. TAP.A got an acquisition-go-ahead, and MOG.B performed slightly better than expectations. This is all very ... jumpy. GDX saw a lot of volume after the gold-sell-off last week, but will it keep going up?

Then, quietly, along comes JNJ (Johnson and Johnson)

let's analyze JNJ, which, surprise for me, is the first time I'm analyzing this stock.
geophf:writing geophf$ analyze jnj
Wrote analysis files for jnj
JNJ SMA





JNJ EMA

JNJ Stochastic Oscillators

Friday, October 7, 2016

2016-10-07 Trading Top5s Analysis: FTR

Markets Top5s Analysis for 2016-10-07

Created snapshot of top5s graph database; shunted to google drive

scrape

2016-10-07
Mkt_Cap:TAP.A,PG,TSM,NEE,BRK.B|HON,PTR,LYG,BABA,TSN
Price:GPS,TAP.A,CHRS,ARRS,FTR|CUZ,CLVS,PKY,COUP,TSN
Volume:BAC,COTY,FTR,CHK,SIRI,TWTR,GE,FCX,AMD,VALE
Updated /Users/geophf/Documents/OneDrive/work/1HaskellADay/Seer/data/top5s.csv with 2016-10-07 data
Updating graph DaaS at http://top5ssecurities.sb02.stations.graphenedb.com:24789

bubbles

Yesterday, PTR was up, today it is down 2%. And, from out of nowhere, is FTR with a 6% rise. Only some Montley Fool articles in Sep/Oct time-frame saying how FTR is failing. No news today as to FTR's sharp increase.

let's analyze FTR
geophf:writing geophf$ analyze FTR
Wrote analysis files for FTR
FTR SMA





FTR EMA

FTR Stochastic Oscillators

Tuesday, September 27, 2016

2016-09-26 Trading Top5s Analysis: UWTI

Markets Top5s Analysis for 2016-09-26

created snapshot of top5s graph database; shunted to weekly-save google drive folder

scrape

2016-09-26
Mkt_Cap:BUD,QVCB,AAPL,DCM,TWTR|GOOG,GOOGL,JPM,BABA,BAC
Price:GWPH,CHMT,IRCP,UWTI,QVCB|HIMX,ACOR,ACIA,BABY,SWHC
Volume:FTRPR,SPY,CUK,QQQ,VXX,HSBC,GOLD,TWTR,GLD,DB
Updated /Users/geophf/Documents/OneDrive/work/1HaskellADay/Seer/data/top5s.csv with 2016-09-26 data
Updating graph DaaS at http://top5ssecurities.sb02.stations.graphenedb.com:24789

bubbles

TWTR continued its rise on interest from a DSNY offer. QVCB came out of nowhere and had an impressive rise today (why?). And then there's UWTI up on crude oil prices and following a down day yesterday. What will it do tomorrow. My (weak) guess is that it will fall. We shall see, but I'm like: 'eh' with this one.

let's analyze UWTI
geophf:writing geophf$ analyze uwti
Wrote analysis files for uwti
UWTI SMA





UWTI EMA

UWTI Stochastic Oscillators


On second glance, I am glad to have analyzed UWTI. What I see here is a very regular up and down motion of share-price, ... except, of course, very recently. Is this a long-term behavior of this stock?

Monday, September 19, 2016

2016-09-19 Trading Top5s Analysis: SRPT

Markets Top5s Analysis for 2016-09-19

Created snapshot of top5s graph database; shunted to google drive weekly folder

scrape
2016-09-19
Mkt_Cap:TSM,WFC,LFC,WFC-L,HSBC|AAPL,BABA,VZ,DD-B,XLF
Price:SRPT,TECD,BLOX,GSM,GLPG|XLF,CVRR,CYH,CHK,NH
Volume:CHK,BAC,SIRI,SRPT,AAPL,F,AMD,GPRO,BLOX,WFC
Updated /Users/geophf/Documents/OneDrive/work/1HaskellADay/Seer/data/top5s.csv with 2016-09-19 data
Updating graph DaaS at http://top5ssecurities.sb02.stations.graphenedb.com:24789


bubbles





Okay, here's something you don't see every day: an 80% jump in price.

let's analyze SRPT
geophf:writing geophf$ analyze SRPT
Wrote analysis files for SRPT
SRPT SMA

SRPT EMA

SRPT Stochastic Oscillators

Tuesday, September 13, 2016

2016-09-13 Trading Top5s Analysis: LMCA

Markets top5s analysis for 2016-09-13

Created snapshot of top5s graph database; shunted to weekly folder of google drive

scrape

2016-09-13
Mkt_Cap:AAPL,LMCA,PYPL,AVGO,CCL|XOM,WFC,BRK.A,GOOGL,BRK.B
Price:LMCA,LMCK,VXX,ISIL,LAD|HK,GSAT,NUGT,DYN,GGB
Volume:BAC,CHK,SIRI,AAPL,WFC,ISIL,F,EEM,FCX,AMD
Updated /Users/geophf/Documents/OneDrive/work/1HaskellADay/Seer/data/top5s.csv with 2016-09-13 data
Updating graph DaaS at http://top5ssecurities.sb02.stations.graphenedb.com:24789


bubbles





A lot of activity for the Top5s, as you see, even though the sectors were generally down. LMCA soared: I suppose when you buy Formula 1 your stock sky-rockets.

let's analyze LMCA 
geophf:writing geophf$ analyze LMCA
Wrote analysis files for LMCA

LMCA SMA

LMCA EMA

LMCA Stochastic Oscillators