The W.D. Gann Method of Trading: A Simplified, Clear by Gerald Marisch

By Gerald Marisch

Examines the equipment of the world's so much mythical dealer, W.D. Gann. places Gann's paintings in transparent, comprehensible phrases. provides a logical, easy-to-use approach to buying and selling. After analyzing this booklet, you will recognize that turning issues are available and actual rate projections made. In all markets and all time frames. the principles are absolutely automated. packed with over 70 charts displaying the strategy in use.

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Additional resources for The W.D. Gann Method of Trading: A Simplified, Clear Approach

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Because commercial banks fund themselves at or around LIBOR, they lend money to customers at LIBOR plus a margin, which earns a profit and provides some protection against the risk of default. LIBOR is quoted for a variety of major currencies and a range of maturity periods. Six-month sterling LIBOR is the London interbank rate for lending British pounds for a period of six months starting on the day the rate is fixed by the BBA. a. Now In six months In 12 months A six-month period starting in six months Six-month BBA sterling LIBOR In the case of our corporate, we will assume that the borrowing rate for the next six-month period has just been fixed.

6 FX swap cash flows r Forward leg. 926 million (at the two-month forward exchange rate). 926 million on the forward leg, despite having received $15 million spot. The difference between the two amounts is $74 000. Why is there a difference? It is determined by the interest rate differential between the two currencies. For the period of the FX swap the customer is moving out of a higher return currency (the pound) and into a lower return currency (the dollar) and must be compensated. In effect, the $74 000 is the cost of the interest rate differential between the two currencies expressed in US dollars (the sterling amount is kept constant in the deal).

R Deposit those funds for six months at a fixed interest rate. r Lock into a rate for re-investing the proceeds due from the deposit in six months’ time for a further six months by selling a 6v12 month sterling FRA. If the returns from investing and re-investing the pounds exceed the cost of borrowing the money in the first instance, then the trader has constructed a ‘free lunch’ trade – an arbitrage transaction. In an efficient financial market such a situation should not exist, or should not persist for very long.

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