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Блог пользователя Александр

  1. Мысли перед открытием (акции ММВБ)

    ГМК: открытие прогнозируется выше, фиксация, потом рост поступательный до 16 – далее все, загиб, рекомендую сокращать.

    Хаи на акциях ВТБ ожидаю к 12 часам, потом вероятна просадка, и к 16 опять возможен... Открытие, думаю, будет осторожное.


  2. Евро на ближайшие два дня. Будет ли рост?

    Расчет сделан по 2- и 4-часовому интервалу и объединен в один.

    Ссылка: http://banca.ru/news/index.php?id=97&cat_id=&p=#ontitle

  3. Торговые идеи по акциям на неделю (18–22 июня 2012 года)

  4. Сценарии развития ситуации в Греции глазами западного аналитика

    Eurozone special report – Greek elections

    Today we will witness the start of the Greek elections, with results beginning to roll in late Sunday, but the final outcome will not crystallize until Monday morning. This election will prove an important test of market seniostiment and we look at two scenarios for the outcome (the most “positive” and “negative”) and resultant immediate market reactions.(see other news article for more information).

    Before searching into these though here’s a practical rundown on the timing for the Greek vote results. Observers note that the first exit poll results should be taken with a large grain of salt, particularly if New Democracy and Syriza are running very close (with a few percent), as such polls in previous close races have failed to accurately predict the results. As the official results begin to roll in, it is important to refrain from drawing immediate conclusions as well, as the first results come from rural regions and may not reflect the eventual vote composition. A very brief look at what the election results mean for the composition of the Greek parliament: The Greek parliament has 300 seats The party receiving the largest number of votes receives a bonus of 50 seats, with the remaining 250 seats apportioned according to the distribution of the vote result for those parties polling over 3%.
    So a 23% New Democracy result plus a 13% PASOK vote (fairly close to the latest official poll results) would mean that these two parties would easily be able to gain the 150 seats needed for a functioning government if they agree to form a coalition and New Democracy edges out Syriza in the voting count. The party with the largest vote count has three days to form a government. If it can’t, it goes to the second largest party, which has three days to try its hand at forming a government. If it can’t form a government, the third largest party is likewise given 3 days. Failing that, new elections can be called once again, or the president can appoint a caretaker government (like the one at present.)


    Author R. James
    Sunday, Jun 17, 2012 11:53 am

    Scenarios and market reaction

    It’s certainly worth noting that we have seen a tremendous reduction in risk averse positioning heading into this weekend’s events – German bonds have sold off heavily from their highest levels from a couple of weeks ago, equities are buoyant within the range and likewise well off their lows of two weeks ago. In the FOREX market, the moves have been even more marked, with the USD long positioning heavily squeezed. While positioning may continue to be slightly risk-averse, it appears that the market has prepared itself rather thoroughly for a positive outcome for this event– or at least an outcome that will see the central bank intervention globally shoring up liquidity to support markets. This could reduce the risk of a large reaction to a New Democracy victory, but enhances the risk of a larger move on a “shock” Syriza victory.

    There are other scenarios, but the two below represent the largest portion of the odds spectrum and encapsulate both what the market will see as “positive” and “negative” outcomes. The odds of Scenario 1 (New Democracy victory) perhaps slightly outweigh those for Scenario 2 (Syriza victory), but the media suggest a very different picture, more heavily favouring the probability of a New Democracy win.

    Scenario 1 - New Democracy edges out Syriza for most votes, forms a coalition government with PASOK. This leads to a nominally pro-EU government (note the widely cited polls indicating the vast majority of Greeks want to stay in the EU) that tries to buy more time with the Troika. Longer term, however, fulfilling Troika demands in a desperately shrinking economy proves impossible (too much of the Greek economy was built on easy access to cheap EU credit – strip that away and there is almost nothing left.) Eventually, the German-led EU core may be tiring enough of Greece to want to give it the boot before Greece decides to leave of its own accord – we may see the same mentality as when the US government and Fed let Lehman go – using Greece as an object lesson to the rest of the periphery and Spain/Italy. In this scenario, enough time may be bought to figure out an “orderly” way for the ECB to soften the systemic effects of a Greek exit, though it will still cause massive strain. Immediate market reaction: A very short-lived risk appetite rally that quickly yields to uncertainty once again as everyone realizes there is still no path to a solution. EURUSD spikes to 1.2800 or higher but retreats quickly back to 1.2500 by the end of the week. Remember that we have Spanish yields at close to 7% this week despite signs of calm elsewhere.

    Scenario 2 - Syriza wins most votes. Even if this is not the odds on favourite scenario, the probability of a Syriza victory is perhaps far higher than is generally discussed in the mainstream media, as there may be a higher portion of “quiet”support for Syriza (supporters who don’t admit their support in public for the radically left leaning party but cast a vote for it nonetheless in the actual election.) The question is what Syriza can do with a victory – can it form a coalition at all and if so, how does it reconcile its already untenable position of promising to remain in the EU while stopping austerity measures? This is the least stable outcome and is more likely to quickly lead to trouble– Greek banks running out of deposits and a far more accelerated showdown with the Troika. Immediate market reaction: very swift and brutal shift back into risk aversion as this dramatically moves forward the scarier flavors of systemic risk scenarios. EURUSD drops quickly back toward the sub 1.2300 lows and pro-risk currencies fall even farther. US treasuries spike higher once again and global equity markets dive steeply. It would also likely trigger a coordinated move from G-20 central banks to ease the immediate pain, so the initial move could be quite large, but find stability relatively quickly.
    EU/Troika negotiations As far as any new government's position on the EU/Troika demands going forward, both victors will want to renegotiate the bailout deal, with a Syriza-led coalition of course expected to take a more forceful position on that issue. The new government, regardless of its composition, may not come out with all guns blazing immediately in the wake of the election, as the EU summit on June 27-28 is the time frame that will see the rubber meeting the road on new negotiations.
    With a New Democracy-led government, delays and negotiations could drag on for some months before it is clear whether a Greek exit is the eventual outcome, while the negotiation window and outcome could be more quickly arrived at with a less cooperative Syriza-led government. Fed action Bear in mind the above scenarios and potential reactions shouldn’t be seen as forecasts, simply a framework for how the market might react and an attempt at stimulating debate. Another critical event risk fast on the heels of the Greek election is the US Federal Reserve's FOMC meeting on Wednesday. The market is generally getting very worked up about the potential for further central bank intervention now that the Chinese regime is on the move and the BoE just announced new stimulative measures. Those who buy the “hurrah for the punch bowl” had story better hope that the FOMC delivers on Wednesday. I’m still a bit cautious on the potential for strong new messages from the Federal Open Market Committee at this time, suspecting that if the market remains in a good mood: the committee will be very low key and only more dovish if there is a Syriza victory and more brutal moves in the market.


  5. USD/RUB – сценарий на 2012 год

    Подготовлен сценарий по курсу рубля на основании расчета фьючерса SiH3.

    Пример и первые 2,5 недели:

    Этот прогноз аналогичен сценарию по EUR/RUB на 2010 год: http://banca.ru/emerging_alpha/eurrub_full.pdf

    Клиенты сайта имеют возможность ознакомиться с данным прогнозом.

  6. EUR/USD: выбираем правильную сторону 13–14 июня

    Сложилась интересная ситуация. Евро не хочет падать, но и рост как-то не идет, торговля ведется выжидательно.

    Вот вероятное развитие ситуации:

    Thank you all for viewing the strategy. Follow us on Twitter: @bancaru

  7. Расчет вероятного движения нефти на 12–13 июня 2012 года

    Выполнено по июльскому контракту на разницу. Интервал: 1–2 часа.

  8. EUR/USD: значимые уровни на июнь

    Support: 1,2260, 1,2135–1,2085, 1,1980–1,1860, 1,1735–1,1575, 1,1300–1,1220, 1,1070–1,0850.

    Resistance: 1,2435–1,2510, 1,2610–1,2650, 1,2800–1,2830, 1,2970–1,3010, 1,3110–1,3150, 1,3330–1,3500.

    "Бычий" прогноз по паре EUR/USD при пробитии уровня 1,3150 (bullish), "медвежий" – 1,1860 (bearish).


  9. Сбербанк ("префы") на июнь: вероятная динамика

  10. Сбербанк (SBRF-6.12) на май 2012 года

    Расчет курса SBRF-6.12 по дневному интервалу

    Ссылка на файл: http://banca.ru/member/content/f/id/6/

    Для просмотра торговых рекомендаций и подписки на аналитику необходимо пройти регистрацию: http://banca.ru/member/signup/index

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