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amkey04
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How to analyse AUD Swap Market using Technical Analysis?

August 26th, 2004, 7:47 am

Hi,I am analysing the AUD swap market using candlestick method. However, the daily trading gaps make this almost impossible to do so. The only thing that make sense to me is the weekly and monthly candlestick charts. Anyone out there has any suggestions on this?ThanksAmkey04
 
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GregWallace
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How to analyse AUD Swap Market using Technical Analysis?

September 16th, 2004, 9:06 am

Are the trading gaps time-gaps, price-gaps or both?
 
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Cuchulainn
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How to analyse AUD Swap Market using Technical Analysis?

September 18th, 2004, 1:10 pm

Does anyone know a good, beginner's technically oriented book on technical analysis?
 
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JamesH83
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How to analyse AUD Swap Market using Technical Analysis?

September 18th, 2004, 1:14 pm

I bought Murphy's book "Technical Analysis of the Financial Markets" a while back. It's a remake of his original very sucessful "Technical Analysis of the Futures Markets". I think it's the best on the topic, very comprehensive.
Last edited by JamesH83 on September 17th, 2004, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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How to analyse AUD Swap Market using Technical Analysis?

September 19th, 2004, 2:51 pm

JamesThx
 
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amkey04
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How to analyse AUD Swap Market using Technical Analysis?

December 8th, 2005, 7:45 am

hi Greg, it is price gap.
Last edited by amkey04 on December 7th, 2005, 11:00 pm, edited 1 time in total.
 
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trashcan
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How to analyse AUD Swap Market using Technical Analysis?

December 15th, 2005, 6:07 am

Going to be a tough call to analyse the AUD Swap market using candlesticks. The market is effectvely traded as a spread to the bond futures contracts. If you wanted to generate some data or alternatively check your data I would recommend using high/low data for the futures contracts then add the spread to get the swap yields. It won't be 100% accurate but you can get a bit of a feel for how inaccurate by checking the movement in the spreads each day.SWAP FUTURES Contract3yr(Q) 3yr Bond4yr(S) "5yr(S) "7yr(S) 10yr Bond10yr(S) "15yr(S) "