سلب مسئولیت: CFD ها ابزارهای پیچیده ای هستند و با ریسک بالایی در از دست دادن سریع پول به دلیل اهرم همراه هستند.
باید در نظر بگیرید که آیا می دانید CFD ها چگونه کار می کنند و آیا می توانید ریسک بالای از دست دادن پول خود را بپذیرید یا خیر.
وب معامله گر MT5
همه
Contagion
The spread of financial stress to markets, institutions or countries not directly exposed to the original source of stress from one market, institution or country. Usually, the transmission mechanism is fear. The investors expect that what broke one thing will break others like it, and sell first and ask questions later.
Contagion travels fastest on lines of perceived similarity. When one emerging-market currency collapses, investors sell other emerging-market currencies regardless of the fundamentals of the individual countries. When a regional bank fails, depositors see all regional banks with similar characteristics. The spark is the original crisis; the fire on dry ground is contagion.
The policy response to contagion is almost always to draw a credible line like a central bank backstop, a government guarantee, or an IMF programme, that prevents the market from treating all similar entities as the same risk. You have to believe the line works.
Example: When a regional US bank of medium size fails due to a concentrated bond portfolio and a sudden flight of deposits, regional banks with superficially similar balance sheets come under immediate pressure, regardless of their actual health. Short sellers target them, depositors take money out and move it to bigger banks, and funding costs soar because contagion is not patient with facts.
Continuation Diamond
A price chart that has a diamond shape consolidation in the middle of a trend, followed by a move in the same direction. Graphically, the two trendlines push outwards and then inwards, forming a diamond or rhombus figure on the chart.
The diamond is a continuation pattern that forms after a significant directional move, indicates indecision, and is confirmed by a breakout in line with the preceding trend. The volume tends to shrink when the pattern is being formed, and increases on the breakout, thus verifying that there is actual participation behind the move.
The pattern is less common than its counterpart, a reversal, and easy to mistake for other consolidations, meaning that it can be identified subjectively, and reliable results are not always obtained. Traders establish targets by envisioning how high the diamond can go before the break.
Example: A stock in a strong uptrend forms a diamond consolidation over several weeks, price oscillating in expanding then contracting swings as volume dries up. Trend-continuation traders may take a long position when the price moves above the upper boundary of the pattern, with a high volume, and attempt to go for the distance of the maximum length of the pattern plus the breakout price.
Continuation Pattern
A chart pattern that looks like it stopped for a while to consolidate, and then the trend will continue in the same direction. Contrast with reversal patterns, which indicate that the trend is over.
Common continuation patterns are flags (short trend break) and pennants (sharply formed converging trendline), rectangles (horizontal range bound), and ascending or descending triangles. Each has its own pattern and breakout, which indicates re-entry into the trend direction.
The rationale: strong trends don’t go in a straight line. They move forward, stop to consolidate, recruit additional individuals, and then move forward again. The pause is the pattern that is being formed, and the breakout is the confirmation that the pattern is continuing. Individually, none of the continuation patterns is a silver bullet; each has its own validity filter, such as trend context, volume confirmation, and market conditions.
Example: A commodity in a strong uptrend forms a rectangle, trading sideways for three weeks between clear support and resistance. Volume contracts during the range. When the price breaks above resistance with increasing volume, traders go long, assuming that the trend has resumed from a well-formed resting pattern.
Continuing Jobless Claims
The number of workers who are on unemployment benefits as a result of their initial claim. This report is issued weekly by the U.S. Department of Labor and is generally one week behind initial claims. Also called insured unemployment.
The figures of initial claims and continuing claims refer to the flow of new cases into the labor market and the stock of people who are still looking for jobs, respectively. The increase in continuing claims suggests that the jobless are having trouble getting back to work, a better indicator of labour market health than initial claims.
The two can have a meaningful difference. While initial claims may go down, continuing claims may increase, as fewer people lose their jobs, but those who do take longer to find a new one. That is a sign of a labour market that has cooled off without a corresponding increase in job losses.
Example: Initial claims remain steady for several weeks, indicating that layoffs are not increasing. However, the number of continuing claims increases for four successive weeks, suggesting that those entering the ranks of the unemployed are not getting jobs quickly. The Fed says the divergence reflects a lack of strength in the labour market that doesn’t show up in the weekly data.
Continuous Linked Settlement (CLS)
The global solution to the settlement risk problem of foreign exchange transactions (where one party pays out its currency leg, while the other party fails to deliver). CLS is an FX payment-for-payment platform where both sides of the transaction are settled at once, meaning that they do not have to risk losing one currency without getting the other.
Prior to CLS, FX settlement risk was known as Herstatt risk, a German bank which failed mid-trading day, leaving those with one leg of an unfinished trade at risk. The total amount of credit exposure on the FX markets was systemic and amounted to trillions of dollars per day. CLS is responsible for the settlement of transactions in 18 major currencies for more than 70 member banks and for the majority of global FX volume.
Example: A bank sells euros and buys dollars. In CLS, the two payment legs settle at the same time, in the same settlement window. The bank could not take dollars without having provided euros, which meant that the bank never had to face a problem with one or more large counterparties without the corresponding intraday credit exposure building up.
Contract size
The amount of an underlying asset that is represented by a futures or options contract, expressed in standardised units. Exchanges set this number so everyone in the market is trading the same units. This makes prices comparable and clearing easy. The contract size is how much real-world exposure you take on for each contract bought and sold.
It also determines the leverage. A WTI crude oil futures contract on the CME is for 1,000 barrels. One contract controls $80,000 of oil at $80 per barrel. The margin to hold that position is a fraction of the notional value, and that is exactly where the amplification comes from. Contract sizes are deliberately large enough to price small retail participants out of certain markets, thus keeping them institutional.
Before you trade any derivative, you must know the contract size. It’s non-negotiable. It’s the basis of your position sizing, stop placement and risk per trade calculations.
Example: A trader is looking for crude oil exposure and only wants to risk $2,000 on the move. One CME crude contract equals 1,000 barrels. A $2 adverse move at $80 a barrel costs $2,000, their limit. They scale accordingly, one contract, stop $2 away. That same stop is a very different dollar loss if you get the contract size wrong.
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