Australian (ASX) Stock Market Forum


  1. B

    XJO calculation vs. individual stock prices

    I'm trying to understand the calculation of the XJO compared to the individual stock prices it represents. (I realise it is weighted by market capitalisation) XJO rarely gaps up or down overnight, but the individual stocks do gap a lot. Once these stock gap down, it takes a long time...
  2. B

    Buying the ASX 200 (XJO)

    Hi, I am a newbee and am paper trading. Can someone please advise me regarding the ASX200? I have logged into my Commsec account (no money in it) and tried to buy the ASX200 using the ticker XJO, however, the system has come back stating to use a valid code. Can someone help? Thanks
  3. M

    XJO premium calculation (newbie Q)

    Sorry if this is a repost. I did a thorough search but couldn’t find any other thread which answered this. I’m interested in buying an XJO put however I cannot for the life of me understand the way these options are quoted on the asx website or in my brokers website. Everything I’ve read...
  4. tradefloor

    XJO Trading System

    Hi All, So I thought I'd join in the conversation around trading systems as this has been something I have been interested in over the last 13 or 14 years. I've built a few over the years that I have used on and off, but, generally, I was never 100% committed to them as I used to spend 10...
  5. L

    RTD codes for AP Index (XJO) through Interactive Brokers

    Hi, I have some experience with RTD - but can't get it to work for the XJO through interactive brokers. I have the market data subscription, and to bring up the chart and options - IB has the XJO listed as the AP Index. I am using IB's sample excel document to start with (image attached) -...
  6. G

    6000 today?

    Dark clouds from French election cleared, markets around the world rallied, NASDAQ smashed 6000 closed at record high and Trump is about to deliver tax cut today. In the absence of any potential negative news on the horizon, would today be the day ASX200 breaks 6000?
  7. Quant

    Trading XJO/SPI/AUS200

    A place for anything useful for trading the index . Will start with basic seasonality chart , this is 10 years worth
  8. M

    Why is the SPI200 trading consistently at 10-20 points below the XJO?

    Dear ASF The APU5 traded at nearly the same price as the underlying XJO during market hours. The only day it didn't was on Friday 11/9 when CBA was in a trading halt, the SPI incorporated the 9.6% loss in the trading price. My question: I understand that the further out from the expiry...
  9. G

    XJO Options

    Hey everyone, I am thinking of selling to open an options trade on the XJO to collect premium. Any thoughts as to the mechanics of the actual trade? Open to any accusations of insanity :)
  10. P

    Does the XJO decline due to upcoming ex-div dates?

    Hi All As we know ex-dividend season is upon us with CBA, TLS and WES going ex-div next week. Collectively these 3 make up just over 16% of the entire ASX 200/XJO index. On ex-div day typically each share drops by its dividend amount meaning each of these shares will drop by aprox 2.6% of...
  11. F

    Morning star pattern formation on XJO: Bulls beware!

    Hey guys Just thought i would post up some images of the XJO for you to take a look at. Currently thinking the XJO will continue this downtrend to the 5300 area or the 200EMA. Following the strong 7 point downturn in the match i'm thinking one good night down in the US will turn this market...
  12. A

    How do I work out buy/sell amounts and margin on XJO options?

    I am used to the CBOE pricing for indexes, so am a little confused by the XJO. Can someone please confirm if this is correct: eg I sell one call contract. The bid is 81, therefore I get a credit of $810 because each point is worth $10. I buy one call contract. The offer is 71, therefore I pay...
  13. C

    New all time high for XJO

    Well the accumulation version at least.
  14. S

    XJO quant ORB strategy

    Hi guys, I found this interesting blog which I didn't know existed until today. They share backtest results and ideas for a lot of strategies on the XJO. One I found particularly interesting (since we have discussed it here previously) was a page on an Open Range Breakout strategy. The twist...
  15. A

    RBA meeting effect on XJO?

    Date Change % 06-Dec-11 ?? 01-Nov-11 -1.52 04-Oct-11 -0.64 06-Sep-11 -1.60 02-Aug-11 -1.43 05-Jul-11 -0.27 07-Jun-11 -0.06 03-May-11 -0.84 05-Apr-11 0.27 01-Mar-11 -0.11 01-Feb-11 -0.04 9/10 prior meetings ( excluding today) in 2011 have resulted in loss
  16. A

    5%+ gains in a week on XJO

    few observations this is the 9th such instance since OCT 2001 below the past 8 such instances Week next week change % 28-11-2011 ?? 24-10-2011 -1.66 13-07-2009 2.22 23-03-2009 1.72 09-03-2009 3.61 27-01-2009 -2.00 24-11-2008 -6.75 31-03-2008 -3.21 20-08-2007 2.61 avg...
  17. A

    S&P 500 up more than 3%, what next for S&P ASX 200?

    XJO has averaged 1.72% gain when S&P 500 gained by more than 3%, with 82% times being up next day. The average intraday gain being being 0.9%, with 66% times being closed above open. more here -
  18. A

    XJO falls for sixth day in row

    past instances - 22 since inception today is the 23rd instance Avg next day change % - -0.23% # No of times next day up - 12 Average gain when it is up- 1.00% # No of times next day down -10 Average loss when it is down - -1.71%
  19. M

    Trading XJO

    I am thinking about trading the XJO. If the price for the option is 85 (as listed on the ASX website) then would I receive $850 for selling the call as each index point is worth $10?
  20. druss

    XJO Bullish

    Hi all, I'm a newbie here. Thought I'd share my analysis of XJO for my first post. I am currently Very Bullish on this. Note the Retest of the neckline on the weekly candlestick chart. This candle is a Bullish Hammer Candle, followed by a Doji. In my book this is an extremely bullish...