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Understanding Discount and Premium in Trading

Mar 31, 2025

Discount and Premium in Trading

Overview

  • This lecture focuses on understanding discount and premium in trading.
  • Prerequisite: Understanding buy side and sell side liquidity.
  • Video link provided for a prerequisite lecture.

Key Concepts

Identifying Ranges

  • Range Identification: Look for a swing high to a swing low to identify a range.
  • Use tools like a Fibonacci (Fib) retracement from the high to the low.
  • Equilibrium: The 0.5 Fib level represents the equilibrium.
    • Above 0.5 Fib: Premium
    • Below 0.5 Fib: Discount
  • Multiple ranges exist within price action, e.g., a smaller range within a larger move.

Importance of Discount and Premium

  • Risk to Reward Ratio:
    • Long positions entered at equilibrium have a risk to reward ratio of 1.
    • Deeper into discount increases the risk to reward ratio.
    • Conversely, for short positions, deeper into premium increases the risk to reward.
  • PD Arrays (Price Delivery Arrays):
    • For shorts, look for PD arrays in a premium.
    • For longs, look for PD arrays in a discount.

Examples

NASDAQ Daily Chart

  1. Identify a range from swing low to swing high.
  2. Track the equilibrium range as price moves.
  3. Look for discount PD arrays if seeking long positions.
    • Example: A fair value gap at a discount used for a long trade.

Dollar Index (DXY)

  1. Mark range from recent high to low for equilibrium.
  2. Identify PD arrays in discount for potential long positions.
    • Example: Fair value gap identified and price reaches it.
  3. Forming new ranges and identifying new opportunities as price moves.

GBP/USD Daily Chart

  1. Observe fill of a daily fair value gap followed by a new high.
  2. Mark range for potential retracement into discount.
  3. Example trade setup:
    • Daily Chart: Identify PD arrays for long trades.
    • 15-minute Chart: Use OTE (Optimal Trade Entry) for improved risk to reward.
    • Target fair value gap with better risk to reward than equilibrium.

Conclusion

  • Understanding discount and premium helps in framing trade setups with favorable risk to reward ratios.
  • Practical examples using NASDAQ, DXY, and GBP/USD illustrate application.

Call to Action

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This lecture provides essential insights into leveraging market ranges for optimized trading strategies focusing on risk management.