Global Macro Trading Journal

Discussion in 'Journals' started by Daal, Feb 25, 2011.

  1. Daal

    Daal

    Thanks. I'm was curious on knowing Salerno's opinion on the QEs
     
    #111     Mar 18, 2011

  2. Lighten up Francis, just giving you a hard time.

    If you seek to raise money to run some sort of Global Macro fund, you've got to learn to take the other side of some of these panic moves. I vaguely recall you going short the euro when it was at $1.29.

    Even if bullish on the yen, a sharp manager is going to use the panic drop way below 80 to cover or lighten his bet, then use the panic pop back to near 82 to buy yen again.

    Even if bearish Jap stocks, a good manager absolutely has to be in there buying with the Nikkei down 14% on Tuesday night.

    We're not trend followers, like most on this site - we can both manage risk and pump returns by selling strength and buying weakness. To my regret, I just laid on the couch and watched Tuesday night as the Nikkei dove, but damn if Wednesday morning I wasn't in there selling a large batch of my puts into the panic opening (most of which have collapsed in price since then, especially fcx, sheesh).

    And I agree that the events of the past 36 hours may prove to mean little.
     
    #112     Mar 18, 2011
  3. Daal

    Daal

    I mentioned I run other strategies, my short-term one usually buy stock declines(or panics), right now I got 19% of my networth in long US indexes and large cap equities(I dont want to mention this because this is not short-term trading journal), thats partly why I switched a bit towards defensive in the macro side FX hedge basket. It wasn't a major change(Because I dont know how likely is that the plant will blow up) but I felt that I had to do something. Furthermore it seems to me that commodities had quite a run, being underweight on them works like short, call it profit taking
     
    #113     Mar 18, 2011
  4. Perfect example right now. If anybody is interested in shorting american banks, breaking news that our central planners are allowing dividends to be paid gives you an excellent entry.
     
    #114     Mar 18, 2011
  5. m22au

    m22au

    #115     Mar 18, 2011
  6. Daal

    Daal

    #116     Mar 18, 2011
  7. Daal

    Daal

    Problem is the low liquidity, large bid ask spreads which will be paid many times everytime I rollover the contract. CME is supposed to be integrated with the BMFBovespa which would give access to their products(including the brazil's USD contract) but IB refuses to let clients access to this platform
     
    #117     Mar 18, 2011
  8. David Rosenberg is going to charge 1K a year apparantly.

    You follow him, right Daal.

    Quite expensive really although I don't really know the rates for this stuff.
     
    #118     Mar 18, 2011
  9. Rosie shepherded me through 09/10 when I was holding my GE calls and I'm grateful, but he's taught me too well. I haven't read him for free in months. Not a chance I'm paying for the stuff.
     
    #119     Mar 18, 2011
  10. Nuclear meltdown = 20% drop in Tokyo. Buy the blue chips (a bunch of their ADRs trade in the states), buy EWJ (there's a bunch of other etfs as well), and go to sleep for 20 years. Absolute no-brainer. How many thousands of years has the Japanese Empire existed?
     
    #120     Mar 18, 2011