Global Macro Trading Journal

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

  1. Daal

    Daal

  2. Daal

    Daal

    #1452     Sep 15, 2011
  3. Daal

    Daal

    I began to build my HK position. I shorted USDHKD and shorted EWH as a hedge that is also a macro bet

    HK housing market was selected the 2nd most overvalued in the world(After Australia) by the economist. Also if europe implodes or the US goes into recession, global equities should drop 10-20% or something like that, if China implodes then EWH should tank 20-40%

    This is the bear case for EWH, now if all of that is wrong and EWH rallies by 10% or more and stay there for quite a bit of time, the HKMA should have a ton of pressure to reval the currency

    Instead of thinking of this bet as a 'betting on HKD' I'm thinking more as "low risk way to short Risk On/China/Global equites/bet on doubledip"

    In fact, after researching more on the HK economy, I'm not even sure I agree that a reval by the HKMA is all that likely within 1 year, but the bet is sound because it doesn't have to be a likely scenario
     
    #1453     Sep 16, 2011
  4. How much of your liquid net worth are you planning to put in this trade, Daal?
     
    #1454     Sep 16, 2011
  5. Daal

    Daal

    I believe I will risk about 3% on the USDHKD side(1.5% worst case scenario I mentioned of upperband + carry of 12 months + spread) and structure the EWH short in a way that a 10% rally will cost me about 1.5%. A 20% rally(everything is fine, bubble continues) 3%, which I expect to make it back through the peg

    The worst case scenario is if EWH only rallies a bit. I lose on the short side plus on the currency, total should be 5% at the most, maybe more if HMKA really let things go out of line

    But I might bet bigger because it looks like the risk is quite limited
     
    #1455     Sep 16, 2011
  6. My grandma is in a nursing home and she is selling her old appartment to pay for it.

    The nursing home costs 2800 USD a month and she only has a 1400$ pension and no other income so that's quite the gap.

    I have been looking out for her money since my grandfather died in 2008 and in all fairness she has been doing pretty well.

    The thing is most of it was bought in 2009 which obviously was a great year to buy anything.

    I bought her for instance 6% Triple A bonds in AUD and she is up 25% on the currency alone!

    Today I feel such bargains are far less obvious so I need to tread very carefully cause she might live another 10 or 15 years and the money has to be there all the way.

    Myself I am what you could call overweight precious metals so that's covered, no need to bet the house and the farm.

    Obviously I could just put it all in a savings account but given today's economic situation that aproach doesnt seems to be totally safe neither in all honesty.

    I am thinking some quality corporate bonds, some stock exposure through the index both US and Europe, some currency in CAD or NOK and the rest in Euro cash...

    Should stocks tank another 20% before she sells the place I could go for individual quality stocks with proven dividends rather than the index to gain more potential profit but that remains to be seen really.

    Does this sound a bit reasonable given the specific situation? Cheers.
     
    #1456     Sep 17, 2011
  7. Nice move in the CAD versus the Euro these last days.


    70% of my miners are in CAD so that's a nice extra.
     
    #1457     Sep 19, 2011
  8. Daal

    Daal

    Former IMF head Dominique Strauss-Kahn said that forcing Greece to pay back its debts would unacceptably impoverish the country, and that everyone must be willing to accept losses on Greece’s debts.
    “They can’t pay,” Strauss-Kahn said in his first interview yesterday since charges of assaulting a Manhattan hotel maid were dropped. “The efforts of European leaders have been too little, or too late, or often both too little and too late.”
     
    #1458     Sep 19, 2011
  9. LOL at Kahn. Somehow I don't think he would be making these statements if still running IMF and a candidate for the French Presidency.

    Similar comments from Gordon Brown over the weekend as well.

    Once you've been kicked out of the group that allows trips to fancy, self-important get-togethers at exotic spots around the world, it kind of gives you the freedom to speak the truth.
     
    #1459     Sep 19, 2011
  10. Daal

    Daal

    DB on the HKD trade
    http://www.scribd.com/fullscreen/65252889

    They are totally skeptical that the HKMA would revalue, say things have gotten worse in the past. But the article was written in Nov 2010, the main difference to right now are
    -Fed's 2013 pledge, this is a big thing in my view, because now they know things aren't going to change anytime soon and if anything, only get worse
    -Twist+QE3

    Even with all their skepticism, they STILL recommend clients to buy similar options Ackman did, so they do see value on the trade.

    I'm not entirely sold on the idea of the reval because it seems to me that HK already let train leave the station, I'm not sure they would have the guts to prick the bubble by a large revaluation. That is why I structured the trade as a short on HK stocks hedged with the HKD trade. It makes more sense, I was already getting bearish on equities and this gives me a way to express that view, also protecting my long-term equity portfolio from losses

    I plan to short some more HK stocks and buy more HKD today
     
    #1460     Sep 19, 2011