Global Macro Trading Journal

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

  1. I won't kick it out of bed. Brought the aussie back near a 99 handle.

    :D :cool: :p
     
    #1541     Sep 21, 2011
  2. Took profits on this bad boy strictly due to not wanting to get greedy and see a retrace. I would have no problem putting this position back on if EUR/CHF comes back down.

    Put on a small USD/JPY position @ 76.607. I sense some dollar strength in the short term.
     
    #1542     Sep 21, 2011
  3. tradewiz

    tradewiz

    IB doesn't seem to offer USD.HKD option contract, is it available to a retail joe like me? thanks.
     
    #1543     Sep 21, 2011
  4. Daal

    Daal

    I'm not sure. I'm losing my patience with IB. Now stocks smaller than $250m in cap won't be margin able. What's even worse, I only found out this today even though they announced early in the week. Think the email might have gotten stuck on anti-spam
     
    #1544     Sep 22, 2011
  5. Daal

    Daal

    A good article by Sumner on why the Fed has been actually too tight over the past years
    http://www.nationalaffairs.com/publications/detail/re-targeting-the-fed

    Even though that is not the impression you get by reading all the pundits and newspapers out there. This is the stuff that edges in Global Macro are made of, when you get a more solid understanding of what is going on than the next person. The markets aren't as silly as the people writing junk out there but they still make some mistakes sometimes
     
    #1545     Sep 22, 2011
  6. Daal

    Daal

    http://www.hkma.gov.hk/media/eng/publication-and-research/quarterly-bulletin/qb201109/E_halfyear.pdf

    It seems to me that looking at FX interventions over the past years that CBs tend to act during period of 'maximum pain', days where the currency moves a large amount in a short-period and they just can't take it anymore, throw the towel and intervene

    A similar thing could happen in the HKD. If the currency where to hit its upper band(lower band on USDHKD) I might take a very large position there because in order to keep the peg they would have to provide further stimulus which they might not be so willing to do like in 2008-2009 when everyone was afraid of a global depression

    I could keep a huge position for a few weeks with max loss capped at 1% and see if the HKMA can take that kind of pain
     
    #1546     Sep 22, 2011
  7. Good point :D It's amazing how this aspect of Keynesianism still hasn't died, after 20 years of counterfactuals. Ditto for the fiscal spending policy also (see Japan 1990-2011).
     
    #1547     Sep 22, 2011
  8. In a bear market, that which is cheap becomes even cheaper.
     
    #1548     Sep 22, 2011
  9. Isn't the EURCHF just the same trade as HKD, except with the triple kickers of a catalyst, positive carry, and a central bank in your favour? Downside is 1.20, upside is what, 1.30, 1.40, 1.50? I don't understand why you put on a small position, then exited after a tiny move, to choose a much longer-term trade with negative carry and no central bank policy in favour of the position.
     
    #1549     Sep 22, 2011
  10. Covered 1/2 of AUD short at $0.9812.:D :p :cool:
     
    #1550     Sep 22, 2011