Global Macro Trading Journal

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

  1. Good man. :)
     
    #2171     Nov 16, 2011
  2. Butterball

    Butterball

    Eurodollar futs keep dropping and this is not boding well. Looking at H12 and Z12.
     
    #2172     Nov 16, 2011
  3. Daal

    Daal

    Yes. Libor-OIS broke through 2010 highs
     
    #2173     Nov 16, 2011
  4. That's just an ad hominem post, based on pure assertions rather than any evidence. If Bass is wrong, show the facts and data that contradict his views, or find the holes in his arguments.
     
    #2174     Nov 17, 2011
  5. A position in any risk asset is usually a dangerous 'game'. If it wasn't, you'd have a risk-free one-way bet.

    In 2010 we saw a 30 handle fall in the Euro despite China continuing to buy. In 2008 we saw a 35 handle fall in the Euro despite China continuing to buy. Therefore, Chinese buying is not something that will prevent a major collapse in the Euro.
     
    #2175     Nov 17, 2011
  6. Daal

    Daal

    #2176     Nov 17, 2011
  7. Butterball

    Butterball

    #2177     Nov 17, 2011
  8. Daal

    Daal

    Looks like I missed the boat on the Bund completely. At this point I wouldn't even buy it anymore, given that both France and the EFSF debt have been going down I'm not sure the Bund is all that safe from declines either
     
    #2178     Nov 17, 2011
  9. WTF? Have you checked with his investors. I don't think they find him silly.

    You want bottom-up? How about "Whit" Tilson - the guy wouldn't know what macro was if it slapped him upside the head. Loses money for his investors quarter after quarter.

    BTW, the full 30 minute interview is available, and Bass explains himself a lot more. His "asymetric" bets (mortgages blowing up, periphery blowing up, now Japan blowing up) are nearly free hedges against what is otherwise a mostly long portfolio.

    This guy purchased CDS on RMBS for practically nothing in 2005-06. He then purchased German paper in 2008, paying for it by selling Greek paper (costing him carry of about 10 bps, that one has only blown out about 100X). Now he's purchased nearly free protection on a Japan bust-up. Silly indeed.

    Possibly the most ignorant post you've ever written.
     
    #2179     Nov 17, 2011
  10. #2180     Nov 17, 2011