Global Macro Trading Journal

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

  1. gmst

    gmst

    Yes I will agree that at some point (2-3-5 days lateron, it will be a good fade, even accounting for seasonality). For today I think its more like 50-50. e.g. it won't take much for AUD to reach 1.04 in a day or two.

    Longer term, i think it is just more proof that long gold is a very good trade. This should take gold above 1900 before year end, barring major banks failing in Europe - which might take the price of gold down because of liquidation reasons.
     
    #2411     Nov 30, 2011
  2. Tilson update: NFLX -3% (even today!), GMCR +5%.:p :D

    You just cannot make this stuff up.:p
     
    #2412     Nov 30, 2011
  3. Sold some euros.

    Europe needs a much weaker currency. I expect EURUSD decoupling from risk to be a big theme in early 2012 (i.e. stocks could do fine and EUR goes down).
     
    #2413     Nov 30, 2011
  4. dhpar

    dhpar

    why a weaker currency? trade balance for Europe can't be much more positive already...
     
    #2414     Nov 30, 2011
  5. Economy is imploding. Core is in recession, and the periphery is in depression. Banks can't raise capital, so they're slashing balance sheets. ECB with another 75 bps in cuts by mid-2012.
     
    #2415     Nov 30, 2011
  6. dhpar

    dhpar

    you mean selling USD denominated assets for EUR cash?
     
    #2416     Nov 30, 2011
  7. gmst

    gmst

    Just went through couple of surprise rate cuts, with market's response some days before and after the event. Two different years, different cases, different conclusions as to how market reacted after the surprise rate cut.

    In 2008, market continued to go up for a week post rate cut and then came back in 2nd week.

    In 2001, market gave back gains post rate cut within 5 calendar days, and took 16 calendar days to come back to the high level set post rate cut.

    2008 Jan 23 (75bps surprise rate cut when Fed Meeting was scheduled for Jan 30th):

    Date S&P Opening Levels
    2-Jan-08 1468
    9-Jan-08 1390
    17-Jan-08 1375
    23-Jan-08 1310 (LOD 1270, HOD 1339)
    25-Jan-08 1357 (HOD 1368) -- so a Low to High rally of 98 points in 2 days
    30-Jan-08 HOD 1385
    1-Feb-11 HOD 1396 --- rally continued for a week after Fed's action
    7-Feb-08 1324 (LOD 1317) -- Gains given back almost after 2 weeks


    2001 Jan 3 (50 bps FF rate cut and 25bps discount rate cut)

    Date S&P Opening Levels
    19-Dec-00 1323
    21-Dec-00 1264
    29-Dec-00 1333
    3-Jan-11 1280 (HOD 1347 after rate cut during mkt hours)
    4-Jan-11 (HOD 1350, LOD 1329) -- so not much different from previous day HOD
    8-Jan-01 1297 HOD----so market was down 50 points from HOD after rate cut ....:eek:
    12-Jan-01 1333 HOD --- market regained
    18-Jan-01 1353 HOD --- mkt took 16 calendar days to breach the high set on 4th Jan.
     
    #2417     Nov 30, 2011
  8. Daal

    Daal

    HKD had a monster move up against USD. 20% of the band width in 1 day. It seems that Chinese loosening is bullish to the HKD
     
    #2418     Nov 30, 2011
  9. I'm curious why you would include your total net worth in return calculation. Why inflate the denominator by money you aren't even using to make in the numerator? Doesn't make sense to me.

    What issues have you run into with scalability? It doesn't seem like you're scaling very much. Forgive me but I didnt' look through all 400+ pages of this journal.
     
    #2419     Nov 30, 2011
  10. Daal

    Daal

    I've seen some phony traders try to inflate their results by talking about their 'account returns'. Lets say this trader is worth $1M including his residence, he's got $200K with his broker. He makes $50K this year, this is only a 5% gain in his networth, hardly anything to write home about. Yet to his friends in the internet the guy looks good, he made 25%. If he had cut his account to $100K keeping the same risk, he would have 'made' 50%. He can do that for 10 years and say 'guys, I compounded 50% for 10 years, I'm Soros Jr' but the truth is, he barely made enough money to alter his lifestyle

    This is what I'm in trading for and I believe most are, to produce the freedom lifestyle, and to do that you have to compare your returns to your total net worth

    I don't have problems with scalability at all
     
    #2420     Nov 30, 2011