Global Macro Trading Journal

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

  1. Daal

    Daal

    My BRKB put expire worthless today. Won't be selling anymore puts anytime soon. Not until the VIX is more fairly priced(upwards). Perhaps I should be going long volatility
    I'm far from expert on this matters, maybe atticus can help. What would be the best way to profit from a future vol spike(Say VIX goes to 50)?
     
    #2761     Jan 20, 2012
  2. Faber said in an interview Hedge funds on average lost 7% last year? I take it he doesnt pulls such a number out of his ass...
     
    #2762     Jan 20, 2012
  3. Thanks.
     
    #2764     Jan 20, 2012
  4. I read Jim Simons is up 35% last year.

    What's his secret? Is it cause he is an actual genius?

    Or is it the HFT?

    No external money in his fund so I take it secrecy is high?
     
    #2765     Jan 21, 2012
  5. I am not sure how the Medallion fund did in 2011. The returns of circa 35% are for the other Renaissance vehicle (REIF, if I am not mistaken). And yes, there's no or very little external money left in Medallion, which is the headline beast of a fund.
     
    #2766     Jan 23, 2012
  6. Butterball

    Butterball

    RIEF is not a HFT fund. And it's not Medallion which is an entirely different fund.

    RIEF is a quant equity Long/Short fund (100% long, 75% short) like many others with relatively low turnover from what I remember from older articles. Seems it did really well in 2011. It had a period of bad performance during 2007-2009 from what I recall which caused most outside investors to redeem their investment.
     
    #2767     Jan 23, 2012
  7. Loving the action in AUD and EUR. Can't wait to get back and get back trading again! :cool:
     
    #2768     Jan 23, 2012
  8. Wondering if Japan turning into a chronic trade deficit nation (officially beginning with tonight's report) will be the catalyst for a break in yen and the JGB market. I see the dollar is up more than a full yen today - which it never does unless there is an intervention.
     
    #2769     Jan 24, 2012
  9. Daal

    Daal

    NFLX jumped a ton after earnings report, funny I don't mentions of the Tilson ETF by the usual characters lately. I wonder why
     
    #2770     Jan 26, 2012