Global Macro Trading Journal

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

  1. luisHK

    luisHK

    Many definitely do... I'm adding longs every 10 pips down to 1.20:confused:
     
    #2791     Jan 31, 2012
  2. They will go any time, but they do like to administer a proper shock sometimes. Which means they sometimes would go in the middle of the night, during the Asian hours, for a bit of extra oomph. Who knows what happens, if anything, this time arnd.
     
    #2792     Jan 31, 2012
  3. Butterball

    Butterball

    If you look at the crude oil futures (as you would if you trade crude oil) you'll see it crashed in 08 and never recovered thus far, down 70% from peak. If you invested $100 in crude oil in December 2008 when spot was trading in the $35-45s - when it looked 'cheap' - you'd still have $100 today. If you adjust for inflation then you'll even be down 5% or so.

    That's the magic of commodity term structure (contango) eating up all potential gains for investors. If you look at Commodity indexes like the GSCI or Dow Jones that are used to index many total return swaps that real money investors plowed money into in 2007/2008.. they look a lot like the Nasdaq after 2000. Never recovered.

    So yes, while spot prices look much better that doesn't help futures index investors. I remember Jim Rogers was touting commodity indexes as superior to commodity stocks and he pointed to 'many studies' how futures indexes historically outperformed commodity equities. This time was different.
     
    #2793     Jan 31, 2012
  4. Where were Jan 2012 futures when CL hit $35 in Dec08?
     
    #2794     Jan 31, 2012
  5. Butterball

    Butterball

    Approx. $65. Topped around @ $142 in 2008.

    Fair point, I was only considering near-month rolling of contracts.
     
    #2795     Jan 31, 2012
  6. Well $98 for the front month today reflects a 50% gainer. I can't imagine any non-commercial would roll a long each month, do you?
     
    #2796     Jan 31, 2012
  7. Butterball

    Butterball

    Yet dozens of billions were invested in total return swaps and structured products indexed to front month commodity future baskets.
     
    #2797     Jan 31, 2012
  8. Ugly earnings report for AMZN. My fears on the Fire (POS device) are coming true. I think the time has come to buy this company. I'll be picking up some shares AH.
     
    #2798     Jan 31, 2012
  9. AUD through $1.07, EUR pushing $1.32 - one day after my return from a long vacation. Coincidence? I think not. Finger getting itchy.:cool:
     
    #2799     Feb 1, 2012
  10. Japan's population of 128 million will shrink by one-third and seniors will account for 40 percent of people by 2060, placing a greater burden on a smaller working-age population to support the social security and tax systems.

    The grim estimate of how rapid aging will shrink Japan's population was released Monday by the Health and Welfare Ministry.
    In year 2060, Japan will have 87 million people. The number of people 65 or older will nearly double to 40 percent, while the national work force of people between ages 15 and 65 will shrink to about half of the total population, according to the estimate, made by the National Institute of Population and Social Security Research.

    http://www.foxnews.com/world/2012/0...-shrink-by-one-third-by-2060/?test=latestnews

    Ofcourse we will all be dead before this really effects their markets...:p
     
    #2800     Feb 2, 2012