Global Macro Trading Journal

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

  1. Or, you and Hussman might be totally wrong, and it might not be a greater fool game at all - it could easily be a totally justified and long-overdue move. There aren't any actual *facts* that say it's a greater fool game - just one person's model.

    Even if it is a 'greater fool game', as a trader you have to ask which do you value more - sticking to a view, or making a profit?
     
    #3131     Mar 13, 2012

  2. Depends on a few things, but I like a combination of 3 and 4 -- finance the purchase of long-dated puts with bear credit spreads, thus taking a limited amount of upside risk, but having a zero carry position that can't be stopped out with open-ended potential if AMZN freefalls.
     
    #3132     Mar 13, 2012
  3. Daal

    Daal

    And what about you?How you done this supposed extensive scientific work in hundreds of markets to base your long on?
     
    #3133     Mar 13, 2012
  4. Daal

    Daal

    Thats why trading isn't science, its making educated guesses based on limited information
     
    #3134     Mar 13, 2012
  5. [​IMG]

    "After a certain high level of technical skill is achieved, science and art tend to coalesce in esthetics, plasticity, and form. The greatest scientists are always artists as well."
     
    #3135     Mar 13, 2012
  6. Specterx

    Specterx

    So, was he just lucky in 2000, 2007, 2010 and 2011?

    The chart here is rather dramatic: http://www.hussman.net/wmc/wmc120305.htm

    Of all the angles one could take to criticize Hussman's results or methodology, going after his "risk is extremely high" calls is by far the weakest. They've been consistently spot on, certainly within the tolerances prescribed by his investment horizon (years to decades). Other aspects of his investment strategy have proven manifestly detrimental to his returns, but not this one.

    His "syndrome" described above is merely saying that SPX has gone up really far, really fast, in the midst of heavily bullish sentiment and overvalued conditions, and it's therefore not the best time to buy. It can't actually hurt that historical backtesting supports this conclusion. Nobody can be certain of the future and nobody can make you change your opinion, but to me it seems irresponsible to so easily dismiss Hussman's arguments as fluff without a more rigorous investigation.

    As always, this is all hugely irrelevant to whether going long ES next week on a pullback is a good idea.
     
    #3136     Mar 13, 2012
  7. Specterx

    Specterx

    AMZN could be a decent candidate for an outright short.

    Short on a decisive break of the green trendline with a trailing stop above the red. $130 is a reasonable technical target, figure you get the short no lower than $170 and the stop will be a maximum of $188; 2.3:1 R:R.
     
    #3137     Mar 14, 2012
  8. Butterball

    Butterball

    What about your very own 'bond yields are low so investors are forced to bid up equities' or 'companies are beating analyst expectations so that's bullish' theories? That's no data mining?

    Have you tested them over hundreds of international equity markets? What about walk-forward testing?

    If you're trying to piss on Hussy you'd look a lot better if you brought at least a fraction of his logic rigor to the game.
     
    #3138     Mar 14, 2012
  9. Treasurys finally getting the news that the world isn't ending. Ugly.

    TLT might be down 10% YTD before week's end.
     
    #3139     Mar 14, 2012
  10. Not 3 months ago it was all private banking clients wanted to buy...:D
     
    #3140     Mar 14, 2012