Global Macro Trading Journal

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

  1. Butterball

    Butterball

    I am not short because I love being a contrarian, I am short because the pair has been acting weak as of late. That's all.
     
    #3591     Apr 20, 2012
  2. Butterball

    Butterball

    You ignore negative vs. positive expectancy.
     
    #3592     Apr 20, 2012
  3. Daal

    Daal

    No, what I meant is that this excitement of people usually drive prices to a point where there is negative expectancy by following them
    Its well documented that the worse horses to bet are the ones with the 'best odds'(long shots)
     
    #3593     Apr 20, 2012
  4. I am, but, regrettably, I persist in my skeptical views.
     
    #3594     Apr 20, 2012
  5. Daal

    Daal

    I say this even though I'm long the HKD. But I believe there are key differences, I just don't see credible arguments for depegging right now of the CHF. People talk about billions in 'costs' but there are no 'costs' if the FX rate is fixed, when you let it go there is(Assuming CHF goes up and EUR reserves lose value as a result), so if the SNB is trying to avoid looking like a fool they won't let the peg go. Its kinda like a bank who can choose when to writedown its CDOs, there is an incentive to delay

    Furthermore from the perspective of how CBs think, they also know that doing QE in gov bonds involve costs too(inflation rises and you lose money in the bonds you bought). Inflation and core inflation is negative, they WANT to print some money

    In the case of HKD I believe the case is more credible given that they want to decrease inflation there, as China slows and HK slows I get closer and closer to dropping my bet but I'm still on it
     
    #3595     Apr 20, 2012
  6. Butterball

    Butterball

    I don't doubt that but there's nothing exciting about entering a trade with a positive expectancy. It doesn't guarantee you're right. I don't see the analogy to horse races, sports betting or lottery at all.
     
    #3596     Apr 20, 2012
  7. Butterball

    Butterball

    See it's just a difference in personal approach. I don't mind entering trades even if there's few fundamental arguments for them... there may even be dozens of headlines in random research that speak in favor of entering the opposing position.

    Considering your conviction, how much of your net worth are you betting long EURCHF?
     
    #3597     Apr 20, 2012
  8. Daal

    Daal

    Currently 1%(If the pair goes to 1.15). But I plan to increase to 3-4% if the 1.2000 level gets tested
     
    #3598     Apr 20, 2012
  9. dhpar

    dhpar

    well that certainly is a difference between us. if i have a bias i never trade against it - at worst i am flat. it is very difficult to stay with the trade which is against your convictions to start with when the going gets tougher...
     
    #3599     Apr 20, 2012
  10. Daal

    Daal

    The analogy is this. A horse that might be 70-1 to win the race, gets priced by the public at 50-1 because people get excited at a large payoff with a low risk. Similarly in trading you might have a trade with a large pay off and small risk but it doesn't guarantee it is positive expectancy at all, specially when the trade is popular AND the thesis has flaws in it

    The thesis could be correct in a point or 2(People might know about some political pressures that I don't because I don't read their newspapers) but it doesn't change the fact that other elements(costs, CB misunderstanding) are incorrect, thus the pair is mispriced due those factors. On avg I should profit from that
     
    #3600     Apr 20, 2012