Global Macro Trading Journal

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

  1. http://www.bloomberg.com/news/2012-...res-gain-5-billion-led-by-amazon-s-bezos.html

    “Most of these billionaires got super-wealthy because they had one big position, one big activity they were a majority owner of, that did amazingly well.”

    Food for thought...

    p.s. still interested in AMZN short at some point -- just not yet

    Amazon's profits continue to underwhelm, with an operating margin of just 1.5%, or $192 million. To put that in context, that is about the operating profit Apple earned per day last quarter. Yet Amazon's valuation, net of cash on the balance sheet, is more than a fifth of Apple's.

    http://online.wsj.com/article/SB100...70024148709552.html#mod=most_viewed_markets24
     
    #3751     Apr 29, 2012
  2. Daal

    Daal

    I just thought of something else the currency risk of the foreign gov bonds can be controlled by shifting the share of domestic/foreign stocks in the stock portion up to the desired level of the investor. So the argument 'but there is additional FX risk' won't do it
     
    #3752     Apr 29, 2012
  3. Daal

    Daal

    Furthermore he doesn't need to invest in yields that are 'mispriced', we are talking about a float like cash, all it needs to happen is for it to return 0.01% or more that it already adds to networth gains every year. Even if say German yields are 1% but the correct theoretical price should be 0.5% because of risks one doesn't know, it doesn't matter because its ALL profit

    For investing this cash to be a bad idea the return on financial assets(specially safer assets) would all have to become negative in nominal terms in the long-run. A totally absurd argument
     
    #3753     Apr 29, 2012
  4. Daal

    Daal

    You make a number of good points. It seems that you are correct in this regard. I would like to know where you got your correlation data between gold with stocks and commodities with stocks and how far back it goes
     
    #3754     Apr 29, 2012
  5. Daal

    Daal

    Let me correct I mistake I posted. The cost of financing a gold futures position for 1 year is a little over 1%(not a previous completely off figure I used, I have no idea how I didn't see that). The futures are cheaper than the ETF (GLD with 0.4% expense ratio) 2 months out. At 3 months is quite close, you can call it a tie. So the FREE FLOAT effect happens only with 3 months out futures or less, with more its really cheap float(True cost = 0.4% expense ratio - the rate of financing the futures)
     
    #3755     Apr 29, 2012
  6. jj90

    jj90

    Good discussion between Daal and GOC so far. I'd just like to add there is a timeframe restraint as well. Someone who is young can attempt to risk a fat tail however unlikely, because there is a lifetime to make up for the difference. Someone who has say a 5 year rolling horizon because the individual is very old may not be inclined to take that risk, even though there maybe positive expectancy. Comes back to risk vs reward.
     
    #3756     Apr 29, 2012
  7. #3757     Apr 30, 2012
  8. Daal

    Daal

    But even taking age consideration it's simply not possible that having free cash around is inferior to not having. Because you can always do nothing with it. This is not even an opinion, its mathematically irrefutable

    At the very least, having free/cheap cash around should save the trader from having to pay retail interest rates on borrowing funds(To support macro bets)
     
    #3758     Apr 30, 2012
  9. There's a survivor bias problem there though. Let's take entrepreneurs who make their first $10 million. Is it net profitable, as a group, for them to sell half their stake and diversify? Second, and more important - is it net positive in terms of life satisfaction?

    So, out of 100 entrepreneurs who hit 10 mill, let's say 1 makes 1 billion+, 4 make 100 mill, 15 end with 10 mill, 30 end up with 1 mill, and the rest lose everything. That's 95 out of 100 people who would have been financially better off by hedging at the $10 mill mark, AND they took far less risk to get this superior outcome. And the 5 that scored big, the difference in satisfaction between 50 mill and 100 mill, or 500 mill and 1 bill, is marginal, it could be zero or may even be negative (security concerns, adverse publicity, loss of privacy etc).

    The lesson then is that in most cases you need to be highly irrational - ignoring risk; gambling with money you can't afford to lose to get money you don't need - to maximise your chances of becoming one of the world's richest people. Probably only a small fraction of the world's billionaires actually reached that goal whilst following rational risk/reward trade-off decisions.
     
    #3759     Apr 30, 2012
  10. luisHK

    luisHK



    I find it highly unlikely that out of 100people who manages to growth to 10mil USD networth, 80 would lose at least 90% of this. But it's also quite likely a large amount of those people would hedge their wealth.
     
    #3760     Apr 30, 2012