Global Macro Trading Journal

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

  1. Taleb has a more eloquent way of saying this: "Fooled by Randomness"
     
    #3761     Apr 30, 2012

  2. Well, I would draw a different lesson from the quote... first of all, it's not really about becoming "super-wealthy."

    I would argue a net worth between, say, $10 and $100 million is something that can be achieved through exceptional talent and lots of hard work. To become a billionaire (let alone multi-billionaire) from scratch, however, you need the prior two plus a large helping of serendipity.

    To repeat the quote: "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."

    Taking the super-wealthy part out, I would say the idea still applies because the concept scales to lower levels. The best shot at achieving generational wealth (i.e. a fortune big enough for your grandchildren to spend) is still finding a concentrated area of opportunity and really leveraging it.

    To do this within the context of trading pretty much demands raising money, starting a fund etc, in which case the concentrated area of opportunity is a robust strategy that can be effectively marketed and scaled.

    As for becoming "one of the world's richest," I would agree that is not a goal to be pursued directly, but more something that happens by accident. Soros originally wanted to make $1 million and retire as a philosopher. Zuckerberg never really cared about money and still doesn't seem to, etc.

    From an emotional standpoint, trying to become "the richest" is a foolhardy goal anyway. There will always be someone luckier and dumber. John Paulson, for ex., leap-frogged a lot of world class players by acting like a riverboat gambler (if his subprime all-in timing had been off by another 9 to 12 months, not at all a long time in the macro scheme of things, or if the government had acted more decisively, not all that far-fetched either, he would have been busto).
     
    #3762     Apr 30, 2012
  3. Daal

    Daal

    Interesting comments by Hugh Hendry
    http://www.scribd.com/fullscreen/91764042

    I very much agree with him with his comments of deflationary fears being in the market as a result of the 2008 crisis and its aftermath being fresh in people's minds.

    I saw a blogger make a crude calculation of what is the implied probability of the US turning into Japan derived by the yields in USTs. It came out at 70%
    It was a crude calculation but it should be roughly correct. It explains why yields in most industrialized government bonds are so low
    Of course, this Japanification bid in bonds won't stay there forever and I believe in the case of the US its highly likely it creates a mispricing in yields of USTs. I'm only long TLT to play a greater fool trade. I realize I'm one of the fools, which might give me an advantage over the other fools
     
    #3763     Apr 30, 2012
  4. Daal

    Daal

  5. Daal

    Daal

    #3765     Apr 30, 2012
  6. It's a very subjective exercise.
     
    #3766     Apr 30, 2012
  7. Daal

    Daal

    Are there quotes on deep OTM call options in USTs for expirations longer than 8 years?
     
    #3767     Apr 30, 2012
  8. Hell, no. Swaptions, for sure, but not USTs or UST futures. Also, when you say "call options on USTs", do you mean call options on the UST yield? I.e. you're looking for a way to be short the treasury mkt?
     
    #3768     Apr 30, 2012
  9. Daal

    Daal

    Not looking to short. Just trying to find out what are the implied probs of rates being say 100bps lower than right now many years from now. I mean call options on the price
     
    #3769     Apr 30, 2012
  10. Ah, yes, I see... Well, there's a bit of a problem trying to imply a probability distribution out of those. The zero bound sorta f*cks everything up (referring to swaptions, which is the only mkt that exists that far out).
     
    #3770     Apr 30, 2012