Global Macro Trading Journal

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

  1. Potential game changer for gold today
     
    #4281     Jun 1, 2012
  2. Specterx

    Specterx

    Final Greek opinion poll apparently shows Syriza with 31.5%, easily beating ND with 25.5%.

    Better tighten those seatbelts...
     
    #4283     Jun 3, 2012
  3. #4284     Jun 4, 2012
  4. Specterx

    Specterx

    I don't see how this is much use. If I made a list of the top 40 EPS-growers over the past 25 years and discovered that - surprise! - they beat SPX over that same period, that doesn't tell me anything about whether they will do so in the future. Very fundamental day-1 newbie backtesting mistake.

    Actually the most interesting bit is that the "dividend champs" appear to have no advantage at all from 1982-2000, i.e. during a secular bull. Once you account for taxes they may well lag the index, and this is the most hindsight-bias cherry-picked favorable subset. That's not what I would have expected.
     
    #4285     Jun 4, 2012
  5. #4286     Jun 4, 2012
  6. Daal

    Daal

    http://www.snb.ch/en/mmr/speeches/id/ref_20120531_jpd/source/ref_20120531_jpd.en.pdf

    Vice chair of SNB
    "In the current global context, Switzerland’s economic situation does not
    justify any strengthening of monetary conditions and this should remain the case for the foreseeable future."

    "However, the SNB does recognise that the long
    period of low interest rates we are experiencing constitutes a danger to the stability of the financial system. The domestic credit and real estate markets are vibrant and there are concerns about the possible build-up of imbalances, which could eventually lead to price corrections and substantial losses in the Swiss banking sector.

    There is no doubt, however, that, in the current context of global economic indications of downside risks to the Swiss economy, current interest rate levels and the minimum exchange rate are vital. Any
    concerns about the housing market must, therefore, be addressed by alternative means. The SNB thus advocates the introduction of a ‘countercyclical capital buffer’, a macroprudential tool targeted at the specific situation we are experiencing"
     
    #4288     Jun 5, 2012
  7. Right! Some folks on this thread are obsessed with "the market" though. Talking about "the market" is a lot of fun when hanging with the crew and all discussion about the Phillies has run down, but does little to make anyone any money.
     
    #4289     Jun 5, 2012
  8. If you have a futures position, then what the market does it pretty darn important.
     
    #4290     Jun 5, 2012