Global Macro Trading Journal

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

  1. Daal

    Daal

    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=922244

    Study of fixed exchange rates. Things that increase chance of exits
    -How long they have been on it(The more the more likely they will exit)
    And if I'm interpreting the results correctly(Which I might not be)
    -Inflation(The higher the more likely they will exit)
    -Current account balance(The bigger the deficit the more likely they will exit)
    -Openness(Same)

    Switzerland only has against it 'Openness'(huge CA surplus and deflation) everything else just increases the chance they will stay in. The avg fixed exchange rate regime is 12 years(Median 9)

    I'm sure these facts won't make it to the blogs though
     
    #4441     Jun 15, 2012
  2. Daal

    Daal

    In the other hand HK is way above the avg in the time spent on the regime(29 years!), have high inflation and rank quite high in openness
    Because inflation is likely to fall and RE to crash I'm not inclined to be long right now but when things settle down I will be back on it
     
    #4442     Jun 15, 2012
  3. jj90

    jj90

    Would venture a guess that the greek elections turns out to be a non event and the real deal is what the Fed announcement will be on Weds.
     
    #4443     Jun 15, 2012
  4. Daal

    Daal

    Reading the study more carefully it seems that Openness actually decreases the change of exit. So there is even less of a chance of a Swiss exit and decreased change of a HK exit by that factor as well

    In all 4 factors Switzerland does not look likely to exit
     
    #4444     Jun 15, 2012
  5. Go to the exchange it trades on, that will give the official close.
     
    #4445     Jun 15, 2012
  6. luisHK

    luisHK

    IB gives 0.80 on TSE and 0.63 on Amex
     
    #4446     Jun 17, 2012
  7. Yeah thanks guys. I kind of knew it had to be some kind of mistake. Thanks again.
     
    #4447     Jun 17, 2012
  8. ND wins, but not by any decisive margin. PASOK afraid to form a coalition without Syriza, for fear Syriza will mock with impunity from the sidelines.

    More uncertainty, more negotiation, probably more elections sooner rather than later.

    God Europe is a bore.
     
    #4448     Jun 18, 2012
  9. J.C. Penney on the way to single digits. The bull case on that puppy just exploded with whatshisname's firing.
     
    #4449     Jun 19, 2012

  10. Is that really a surprise though? He was basically a sacrifice to the gods so that Ron Johnson wouldn't have to throw himself into the volcano no?

    (Not that I am bullish on JCP)
     
    #4450     Jun 19, 2012