Global Macro Trading Journal

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

  1. OK, thank you and thanks for sharing. I just thought it a bit odd that someone who actively seeks publicity should do a private registration to hide his identity.
     
    #5171     Oct 31, 2014
  2. Daal

    Daal

    So I'm reading Tony's finance book now. There is some good stuff in there but I'm also a bit disappointed

    So far I run into things that makes the book not as good was I thought it would be:

    -He talks about a guy who only made $14,000 or less a year for his entire lifetime but ended up being worth $70M when he was old. This is to explain the power of compounding and the importance of saving. Important things but the example is not good, the guy invested all his savings in UPS stock and got lucky that the company was a tremendous success. I'm sure Dick Fuld doesn't think this strategy is very smart

    -He talks about how a guy investing $4,000 early on will be worth more than his twin brother investing $4,000 later in life. The idea is that the first guy invested less but he did early, so compounding helped him be worth more. Except this isn't accurate, given that the first guy invested when the money was worth more. In constant dollars (inflation adjusted) the comparison might actually be close (not surprisingly this example was created by the guy who wrote The Random Walk Down WST). Tony should have caught the error

    -The All-Whether Portfolio from Dalio is hyped up too much. He uses data from 1984 to 2013 to talk about how you can earn the 10% of the stock market without that risk (worst loss 3%). But the portfolio is heavily invested in long-term US bonds (40%) and 30% in stocks. Both had huge bull markets which explains why the performance was so good. I have written about a all-whether style portfolio that would be the ideal for the next 20 years, Ghost of Cutten has also written about it. This Dalio portfolio (that he doesn't use it) is very vulnerable to a high inflation period. More gold and the addition of REITs are probably a superior approach. I believe Dalio is heavy on TIPS (in his actual fund, bloomberg had some articles about that). Loading up in the 30y and in stocks is just crazy. Commodities can come back or the central bank stimulus can bring on higher inflation, not to mention the high levels of debt of world governments. Its not a no brainer to bet on inflation but its definitely a risk that a portfolio has to be robust enough to handle

    More thoughts when I finish it
     
    Last edited: Nov 20, 2014
    #5172     Nov 20, 2014
  3. Daal

    Daal

    I believe Dalio can't really buy commodities/gold/REITs easily given that he has so much AUM. Thats probably why he uses TIPS. Point is, inflation protection is important
     
    #5173     Nov 20, 2014
  4. Daal

    Daal

    Back when I was in the macro game I was considering that the ideal portfolio would be a diversified mix of assets including stocks, bonds, gold, REITs and then use that portfolio as collateral to occasionally bet on macro events. You would get a 4-5% annual return(historically it would be more like 8-9% but valuations are high now) and then boost that with the discretionary bets.
    Now that I'm day trading I can't really do that. I noticed that these day to day fluctuations from the investment side tend to affect my "mental capital" and degrade my day trading performance. If I could put in a different account that I would not look at, that would solve it but I can't do that because then I would have no margin to day trade. So I just put it in 5 USTs (yielding 1.4% or so) and BZF (Brazilian Real ETF, pays 10% a year. A lot of my costs are in real) and that's it
     
    #5174     Nov 20, 2014
  5. Daal

    Daal

    This is not to say the book is bad. There is some great info on saving money in fees, taxes using a financial advisory instead of a broker/financial salesmen etc. For most people that's great. I just hoped it would be more precise
     
    #5175     Nov 20, 2014
  6. Daal

    Daal

    I finished reading the book and here are my final impressions

    -the book is excellent for US citizens or residents. There is quite a bit of stuff in terms of savings money in fees, having access to interesting financial products (like special kinds of annuities) or tax breaks. For instance, I had never heard about special kinds of life insurance products that are tax free for accredited investors (and in same cases for small investors as well). these life insurance policies also enable the person to borrow against the plan and use the money in his or her lifetime. This in conjuction with Roth IRA's and Roth 401ks enable US persons to decrease the pretty ridiculous tax rates that they face. Its not so useful to me but for those living there its a must to know that these options are avaliable

    Another cool product are some kind of special types annuities. If they are low fee, I believe annuities can be valuable. If someone wants to earn more than the risk free rate but they are unwilling to tolerate a big drawdown, an annuity would be like giving up a few % points in order to have zero volatility. The insurance company takes the downside because they trust that over the long-term they will earn more than they are paying out.

    -The portfolios can also be very useful for US investors. The dalio portfolio (40% 20-25y USTs, 15% 5-10y USTs, 30% stocks, 7.5% gold and 7.5% commodities) might work for a US citizen who is willing to risk having subpar returns in case of inflation but for someone living in a riskier nation (brazil) like me, putting 40% in long-term government bonds is madness. Even long-term inflation adjusted bonds is risky (though its better than the ones that are not) because the government changes the inflation calculation when they run into trouble (as was in the case of Argentina).

    They also offer some other portfolios for those who are more risk tolerant. The guru interviews were very short, he really abridged them down a ton, which is a shame. I would love to have them unabridged. All in all, its a must for those living in the US. For those outside, there is some good info but you must be careful not to apply the advice there without taking into consideration special risks or lack of tools you might have
     
    Last edited: Dec 2, 2014
    #5176     Dec 2, 2014
  7. Daal

    Daal

    I haven't run the numbers as it is tough to get data but I'm pretty sure the Dalio portfolio would get a huge drawdown if tested for the 1980's early 90's Brazil. Essentially half of the portfolio turned into confetti during the hyperinflation. The stocks and gold/commodities saved the portfolio

    Add REITs and more gold/TIPS instead of the 55% government bonds (maybe bringing it down to 30%) and the portfolio would probably have done ok.

    But perhaps the better solution is to use global stocks/bonds/reits indicies and remove the country risk altogether. it can be annoying with the currency risk which is why I"m not entirely sure its a great solution. if anyone has any thoughts, feel free to share them
     
    #5177     Dec 2, 2014
  8. Daal

    Daal

  9. Daal

    Daal

    In the Money: Master the Game book, Kyle Bass talks about the Japan blowup trade being even better than the sub-prime crisis trade where he made $1B from $20M or something like that. I recall I investigated that a few years back but found no way to do that trade at a retail level with good odds. Mainly because we don't get access to CDS. That said, does anyone know a way to play the bearish side of Japanese debt in a very asymmetrical way? Bass claims to be a 100-1 payoff or something like that. I'm not even sure he is right but for 100-1 I certainly would be willing to give away 1-2% a year in the hopes that I'm wrong
     
    #5179     Jan 9, 2015
  10. m22au

    m22au

    It's entirely possible the debt will be fine in nominal terms. After all, the BOJ can buy up JGBs in unlimited quantities. Then once they've done that, hold a press conference where they announce that they're ripping up the bonds and not expecting payment from the government.

    If this view is correct, then the JPY continues to depreciate. In this case, the asymmetrical bet (if that's your preferred way of expressing a negative view on Japan) is to buy options that express a negative view on JPY. For example, a USD/JPY call with a strike price of 200 or 250.
     
    #5180     Jan 10, 2015