Global Macro Trading Journal

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

  1. Daal

    Daal

    "Early on January 15, 2015, the Swiss National Bank (SNB) sent global financial markets into turmoil with a surprise move to eliminate its three-year-old cap on the franc (CHF).

    In the wake of this unprecedented market event, OANDA demonstrated its ongoing commitment to doing right by its clients. Despite suffering losses and vanishing liquidity in the institutional hedging market, OANDA remained true to its 14-year legacy of transparency, integrity and fairness to our clients. OANDA did not re-quote or amend any CHF cross client trades. We even took the further step of forgiving all negative client balances that were caused when clients could not close out their positions fast enough (where permitted by regulations).

    As a very well capitalized broker, we are proud to report that it is business as usual at OANDA: client trading, deposits and withdrawals are processing normally.

    OANDA is proud of its strong reputation for fairness and integrity. We thank our customers for their continued loyalty and welcome new traders who want to experience outstanding service and execution.
    Specific questions about individual fxTrade accounts will be addressed by our Client Experience team via http://www.oanda.com/corp/contact/.
    Thank you for trading with OANDA,"
     
    #5191     Jan 15, 2015
  2. m22au

    m22au

    That's a positive for the immediate situation. A much better situation than Saxo Bank:
    http://uk.reuters.com/article/2015/01/15/markets-forex-saxo-idUKL6N0UU52W20150115
    http://brontecapital.blogspot.com/2015/01/it-is-time-to-close-saxo-bank-down.html

    However there is still credit risk with Oanda, and without publicly traded stock or bonds, it's hard to know what the market thinks of the company. Whereas Refco, MF Global, FXCM, IG Markets, Plus500 all had or have a stock that indicates how bad (or otherwise) things are with the company.
     
    #5192     Jan 16, 2015
  3. Daal

    Daal

    Yes, I don't like that credit risk at all. I'm considering buying HKD "ibonds", they are inflation linked bonds but are different from tips. The yield is the based on their CPI or 1% (whichever is higher). At IB, the yield displayed is wrong (says 3-4% for bonds with 1-2 maturities, that is totally off)
    The yield to maturity is unknown because it depends on the actual inflation. I think (not entirely sure) the market expects a 2.5% avg interest in the 2017 series, they sell at a premium of course (104.65 now). If the expectation plays out the bond will pay out 0.65% or something like that. I'm basing this on a breakeven of the 5y HK gov bond (not inflation linked) yielding 1%

    Of course, the real kicker is if they let the currency fluctuate. Assuming a 25% gain (what Ackman had estimated IIRC) and a 10 year horizon, there is theoretically a 2.5% "extra" yield totallying 3% a year in a AAA rated bond in a country with a government budget surplus and 30% debt to GDP ratio
     
    #5193     Jan 16, 2015
  4. Daal

    Daal

    What is crazy about this is the swiss inflation is negative, housing has stopped rising (potentially deflationary) and unemployment is perking up, all deflationary. You would think they would ride the EUR currency weakness wave for a year or two before letting go the peg in order to prop up inflation. That's what you would expect for sure
     
    #5194     Jan 16, 2015
  5. Daal

    Daal

    I'm withdrawing my money from Oanda, its not a lot but I think this might just create a run in these bucket shops. I rather pay the wire fee
     
    #5195     Jan 16, 2015
  6. Daal

    Daal

    Thought about shorting FXCM but I'd be careful here ($3 pre-market). The loss wiped out their shareholder equity but if a savior comes in he will scoop a business that generates $10-$14M a year, that is worth at least $100M. Unless there is fraud I don't think shorting at $3 makes any sense
     
    #5196     Jan 16, 2015
  7. Daal

    Daal

    in retrospect maybe it was a short. $3 is likely to be on the top of the buyout range. you would have all the downside of the other scenarios with limited upside except for technical squeezes
     
    #5197     Jan 16, 2015
  8. Daal

    Daal

    FXCM got a deal. stock is likely to squeeze pretty hard when it opens. anyone who didn't take profits at $1 is nuts
     
    #5198     Jan 16, 2015
  9. Daal

    Daal

    FXCM popped to $3.7 my $3 likely top for the buyout range was off by a bit but I did missed two trades on this. Shorting at $3 with a cheap shot to the downside (and the upside capped by the still high valuation). Maybe this is a trade in itself (shorting pre-market a stock with shocking news, emotional selling can get you in the money by itself)

    Buying at $1.5 and $1, I thought about it but I had a stressful week and didn't pull the trigger because of that. Not buying at $1 was criminal, zero bound protects you and my read of the financials told me there was value for a savior there. Interesting situation nonethless!
     
    #5199     Jan 16, 2015
  10. jj90

    jj90

    Daal, since you got away from macro in what 2013? How have you found your switch to daytrading like? As well as your expected vs actual performance from macro to daytrading?
     
    #5200     Jan 20, 2015