Global Macro Trading Journal

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

  1. Daal

    Daal

    I never realized but it looks like the Ackman private capital fund has been IPOed a while back
    PSH (Amsterdan), PSHZF (US OTC)
    I just read the prospectus and it looks pretty good. Its definetly on my buy list for flash crashes days or when the VIX is on the moon (another one is shorting puts on BRKB or buying the stock if its low enough)
    Some points on the prospectus: if Ackman dies the company will be liquidated (which is good). Fund does not pay US tax (except with distributions and gains related to real estate) similar to how a non-US trader doesn't pay capital gains taxes. No Holland tax either (except for small things). If the share price tanks low enough compared to the NAV, they will buy it back in the open market

    Currently, it trades bellow NAV. So this is a chance to invest in a hedge fund at a discount and a strong track record
     
    #5251     Aug 27, 2015
  2. Daal

    Daal

    The HLF short (which I'm not a fan of) is only 4.3.% of the fund
     
    #5252     Aug 27, 2015
  3. Daal

    Daal

    I see these sorts of tickers as good placeholders for cash. It will earn more than USTs while you wait for great ideas to put trades on. I just need to see if my broker will let a holland ticker to be marginable
     
    #5253     Aug 27, 2015
  4. luisHK

    luisHK

    FWIW it seems marginable with IB, margin requirements show Default.
    I went a bit through the prospectus but it's quite long, do you know how the management fees are calculated ?
    Does it come up to 2/20 ?
     
    #5254     Aug 27, 2015
  5. Daal

    Daal

    Its either 1.5% or 2% with a 20% performance fee. The high water mark is at $25 NAV
     
    #5255     Aug 27, 2015
  6. luisHK

    luisHK

    OK, thanks for that info, good to know about this option, there is roughly 5 to 13million euro traded on the Amsterdam PVH ticker but IB doesn't show any US listing of Pershing though
     
    #5256     Aug 27, 2015
  7. Daal

    Daal

    Yeah, some brokers are weird when it comes to OTC tickers. But it trades with a large spread on the OTC and usually they are non-marginable. So for me the Amsterdan ticker is the way to go
     
    #5257     Aug 27, 2015
  8. Daal

    Daal

    I got the Oct and Nov Fed futures contract on a watch for a buy. I don't think there is much of a chance the Fed raises rates in the next meeting, maybe in the Oct meeting (but thats late Oct to it will not affect much the settlement of the Oct contract) but even that, its a strech. The voltatility in the markets will get them to be defensive and this means 'wait and see'
    There is not a lot of juice in these contracts right now but with the econ data this week (specially NFP) they might tank and provide a good entry for a long
     
    #5258     Aug 31, 2015
  9. Daal

    Daal

    The Oct Fed contract didnt react to this ES tank so I bought a little bit. The lower stocks go the less of a chance of a hike. Also, huge miss for me on the SPY short. When I looked at the daily chart this morning I said to myself 'time to short with a stop at recent highs'. unfortunately the China news screwed this all up and ES was down 2% by the time I looked at it. I should have shorted at the close yesterday but I don't have the habit of checking daily charts at the end of the day only at the beginning. This was a mistake and in this case, a costly one
     
    #5259     Sep 1, 2015
  10. Daal

    Daal

    On no hike the Oct contract is likely to make 10bps. If they hike, it will lose something like 20-30 bps (leaning towards the lower end of that). So the risk reward is not great but I believe the chance of a hike in Sep is something like 5%
     
    #5260     Sep 1, 2015