Global Macro Trading Journal

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

  1. Daal

    Daal

    There is another reason why I like ETFs/Futures and wish I had traded them more over the past few years. Having a skill set there is more valuable than just about anything else! For instance, over the past few years I have gotten pretty good at trading OTC stocks (OTCBB and pinksheets) but that market (due changes in SEC policies) has pretty much died, maybe it comes back one day but I doubt it will be as good as it was. The value of the skillset I accumulated has evaporated (I still make some money there but its like 10% of what I used to).

    Small caps nasdaq stocks are smilar too (although if the bio bubble bursts this skill set is likely to be worth considerably less), you can make some and there is some value there but being a good ETF or futures trader you have a skillset that you can scale into infinity. If you get extremely good, you might even be able to open a fund and then trade hundreds of millions of dollars, all with similar patterns/setups you have learned. Accumulating experience (like missing gains from shorting gold into a red roll of a 'dovish' fed minute) is likely to pay off much more over the long-term than other types of trading. Lesson learned.
     
    Last edited: Oct 8, 2015
    #5421     Oct 8, 2015
  2. Daal

    Daal

    But another pretty big mistake I made today was not buying SPY when it broke $200 for the third time. The first time it could have been just an algo thing from the minutes headlines, then it went red. The 2nd time could be just a fakeout rally. Then it pulled. but when it broke for the third time, there was at least 60-70% chance it would keep going. I should have just gone long there as an intraday play and everything would have been much better. my mistake was going in too biased into the report. In september I had a contingency plan in case the Fed was dovish, this time around I didn't and I paid for it
     
    Last edited: Oct 8, 2015
    #5422     Oct 8, 2015
  3. Daal

    Daal

    But again, the funny thing is, bonds sold off and gold finished red at lows. This report was only dovish to equities and steve liesman
     
    #5423     Oct 8, 2015
  4. CH1973

    CH1973

    Daal I could not agree more with u.
     
    #5424     Oct 8, 2015
  5. Daal

    Daal

    Am I crazy to think this rally is based on shaky grounds? Its being fueled by commodities and global financial conditions easing as a result of expectating of no hike by the fed. But those were some of the things that prevented the fed from hiking in the first place. I think this is pretty much a reverse tepper moment here. Either stocks fall and the fed doesn't hike or stocks rise (with commodities leading) and this gives the Fed what they want to hike and then stocks fall as a result
     
    #5425     Oct 9, 2015
  6. Visaria

    Visaria

    What sort of position size spread do you use? I'm trying risking 0.1% to 5% of equity per trade, that's 50x from bottom to top.
     
    #5426     Oct 9, 2015
  7. Daal

    Daal

    For day trades (and some day trades that I keep holding for days) I usually risk 0.01% to 0.5%. For position and macro trades I usually have more risk tolerance. I might even to to 2% for good setups (though its really rare for me to go that high). I think the most I ever went to was around 10% back in 08/09/10/11 when the Fed futures markets were ridiculously inneficient. They would typically price rate hikes 8-12 months out with unemployment at 8-9% with little inflation risk. Just goes to show how ridiculous that was, its like half a decade later and there still debate on when the fed will raise rates.

    The inneficiency went away after the fed started to publish their forecasts for the fed funds rate. These days these futures seem quite efficient. lots of the idiocy has left the market

    My position size for day trades is definetly on the low size of what is appropriate. I do this for several reasons that I can go into if you want. I don't claim its appropriate for others to do so though
     
    Last edited: Oct 9, 2015
    #5427     Oct 9, 2015
  8. Daal

    Daal

    If SPY goes full retard, I will probably lose around 0.75%, maybe 1%. It doesnt sound like a lot but because my day to day fluctuations from day trading tend to be small. It will feel like quite a loss
     
    #5428     Oct 9, 2015
  9. CH1973

    CH1973

    In this case its not only the size of the position that matters but also how far is your stop price, isn't it? Do you define 1st the stop price and the calibrate your position size or the opposite?
     
    #5429     Oct 9, 2015
  10. Daal

    Daal

    I define the exit area, then calculate the loss if it gets there
     
    #5430     Oct 9, 2015