Global Macro Trading Journal

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

  1. Daal

    Daal

    My PSH (Ackman's fund) investment is not doing so great but frankly, I'm not concerned. I shorted some amount of VRX to get the total exposure down to 5-7% (from 15%+) exactly so I could whether any storm that could arise from the volatility. This is like an early stage berkshire, people can scream and panic all day in the media about how this is the end of ackman but buffett has had 3 50% drawdowns in his career, and a number of 30% ones. And he had a lot more diversification than Ackman. The public hedge fund is not subject to redemptions so I don't see much of a reason to panic. Even if he is wrong on VRX, the value in the other stocks compansate to the shareholder, specially if the exposure is brought down to 5% by shorting VRX common
     
    #5761     Mar 1, 2016
  2. Daal

    Daal

    With stocks ripping in late 2015, I wanted to be adding duration and lightening up in stocks. Unfortunately I didn't do that.
    When stocks were in a panic I wanted to be buying good stocks that I like and lightening up in bonds (or at least, decreasing duration). I did half of that, in the bond side I traded really well. Sold some bonds and what I held I had some hedging with shorts in fed futures. In the stock side I didn't do a good job, part of it was because my hands were tied due the short puts in BRKB. I ended up not sticking to the plan but at least I didn't because I really didn't see how I could have. Wasn't like I frooze in the panic like a lot of people did
    With stocks ripping, I want to be adding back bond duration and lightening up in stocks (and opportunistically buy SPY puts when things look like they will reverse, but i want to be patient and not get bearish into a boring rising market). Question is when. I thought the idiocy wasn't going to return to the market but it looks like it is

    Its tough to time these things but I believe odds still favor a conservative approach (that is an approach that takes into account that we might see price declines soon, so its better to wait than to chase desirable positions into the rally. also an approach that has some good hedges in place) due the likelihood of Fed hikes as a result of the stock market pop and better econ data.
     
    #5762     Mar 1, 2016
  3. Daal

    Daal

    Brazilian risk assets are having a big run. Impeachment or removal of the leftist president is driving risk seeking sentiment across the board. I'm not selling a share or a bond of what I own. If this thing catches some momo, it could go a lot higher than most think. It has done so already
    If it comes back down, then I get the chance to buy more
     
    #5763     Mar 3, 2016
  4. Daal

    Daal

    As I said before, now its the time we cry and wish we had bought more at the lows (and I certainly wish I had bought more brazilian stock etfs). I don't think all the hope is lost though, I expect something out of China knock risk assets down over the next few months. Either bad econ numbers, devaluation or something. Either that or a hawkish Fed. Or something else. I don't think this market is headed to a 12 VIX and a permanently high plateau anytime soon. We just need a shift in the mood of investors, that might take a while though
     
    #5764     Mar 3, 2016
  5. Daal

    Daal

    #5765     Mar 3, 2016
  6. Daal

    Daal

    Brazilian stocks and the currency are rising more today as Lula was detained (not arrested). I plan to hold these stocks for years, I expect the recession to end this year and a more centrist or right wing government to take over (when, I don't know). Potentially, this market will make a new all-time high within a few years as valuations improve (due the end of the recession and the better expected government policies). Now the currency, I'm not so optimistic about. Its rallying a lot but Brazil needs to do a big austerity package (bigger than anything ever done before) to close the fiscal imbalance, I'm not sure the political will is there to do that even with a better government. So that makes inflation be an interesting option for the government. Of course, you can't fight this trend now but down the line, I expect financial repression and inflation to be important downward forces to the real
     
    #5766     Mar 4, 2016
  7. Daal

    Daal

    Potential Soros reflexivity on brazilian markets going forward. as sentiment improves, so will business investment, consumer spending, etc. this will improve the economy and give reasons for stocks to rally further. a self reinforcing cycle. Be careful about playing this short, unless its a daytrade, you might be surprised of how high things go
     
    #5767     Mar 4, 2016
  8. Daal

    Daal

    Its kinda like a 2009 moment for Brazil. In the US as stocks rose, people kept bashing the market saying it was a bear market rally, there was still concerns over XYZ. Yet, every bull market you have concerns, you never can catch a good run without buying with concerns
     
    #5768     Mar 4, 2016
  9. Daal

    Daal

  10. I am intensely curious why anyone would want to invest in/with Bill Ackman...
     
    #5770     Mar 5, 2016