Global Macro Trading Journal

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

  1. Daal

    Daal

    Of course, the model has to take into account valuation too. Its valuation+sentiment+other factors that can help to determine how much in stocks/bonds its interesting to own.

    2009 was just an unbelieable combination of factors that was telling one to buy, when price action joined that, then it was just a huge buy but I didn't see it because I was too rigid in my theory/view.
     
    #5821     Mar 28, 2016
  2. Daal

    Daal

    Right now valuations are on the high side, sentiment is bullish/neutral and people have been caring/changing their minds about some risk factors (central bank policy, EM economies, China, etc) so I own some stocks but I'm not in love with asset class. I want to own plenty of dry power in cash/bonds/gold to buy things if/when they turn
     
    #5822     Mar 28, 2016
  3. Daal

    Daal

    But 2008/2009 was tough, very few people were able to make money being a bear during the down move and then make it again being a bull after the reversal. I got a bit lucky that the Fed funds futures market was so inneficient back then and I was able to bank on that even though I was a bear (one of the few bear trades that was working). If it wasn't for that, I would have lost money
     
    #5823     Mar 28, 2016
  4. pacers

    pacers

    #5824     Mar 30, 2016
  5. Unfortunately, things haven't really worked out all that well for Colm...
     
    #5825     Mar 30, 2016
  6. Daal

    Daal

    Only actual news is that they are going after the other covenants (interest coverage and others) and that they stood behind the 10-K delivery guidance. I'm still in the same camp, while Hempton deserves props for being right about Philidor and some other issues ultimately this will come down to cashflows (which is a 2016-2018 story) if the bulls are right the stock is worth $100 easily. If they are wrong its a $0. But I view as being more likely they are right. When Pearson came back that indicated that he didn't think he build a 'house of cards', corrupt CEO's leave and never come back when that's the case, his behavior suggests there is something else going on. The board is kicking him out but to me what matters is that decision to come back, as a poker player I see that as a tell that there is an overreaction going on. If the bears are wrong this sell-off is a large overreaction

    As far as asset classes, I'm in stocks/long-term US bonds/long-term Brazil USD bonds/cash and gold. I got some 'special situations' like small positions in HY bonds and ocassional stocks that I get involved but most of my assets are in PSH/EWZ EWZS/BRKB/USTs/BR bonds/USD/BRL Cash and GLD
     
    #5826     Mar 30, 2016
  7. Daal

    Daal

    I think right now I got 25% in stocks, 9% in gold and the rest in bonds/cash
     
    #5827     Mar 30, 2016
  8. pacers

    pacers

    Do you still hedge PSH with VRX or did you drop it?
     
    #5828     Mar 30, 2016
  9. Daal

    Daal

    I still got the same hedge I had from 70-80s. its small now as shorts get smaller as it goes down. I added to PSH at a good discount to NAV so I already saw that are protective and didn't see a need to hedge
    If VRX goes to $0 I lose around 1.2% or so in theory but maybe I won't lose anything if the discount to PSH NAV decreases.
    The fear got so high that last week, effectively on PSH, VRX as already a $0, which is nuts
     
    #5829     Mar 30, 2016
  10. pacers

    pacers

    Good would be nice to see how this one unfolds especially for Ackman. I respect the guy and wouldnt want to see him out the market. I kinda enjoy his shenanigans on TV.
     
    #5830     Mar 30, 2016