Global Macro Trading Journal

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

  1. Daal

    Daal

    With the Brexit, its even more illiquid. yet, people are pricing highly liquid things off those inputs
     
    #5941     Jun 21, 2016
  2. Daal

    Daal

    I see these sorts of manipulations in pump and dumps where someone manipulates the pre-market session (usually creating a gap up) so they can dump shares during the regular session (with far more volume than what they needed to push things premarket). Its all about affecting people's psychology
     
    #5942     Jun 21, 2016
  3. Yes, I can see how that can work in small mkts where the number of inputs is limited, as in the various pumps and dumps. It's very very hard for me to imagine a successful manipulation on a grand scale that ZH is describing. Simply because the manipulator will be facing all sorts of risks and uncertainties (apart from the existential risk of being detected), which would reduce the attractiveness of the "trade".
     
    #5943     Jun 21, 2016
  4. Butterball

    Butterball

    Even if not plausible, ZH is about generating clicks and eyeballs. If some non-sense theory gets the libertarians clicking then they make more money from ad views so they post it. They're Huffingtonpost for goldbugs.

    If the ZH guys had to trade for a living they'd blow up 2-3 times per year with their ridiculously stubborn market calls.

     
    #5944     Jun 21, 2016
  5. Daal

    Daal

    The idea I wrote about in the journal late last year was to play the SPX as a range. I increased durations in bonds as the ramp played out and put some hedges (small SPY short), as well a gold allocation (8-9%). I had bought some SPY puts but i did too early so they expired worthless.

    Now the question is, at what point does one let go the hedges, cut back in duration and buy more risk assets? I'm not sure, there is a short-term long edge now according to quants but I feel like that is only that, a short-term event. Medium term I feel like there is quite a chance the market will tank back bellow 2000 and flush out a bit. Or ramp back to 2100, it feels like a 50/50 60/40. I will try to do any change gradually to prevent any mistake

    But it was amazing, when markets were tanking they went far lower than anyone though (almost to 1800) when they reversed, the same thing happened (2100+). Once this beast picks a direction, its going to hard to stop it
     
    #5945     Jun 24, 2016
  6. If stocks are way down today, it might be a chance to pick up those with primarily US Domestic exposure, even if just for a short term hold.
     
    #5946     Jun 24, 2016
  7. Daal

    Daal

    Yes, I probably will try to bounce some stocks but that will be just a day trade. Medium-term I will let the market pick its trend
     
    #5947     Jun 24, 2016
  8. Daal

    Daal

    Since coming back to this journal I mentioned a few investment ideas. So far they are doing decently except for one

    Brazilian stocks EWZ EWZS - Just keeps on going. I'm still bullish on this and havent sold a share that I bought, I actually added some recently. I'm looking to add more on any significant dips but that reason has to do with some hedging that I came up with given that I earn income in USD but my costs are in BRL. I can explain more if someone is interested

    Brazil USD bonds - I bought these at 6% YTM. They went as low as 8% YTM but now are at 4.5% or so. Nice capital gain plus it paid one coupon. I havent sold any yet. It still has a decent spread over comparable USTs given their big rally

    BRKB - Doing well. I want to add to this on significant dips. The problem is that the market is not really giving a significant dip on this thing. I was talking about longing this at $130-$125 and did bought a small long, along with shorting some puts. The most this dropped to after Brexit was $138 or so. Looking like I'm going to have to pay up if I want to add
    Gold - Continues its rippage. I'm still bullish and havent sold any. Its a good addition to a well balanced portfolio. Its acting as a hedge to risk assets, like long-term bonds. The reasons for me being bullish are in the journal, has to do with the global negative rates, financial repression, the price action, central bank skepticism, war on cash and others

    and the loser
    PSH (mostly due VRX)- the Ackman hedge fund. I mentioned at $19.50 with adds at $13. Its at $14 or so now (MDLZ will pop the fund this friday probably). I still like this, specially now that the discount to NAV is quite significant. Exposure to VRX is quite low. VRX Stock could get wiped out and shareholders will still be fine. If VRX makes a come back (as I expect) you get a shot at a multi bagger from here. Ackman has extended the expiration of his options from 2017 to 2019 very recently. He has access to inside info, if he is still believing in that position is because he has a good reason for doing so. He has never done a trade like this in his track record (kept adding and still believing in the company). All the other losers he had he just rode it down and them got rid of them. Some will say he is getting 'emotional' and thats why he is still adding, I disagree. He is adding because he is seeing a stock that is highly mispriced. He talked to CNBC about the phone ringing like crazy to buy VRX assets. He likely knows a lot of the assets could be sold to save off bk. Thats why he is not concerned

    Of course, none of this is investment advice
     
    #5948     Jun 30, 2016
  9. Daal

    Daal

    I started to buy Brazilian REITS recently and plan to buy a lot more. But this is a special need that I have given that my income is in USD but my costs are in BRL. I essentially closing the 'housing short' that everyone has after birth but instead of buying an house/apartment, I'm buying REITS because its just a better investment overall right now for many reasons
    -domestic dividend income is tax free in brazil (so its comparable to the tax free rent savings that one gets from owning their first property)
    -I'm less likely to regret the purchase as compared to the actual physical property
    -A lot of them are selling bellow the market value of the buildings given that crisis. So I get a discount there
    -REITs have all kinds of fee exemptions, discounts and fiscal benefits. So they are a lower cost owner of real estate as compared to a real person
    -better liquidity (they are still thin as shit as compared to US REITs)

    The idea is to use the dividends to pay for my rent, and then live as a renter in any place that I want with the option to change my mind and move. I like the option of being a 'free agent'
     
    #5949     Jul 1, 2016
  10. jj90

    jj90

    It's always hard to decide when to take off hedges, especially long hedges as you just don't know when mkts will bottom. I too bought puts into Brexit, not a crystal ball but just taking advantage of low vol a few weeks before the event. Dumping them Monday at the close would have been great and flipping to risk on exposure, but SPX cracked 2000 hard and it could have gone lower.

    I didn't lose on the hedge and am up on long marks so am happy but I traded Brexit like shit, even if I did add small to longs. Don't think about it just move on.

    I've started a REIT portfolio as well back in April, in the LR REITS/RE are a great asset class for passive income you just have to watch out for a housing bubble. However savvy individuals should see it coming. Even so its a pseudo bond/annunity, as long as you get that payout, you can cover your cost of living.
     
    #5950     Jul 1, 2016