Global Macro Trading Journal

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

  1. Gosh, he should hire you as a consultant to his trade desk. How much do you charge?
     
    #6211     Nov 6, 2016
  2. Daal

    Daal

    FBI concludes Hillary investigation saying no crime, ES up +27 points. Damn
     
    #6212     Nov 6, 2016
  3. CH1973

    CH1973

    A positive risk management note in this subject is the fact that, this summer, Berkshire pilled up their biggest mountain of cash. In theory they should have a lower Beta compared to the SP if equities continue to moves higher, but will be able to benefit significantly in any sell off.

    http://www.denverpost.com/2016/10/11/warren-buffett-extra-cash-can-invest-it/
     
    #6213     Nov 7, 2016
  4. Daal

    Daal

    This is true, however, as a counter-point to that is the fact that BRKB got more leverage. I believe Buffett is leveraged around 1.4-1.6 to 1 (combination of float, deferred tax liabilities and bond debt), and the companies he owns, also have debt. A SPY position only has that corporate debt underneath. The cash does bring the net leverage down somewhat

    Overall, I believe that the valuation+buybacks+buffettlogists buying is what can prevent a significant drop in BRKB as compared to the S&P500, which pretty much only has the Fed to prevent it from dropping
     
    #6214     Nov 7, 2016
  5. Daal

    Daal

    This BRKB vs SPY situation is interesting because so much of what BRK owns are private companies that are kept in the books at the acquisition cost and its not subject to mark to market. In 2008, stocks collapsed like 30-40%, yet BRKB only reported a ~10% book value loss. BRKB stock was down a lot more than that but there is this interesting dynamic now between the book value, the buybacks now that did not exist in all the other 50% drops in BRKB stock
    Because of that, big drops look to me more unlikely and any significant drops are likely to be covered faster
     
    #6215     Nov 7, 2016
  6. Daal

    Daal

  7. Ouch...
     
    #6217     Nov 8, 2016
  8. Daal

    Daal

    you got anything to add to the discussion other than to throw rocks when the short-term price favors your previous opinion?
     
    #6218     Nov 8, 2016
  9. I think I have already spoken enough on the subject. You will undoubtedly note that my opinion has not fluctuated, regardless of the short-term price swings (including the current one).
     
    #6219     Nov 8, 2016
  10. Daal

    Daal

    as I understand, your opinion is that you are 100% right about the company and therefore you can dismiss any scenario where you are wrong. its also the opinion of those who are short right now
     
    #6220     Nov 8, 2016