Global Macro Trading Journal

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

  1. Daal

    Daal

    Given that the GBP tanked -30% and UK assets tanked between -50% and -70%, we are talking about a staggering loss to non-GBP based investors. Thats why this scenario keeps me up at night, I already got some gold, in the future I plan to increase my diversification by adding perhaps some asian currencies, plus other safe havens
     
    #7121     Mar 29, 2017
  2. sle

    sle

    Real estate can be protected in an inflationary scenario. I am more worried about global deflation personally
     
    #7122     Mar 29, 2017
  3. Daal

    Daal

    Good article dispelling the myth that the government didnt earn a return on its GSE investment. In fact, it was higher than all bailouts

    https://seekingalpha.com/article/40...24n:b793475da582ebd461be6c51587f490e&uprof=44

    "There is no way for the government can prevent preferred shareholders from getting paid for their shares; both junior preferred and senior preferred shareholders are governed by a contract, and the government will never convince a judge that their senior preferred contract should be honored but a junior preferred contract should not."

    Good thing I switched to the preferreds. It has more legal protections in exchange for less upside
     
    #7123     Mar 30, 2017
  4. Daal

    Daal

    http://www.zerohedge.com/news/2017-03-29/you-know-its-global-debt-bubble-when

    Here is a trade idea I would implement if I could, shorting these Papa Guinea bonds and buying UST bonds with the proceeds (so, a cash version of the CDS contract). Looking at the long-term history of government bonds and some parts of the book A History of Interest Rates, it seems to me that fading situations like these (when governments take advantage of bullish credit markets to issue debt they were not able to before) on average it will be a good decision. Maybe there isn't a huge positive expectation but there is likely to be some but more importantly, it would be a negatively correlated bet to the rest of my portfolio, which has a lot of longs
     
    #7124     Mar 30, 2017
  5. Daal

    Daal

    But I'm sure its tricky, even if I could short them, if things go bad for country, the broker probably pulls the borrow. But if they go great, of course, they will let the short ride for all the loss
     
    #7125     Mar 30, 2017
  6. Daal

    Daal

    #7126     Mar 30, 2017
    trader482 likes this.
  7. Daal

    Daal

    The problem with bearish stock market predictions in resilient economies

    http://www.cnbc.com/id/32200989
    Market on 'Sugar High,' While Economy Still Asleep: El-Erian
    CNBC.com
    Wednesday, 29 Jul 2009 | 9:37 AM ET

    SPX Level: ~1000

    SPX Level today: 2368 plus all the dividends, so perhaps 2600-2700 total return. And this wasn't limited to the recent period, the performance was pretty good for years after his statement

    http://www.cnbc.com/2017/03/30/larry-summers-trump-optimism-is-a-sugar-high.html
    Optimism over Trump a 'sugar high' with no signs of 3-4% economic growth, Larry Summers warns
    Matthew J. Belvedere | @Matt_Belvedere
    21 Hours Ago

    When markets bet on good things, there is an exponential payoff if they are right, if they are wrong, losses are limited. Summers shows that despite his Phd and all the papers he has written, he does not understand the stock market
     
    Last edited: Mar 31, 2017
    #7127     Mar 31, 2017
    Visaria likes this.
  8. Daal

    Daal

    PCE inflation and
    Core PCE inflation
    upload_2017-3-31_9-58-2.png

    With the stock market rally/consumer sentiment at highs (and according to the Economist, some models indicate that it is equivalent to a few rate cuts), inflation at target and employment doing well, it looks quite safe that there will be 2 hikes this year. Potentially another one. There are 3 meetings with press confereces, so I would not rule out a third one at all. Its probably going to happen, it would take a lot for the Fed to pass up the chance. It could lead to regret later on
     
    #7128     Mar 31, 2017
  9. odebayor

    odebayor

    Bought consumer discretionary against spx. Bounced from support. Not recessionary if rising continues
    [​IMG]
     
    #7129     Apr 1, 2017
  10. Daal

    Daal

    #7130     Apr 3, 2017