Global Macro Trading Journal

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

  1. Daal

    Daal

    #8241     Mar 19, 2020
  2. Daal

    Daal

    One of my pet peeves are the folks who only come out in public to brag about gains. When they lose, they hide and wait for a new good period to come out again and talk about how great they are. Well, I'm not going to do that. So I went out of my way to give a portfolio update at the lows of the market, as well as to do a calculation of my YTD return

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    Some of the mistakes I made this year
    -I had a position on GREK with a stop at $9, the problem was the markets gapped over that stop. Instead of taking the full loss on the first bounce, I took a partial loss. And then another partial loss on the second bounce. Finally I took the final loss when GREK hit $5. But I could have saved some money had I taken the full loss right away. This cost me just under 0.5% in performance
    -I also had a position in CRESY, which I should have sold sooner. Stuff like BRKB, I trust that they will make it through this just fine. But an EM company full of debt I dont, but I kept waiting for a bounce in the markets (I guess, there are too many forced sellers in the market so any bounces were getting sold hard, I bet lots of HFs are in trouble). This cost me 0.25% or so
    -I should have bought some way OTM SPX puts in January/Feb, when markets were quite hot and I decided to sell BRKB, EWZ and PSH to rebalance and to buy China ETFs
    -I should have shorted ES at many points in the decline when markets bounced and I was underhedged. One of my rules is to risk 0.5-1% a year of my assets hedging my portfolio. Had I shorted at 3100 and covered at some big drop. I would have saved myself ~2%

    Things I did right
    -I tactically decided to limit my risk assets to 30-40% a few months ago given the balance of upside and downside risks. I read some newsletter assholes bragging about their gains and trying to convince others that it was fine to have a shitload of risk in portfolios. One Brazilian newsletter guy went as far as recommending to retail readers having a 30% position in Brazilian equities at the start of the year. And it was tempting do fall for this, Brazil had a very good story until corona. I resisted though, having read Howard Marks I thought this was backward. You have your largest risk when fear is high, and lowest when optimism is high, not the other way around. The newsletter guy actually recommended increasing the equity allocation in 2019! That just didnt make sense to me
    -I'm managing to keep my head clear and buy assets when fear is high. Not letting myself be affected by the pessimism out there
     
    #8242     Mar 21, 2020
  3. Daal

    Daal

    Ackman was yesterday on BBG talking about the markets and mentioned that in a discounted cash flow valuation, if you wipe out all the cashflow for a year of a company, that only knocks off the value of the stock (that is, the final valuation) by 5%. That is very much in line with my calculations, even though I used a different formula (dividend discount model). The key is that the company has to survive that period of no cashflows.
    Bridgewater is calculating $4T of losses to corporations (or something along those lines). But the US corporate sector generates $1.8T in after tax profits a year, so its about a couple year worth of losses. Not the end of the world

    That said, if SPX goes to 2600-2700 I will lighten up on my longs and short/buy SPX puts as a trade. Most significant bear markets retest their lows and I think Trump is not doing all the necessary things to fix this problem just yet
     
    #8243     Mar 24, 2020
  4. Daal

    Daal

    #8244     Mar 24, 2020
  5. tsznecki

    tsznecki

    Given the last month, I think you should reconsider your hedge portion in bonds/gold.

    I certainly have.
     
    #8245     Mar 24, 2020
  6. kashirin

    kashirin


    even if Boeing survives I'm not sure they will earn ever what they used to earn
    basically what I understand after this crisis around 30% of S&P will become zombies

    all financial sector basically is done
    hospitality and travel recover will take years if ever
    what's gonna happen to companies that manufacture in China? there will be strong push to take manufacturing from China

    buybacks are gone for a long time
    wild card inflation and consumer behavior

    basically you're looking to P/E under 15 with unknown P/E but how likely it will return to current levels?

    2500 is a maximum fair value is best case scenario. All above is overpriced

    But money printing may change that calculation
     
    #8246     Mar 25, 2020
  7. Daal

    Daal

    In 2008/2009 I bought in the theory that it was the start of a long-term deleveraging. And here we are with more debts than ever. So its easy to call for the top of globalization, or maybe it will come in another 10-20 years. I certainty wont be changing any of my international travel after there is a vaccine, why would I or why would anyone?
    Restaurants I doubt they will change in any meaningful way, they have existed ever since humans started to organize in communities, people will continue to go to them. I do agree with the change from manufacturing in China to more domestic manufacturing (prob a mix of the two), so there will be some impact in margins. In particular for important items (drugs, etc). But for most other things I have a hard time not seeing how they wont be positing record revenues within 3-5 years
     
    #8247     Mar 25, 2020
  8. Daal

    Daal

    I think it would be nuts to have a portfolio right now without gold in it, especially given the action in the last 2 days. And T bonds with maturities of more than 2-3 years are unbuyable, the deficit will explode and the Fed is monetizing the whole thing. The Fed is different from the ECB and BOJ, they adopt a lot more extreme measures early on, rather than too little to late. The Fed might switch to price level targeting at some point this year, this would make 10-30y bonds are terrible buy. But 2 year bonds? They will be fine
     
    #8248     Mar 25, 2020
  9. kashirin

    kashirin

    If vaccine happens but what if it doesn't happen?
    there are number of corona viruses and there is no vaccine for any of them

    they give time frame for vaccine 12-18 months but that's not sure thing
    will it be 100% effective or 30-40% like flu?
    what will happen between current episode end and vaccine? will another wave happen?
    now when people can't go to restaurants, cinemas etc for 18 months they won't start immediately after they get this new flu shot
    it will take time to get back to normal and we don't know what employment situation will be at that moment

    too many unknowns.

    so I'm somewhat skeptical.
     
    #8249     Mar 25, 2020
  10. Daal

    Daal

    I understand, I'm not loading up on globalization stocks. BRKB for instance, I checked their 10k a week ago to review their companys and the vast majority are domestic companies exposed to US. Only AAPL is more exposed to this deglobalization and even then, it will impact their margins some, it will not end people's love to the Apple brand. As far as vaccines goes, I bet in the other cases there wasnt as big as a market opportunity because there wasnt a pandemic. Now there is, once a vaccine is out it will be the largest vaccination in history. Prob 5B+ people will be vaccinated within a year, that means a lot of cash for whoever discovers it. I doubt this was the case with the other coronaviruses. So there will be billions of dollars, maybe dozens of billions chasing a solution
     
    #8250     Mar 25, 2020