Global Macro Trading Journal

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

  1. tsznecki

    tsznecki

    Since this corona selloff started gold has gone down 15% peak to current trough, and is still down 10%.

    Bonds and notes are still up, although not as much as one would think.

    In 08 gold went down ~30% max drawdown. I don't disagree with your thesis, but I think you have the definition of a hedge wrong. It's not supposed to correlate to 1 with equities.
     
    #8251     Mar 25, 2020
  2. Daal

    Daal

    Short-term yes, but the long-term driver does not correlate like that. You might want to read Dalios interview on Hedge Fund Market Wizards where he talks about correlations
     
    #8252     Mar 25, 2020
  3. Daal

    Daal

    I'm lightening up on BRKB on this market pop in order to have spare cash in a likely retest of the low later this year
     
    #8253     Mar 26, 2020
  4. Daal

    Daal

    I will also be scaling in SPY puts as the market bounces. May expirations, for the retest trade
     
    #8254     Mar 26, 2020
  5. Daal

    Daal

    Also lightened up PSH. Went from 13 to 18 in a few days
     
    #8255     Mar 26, 2020
  6. Daal

    Daal

    Dalio said on CNBC that he thinks one of the results of this crisis is that people might start questioning what is money. That is, trust in the fiat system might start to erode (though these are my words, not his). I believe that is correct. The US fiscal deficit is going to be 10% of GDP, and that will be largely monetized by the Fed. There is literally helicopter money through QE + Direct Cash Deposits to taxpayers. And I believe the Fed is just getting started, more dramatic steps might come soon, especially if unemployment is really gonna reach 30%. At some point people will start to question whether those fiat dollars around make a lot of sense. The Fed will HAVE to devalue the dollar to lift the economy, there is no other choice. As they go that, Gold should benefit, but also bitcoin as well. I havent sold my bitcoin and have no plans to do so
    But I'm considering some kind of taleb style options play on gold. That is to sell ITM calls and buy way OTM calls. I think a hedge like that makes sense but I dont have a lot of experience with these sorts of plays
     
    #8256     Mar 26, 2020
  7. Daal

    Daal

    I started to scale short SPY in this after hours session. The idea is to keep shorting all the way to 270. with a stop a 275. I dedicate 0.5-1% of my networth (in risk if i get stopped out) a year to protecting my downside. I think its time for me to use that
     
    #8257     Mar 26, 2020
  8. Daal

    Daal

    #8258     Mar 26, 2020
  9. Daal

    Daal

    #8259     Apr 20, 2020
  10. traider

    traider

    #8260     Apr 20, 2020