Global Macro Trading Journal

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

  1. Daal

    Daal

    upload_2020-8-21_11-47-29.png

    The rich get richer
     
    #8341     Aug 21, 2020
    luisHK likes this.
  2. m22au

    m22au

    #8342     Aug 26, 2020
  3. Daal

    Daal

  4. Daal

    Daal

    #8344     Aug 27, 2020
  5. Daal

    Daal

    https://www.bloomberg.com/news/arti...-jolts-a-400-billion-quant-trade?srnd=premium

    “It is pretty obvious that with interest rates near zero and being held stable by central banks, bonds can provide neither returns nor risk reduction,” a team led by Co-Chief Investment Officer Bob Prince wrote in the July report.

    Bridgewater’s famous All Weather portfolio has therefore been moving into gold and inflation-linked bonds, diversifying the countries it invests in and finding more stocks with stable cash flow.

    --------------

    Smart move, they used to be levered 2-1 and loaded in US bonds and bond futures, I criticized that approach in the past. You cant just mechanically follow a strategy into an abyss. I suspect they decreased that leverage and now their weighting in gold and stocks has gone up
     
    #8345     Sep 2, 2020
  6. Daal

    Daal

    Its often said that one shouldn't "fight the Fed" and buy stocks when the Fed is dovish. Ironically I think this mantra is bearish for stocks now. If the Fed suceeds in their 2% average inflation in the next many years, there is no way long-term bond yields stay where they are at. And if bond yields rise, then it will be the reverse of the TINA. There will be an alternative, in fixed income and therefore people will dump stocks
     
    #8346     Sep 9, 2020
  7. m22au

    m22au

    Even if the 2% inflation target is met (which may not happen), the Fed could buy long-term bonds in order to keep the yields low
     
    #8347     Sep 10, 2020
  8. Daal

    Daal

    So I finally was able to regain trading access at IB (I was on liquidation mode only in my old accounts). What I did was I incorporated a new entity in the British Virgin Islands, opened a new IB account and asked to have the assets from my old accounts (that were scheduled to be closed due the new IB policies) to the new account via an manual IB transfer (executed by IB staff). It took it a while and it required some paperwork but I have been a client for so long that IB already has all the AML documentation they need (in the form of IB statements as 80%+ of my networth has been derived from gains at IB) so eventually they did it

    I choose the BVI because:
    -Its cheaper than the Cayman
    -Its the docimile of thousands of hedge funds and mutual funds so its doubious that IB would just ban it
    -No annual requirement to file accounts or perform an audit

    Cayman would have been safer because they are much bigger in the HF and mutual fund industry (making it very hard for IB to ban it without hurting its bottom line by a lot) but I took a chance with the BVI. Plus the the Cayman is on the EU tax haven grey list and they are supposed to be under a bit of trouble with the FATF but received a 1 year period before they are put on their grey list. The BVI seems fine with the FAFT
    Hopefully this structure will last for more than 10 years
     
    #8348     Sep 11, 2020
    m22au likes this.
  9. tsznecki

    tsznecki

    Curious to know what your cost to get setup was.
     
    #8349     Sep 16, 2020
  10. Daal

    Daal

    It was something like $1700 to open and $1300 a year to maintain. But I havent opened a bank account yet, that probably will set me back another $1K or something
     
    #8350     Sep 16, 2020