Global Macro Trading Journal

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

  1. Daal

    Daal

    #8351     Oct 7, 2020
  2. Daal

    Daal

  3. Daal

    Daal

  4. Dow Jones Transports quietly made a new ATH today. I don't see other technicals for other indices in a dangerous position either. We melt up before another bear market, I'd say.
     
    #8354     Oct 7, 2020
    formikatrading likes this.
  5. Daal

    Daal

  6. I see the melt-up. Shock and Awe time.

     
    #8356     Oct 9, 2020
  7. Daal

    Daal

    #8357     Oct 9, 2020
  8. Daal

    Daal

  9. Daal

    Daal

    The issue with these sorts of tail hedges is always implementation. From time to time I try to find some nice tail options to buy but they are never as ideal as the ones that can be structured directly with an investment bank. For ES and SPY the most that I can see the calls go out at is 2-3 years out with 5000 (or $500) strikes. For bond ETFs and bond futures its a similar story. In the article he was talking about buying a 10 year call on SPX for a 10,000 strike (back when SPX was at 1400), the payoff of an option like that would have been much great under hyperinflation. If anyone know how to structure a trade similar to the one presented in the article, I'm all ears
     
    #8359     Oct 14, 2020
  10. To my knowledge, the 'best' tail hedger, as far as downside goes, is Spitznagel. I'm sure everyone knows about his 4000%+ gain.
     
    #8360     Oct 14, 2020