Global Macro Trading Journal

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

  1. Daal

    Daal

    Interestingly enough, Hempton was a few weeks ago asking on Twitter about how to short shitcoins without conterparty risk (this was shortly after the XRP lawsuit). The man is just a magnet of tail risk. Whatever he is seeing right now on retail driven stocks will probably be nothing if crypto goes into another wave of buying. He will see bigger % moves in shorter periods of time, fundamentals will completely no matter. Yet he is asking about how to short it, lmao
     
    #8511     Jan 26, 2021
  2. Daal

    Daal

    This long-short HF industry is a fucking scam. They charge you 2/20 to pretty much gamble with your money by taking massive risks. Its no wonder so many managers like it, it increases the chance they will have a huge year and collect a big payout, I mean its leverage after all. If your gross book is 150-200%, you are levered 1.5-2 in stock bets. They are gambling with the investor's funds. And if they have a horrible year, its the investor's loss anyway. You cant compound wealth long-term with more than 50% of your assets in short positions without timing the hell out of those shorts, IMO its insane
     
    #8512     Jan 26, 2021
  3. Daal

    Daal

    Here is what I believe is a better approach for portfolio construction for stock funds that want some protection for the times SPX drops 30-50%

    -Limit long stock exposure to 70-80%
    -Have cash, bonds, gold positions with 10-15%
    -Have 2-3% in BTC as a hedge against an implosion of the financial system
    -Buy way OTM S&P500 puts (0.5%-1% a year) through the year (The Taleb system)
    -Have a short stock book of max 10-20% when terrible fundamentals align with great timing in a short. If they dont align, dont short, or buy a little bit in long-term put options
    -Something else that I might be forgetting right now

    That's a multidisciplinary approach that I believe its better than doing just one. It takes the best of long-short, the best of Dalio style asset allocation, the best of Taleb hedging, and the best of new tech. That way, you get returns AND downside protection. With long-short only, you get only a mirage of protection
     
    #8513     Jan 26, 2021
  4. Daal

    Daal

    Looks like Kuppy learned similar lessons as me, he just explains it differently

    https://adventuresincapitalism.com/2021/01/25/on-avoiding-expensive-mistakes/

    "The shorts at GameStop are probably thinking that Friday was the blow-off top. Instead, they should be asking themselves, “was Friday a base-camp on the way to the real blow-off top?” Remember, in today’s world, any asset can trade at any price. The price of oil went negative. No one thought that was possible, yet trillions of bonds at negative yields should have been a warning that the old rules no longer applied. I want to repeat again for the third time; NEVER put yourself in a position where you can lose it all."

    That's what I mean by imagination, I'm just applying it as well to the macro picture. The retail driven squeeze of high short interest stocks, could continue for a year. or 3. I mean, there is some probability that it will continue for 3 years. Its not a high probability but there is some. All it takes is one of these and these long-short funds go under. If given a long enough period of time (say 30-40 years), they will all go under at some point
     
    #8514     Jan 26, 2021
  5. Daal

    Daal

    [​IMG]

    Left had a 80% average short exposure in 2019, I'm not sure what it was in 2020. This man will blow up, he is risk blind. I dont know when, but he will blow up
     
    #8515     Jan 26, 2021
  6. Daal

    Daal

    "Even so, my losses have been minimal – and I’m making it back by selling ridiculously priced calls. For example, when the stock was at $75 today, I was getting paid $18 for $90 strike calls and $14 for at-the-money calls that expire on Friday! If you’re a professional player, you adjust to the market to make money off it." - Left
    https://empirefinancialresearch.com...y-thoughts-comparison-to-tilray-my-prediction

    lol
     
    #8516     Jan 26, 2021
  7. tsznecki

    tsznecki

    GME 345 pre mkt. Will Tilson panic cover?
     
    #8517     Jan 27, 2021
  8. Daal

    Daal

    I think Tilson was just quoting Andrew Left, Tilson said in the article "Rather, my advice is to simply avoid hot sectors and stocks altogether."
    Which is a better method than these contrarians that dont seem to understand risk management
     
    #8518     Jan 27, 2021
  9. Daal

    Daal

    Here is a theory: People that are very competitive (in sports, work, everything), love to be contrarians. It makes them feel superior. They love to be the guy who bet against the top and nailed the move down while all the 'idiots' were buying. Its like crushing your opponent in a sports competition. So given a choice they have this bias towards contrarianism, they last thing they want to be that idiot who bought the top.

    Citron said "I’ve never been more bearish on the market than I am right now because of foolishness like this. The market today is a total get-rich-quick scheme. The lunatics are running the asylum.". The problem is that buying bubbles is rational, Soros used to say that a lot. The longer is goes, the more exponential it becomes. And longs have limited risk, while shorts have assymetric risks against it.

    So these contrarians have a bias that goes against the risk management of the trade, the rationality of the trade, perhaps even against the expected value of the trade. Over long periods of time, you will:
    -You might go broke, especially if you short calls
    -If you size down or take losses as things rise, you will not go broke but you will post significant losses. If you run a hedge fund, its likely your career will be over at some point.
    -Your risk adjusted returns will be WORSE off than if you didnt do all that contrarian shorting

    Then these contrarians come out and blame the market for their misfortunes, now they are blaiming reddit, but there is always someone to blame.

    When I shorted KBIO at $2 and it went to $23 in 3 hours, I felt this urge to blame Martin Skrelli. It was a clear manipulative squeeze. But I was the idiot who shorted a thin stock and held it overnight. I deserve the blame more than he did. But hey, I learned a huge lesson that day. It helped me develop some of my investing methods later on
     
    #8519     Jan 27, 2021
    themickey likes this.
  10. Daal

    Daal

    upload_2021-1-27_14-18-17.png

    Its like a mini 2007, only that the hedge funds are the banks and high short interest stocks are the CDOs
     
    #8520     Jan 27, 2021