trade idea: the good ol' long US10y bond, long S&P500

Discussion in 'Trading' started by tsfx, Oct 31, 2023.

  1. tsfx

    tsfx

    Hey,

    Here's another trade idea.

    Long SP500
    Long US bonds

    Not that Sp500 is particularly cheap but the combo is pretty attractive again. It's the monetary policy that will help this trade. If stocks continue to fall then it'll drag bonds up too which is were you can gradually go asymmetric by owning more stocks and less bonds. spvsus10y.png
     
  2. Robert Morse

    Robert Morse Sponsor

    That is an interesting call from a trader in the EU. Not only are you betting on the equity market going up and 10 Year rates dropping or staying firm, but you are also betting on a strong USD vs Euro. If this is a large bet, do you hedge your currency risk?

     
  3. maxinger

    maxinger

    upload_2023-10-31_20-21-8.jpeg [​IMG]

    Sooner or later or very much later, SP500 & US bonds will go up.
     
  4. tsfx

    tsfx

    So, that's a smart question b/c obviously i'm long usd with this trade. Now the easiest (and the laziest) way is yes, to short the dollar outright (against say the GBP which is low in value but has a similar yield so you get minimal negative carry) or just buy a usd put against eur or gbp.

    I have a little more complicated approach since i already have a strategy for playing the dollar. So, in a sense, it looks like i'm assuming a strategy risk here for not directly hedging but in reality my approach makes more sense cause it's, well, more "cost effective".


    I'm not thinking like that b/c markets never play out in a rational way :)

    I'm thinking that if i'm wrong then this combo trade becomes more and more attractive. If stocks fall then it'll probably start dragging the bonds EVENTUALLY which will help cover my stock losses. Should stocks rise i'll see what the bonds will do and react accordingly. It might even happen that both will be flattish so technically just selling a year out put on SP500 instead of just buying the underlying isn't a bad idea at all, as well.
     
  5. tsfx

    tsfx


    Soooo, that picture refers to what exactly? That i'm catching a falling knife with this trade?
     
  6. mervyn

    mervyn

    buying call options on zn is a reasonable trade, buying underlying bond, not much.
     
  7. tsfx

    tsfx

    Long options as a direction without a clear volatility strategy ia never better than trading the underlying alone.
     
  8. mervyn

    mervyn

    you make money on directional trades, peanuts if hedge.
     
  9. zghorner

    zghorner

    directional price is third in line behind vol and time imho.
     
    tsfx likes this.
  10. mervyn

    mervyn

    true but we are talking about underlying 10 year bond auction, you pay at par and collecting 5% interest, not very exciting.
     
    #10     Oct 31, 2023