1. I believe that the global slump will continue with no signs of improvement during the whole 2009
2. Retailers, financials, "commodity currencies" are perfect shorts
3. Euro will lose its role as the "second" reserve currency because of the troubles with many economies from the eurozone. Euro - a potential short in March or May
4. UK economy is beyond repair. TO DO: find a suitable way to short the Pound. So far the main candidates are GBP/JPY and GBP/USD (later in the year)
5. Black-Scholes option model has exploitable holes. Especially when its derivatives are used to price exotic options. Endless opportunities abound.
6. Heating Oil, Gasoline RBOB and GAS OIL are ideal commodities for simple but effective daytrading momentum strategies. Unbelievable good results so far.
So far, that's it. I will elaborate on some of the topics later.
1 comment:
Neat ideas. My comments:
1. 2009 and beyond just as likely.
2. I bought perfect shorts from a retailer once, but they shrunk in the wash.
3. I defer to your analysis.
4. Anything that anticipates Yen strength looks good to me.
5. eh?
6.Beware the demon spikes.
ps Great to have you back.
LF
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