Since I have been telling people about a potential rally in risky assets from last December that could last till the end of the February, due to the temporary extension of US payroll tax cuts to the end of February, the best time to set up the trades that I mentioned as performing extremely well last well may be some time close to the end of February, unless some disaster in Eurozone erupts. Also, if the US Congress extend the same cuts longer, the markets could have even longer a relatively calm period.
Since my ideal investment product is a global macro quantitative equity fund, this blog is about global macro analysis and calls, as well as how to implement these insights in quantitative equity investments.
Tuesday, January 17, 2012
When to set up the same trade that I described to start on Jan 1 last year for last year
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