I compliment you on your writing style. It's reflective of an organized and logical mind when going through the macro/market analytical process; succinct, too. Thanks for all your sharing, Alf. Warren Bachman
Excellent Synopsis! My wife and I just left Sorrento and Capri! You live in a beautiful country Alf! The Italians sure know how to appreciate the finer things in life. Thank you for sharing your knowledge. It is greatly appreciated!
Is there any other way of modeling/charting the signaling of Central Banks (directly or indirectly) for buying bonds? It looks like you are smoothening the volatility of US10y real yields, im guessing using some MA or something similar.
Could you explain the benefit of using RTYA versus TZA (which I believe is 3x inverse versus the 2x of RTYA). But the question is the same. Why is shorting futures better than shorting the actual index.
Would IVOL or BNDD be a way to express the short bond volatility view with ETFs?
I compliment you on your writing style. It's reflective of an organized and logical mind when going through the macro/market analytical process; succinct, too. Thanks for all your sharing, Alf. Warren Bachman
Hi Alf
I am in the Vanguard ETF VGB Australian Bonds 40% then GDX Gold Miners 42%
then Cash18% as I am semi Retired, drawing a small income from the super fund but at 68 years still
work 30 hrs. a week at my day job.
I am a self managed super fund manager and keeping it simple and very simple.
Love your ongoing content "Frank G Melbourne Australia"
Curious as to what goes into your r* estimate?
Excellent Synopsis! My wife and I just left Sorrento and Capri! You live in a beautiful country Alf! The Italians sure know how to appreciate the finer things in life. Thank you for sharing your knowledge. It is greatly appreciated!
Fantastic stuff. Most actionable macro newsletter out there.
Thank you for explaining the Macro and providing specific ETF portfolio movements. And, thank you for replicating the structure in the podcast too. :)
Is there any other way of modeling/charting the signaling of Central Banks (directly or indirectly) for buying bonds? It looks like you are smoothening the volatility of US10y real yields, im guessing using some MA or something similar.
Thanks for a great and actionable update Alf!
Excellent update. Thanks and enjoy your time off!
How can weak long term growth be a positive indicator to enter the bond market?
Great read!
Is the 2x short Russel 2000 futures a daily inverse ETF? Generally speaking, are there any non daily inverse ETFs?
Marco
Is there an ETF to short the R2000?
Could you explain the benefit of using RTYA versus TZA (which I believe is 3x inverse versus the 2x of RTYA). But the question is the same. Why is shorting futures better than shorting the actual index.
Enjoy the sun Alf, sounds wonderful!
Thank you. Great analysis.