ahtapot indikatoru

[50ot]

evet uzun bir zamandir goldman al diyorsa sat, sat diyorsa al diye bir indikator finansal bloglarin kuytu koselerinden filiz veriyor... Ben de bu indikatoru dile getirmistim zaman zaman kendi topigimde. ancak, bu sinyalleri yazdiktan sonra sayfalar dolusu geriye dogru takip edecek ferasete sahip olmadigim icin indikator nasil calisiyor ampirik olarak test etme firsatimiz olmadi...

ta ki simdiye kadar... buraya goldman'in onerilerini yapistirmayi dusunuyorum. sonra bakiciz bakalim noolmus diye... goldman'in trade onerileri eline gecen herkesi buraya yapistirmaya davet ediyorum.

ahtapot nerden cikti diyenleri buraya davet edelim:

http://www.businessinsider.com/matt-taibbis-vampire-squid-take-down-of-goldman-sachs-is-finally-online-2009-7

[50ot]

goldman demis ki:

aud/nok sat / 5.90
petrol ve misir al / 88.20, 755
altin sat(tam sat dememis aslinda ama 1750'yi gecmez asagi yonlu risk cok demis) / 1690



Stay short AUD/NOK, opened at 5.90 on 03 Dec 2012, with a target of 5.00 and a stop on a close above 6.35, currently at 5.88.

Stay long risk (sell protection) on the CDX High Yield on-the-run index, opened at 506bp on 04 Dec 2012, with a spread target of 450 and a stop on a close above 550, currently at 516.

Go long the Commodity Carry Basket (Crude, Corn and Base), opened at 100 on 05 Dec 2012, with a target of 112 and a stop on a close below 94, currently at 100.


Gold prices range bound in 2012 despite perfect set up
Gold prices have remained range bound in 2012, despite a steady decline in US real rates and rise in central bank holdings that would ordinarily be supportive. To understand this dislocation we expand our modeling of gold prices to include the impact of the US Federal Reserve easing. We find that gold prices “look through” easing that does not require Fed balance sheet expansion –like Operation Twist – increasing instead on announcements of easing through expansion on the Fed’s balance sheet.

Improving US growth outlook offsets further Fed easing
Our economists forecast that the US economic recovery will slow early in 2013 before reaccelerating in the second half. They also expect additional expansion of the Fed’s balance sheet. Near term, the combination of more easing and weaker growth should prove supportive to gold prices. Medium term however, the gold outlook is caught between the opposing forces of more Fed easing and a gradual increase in US real rates on better US economic growth. Our expanded modeling suggests that the improving US growth outlook will outweigh further Fed balance sheet expansion and that the cycle in gold prices will likely turn in 2013. Risks to our growth outlook remain elevated however, especially given the uncertainty around the fiscal cliff, making calling the peak in gold prices a difficult exercise.

Gold cycle likely to turn in 2013; lowering gold price forecasts
We lower our 3-, 6- and 12-mo gold price forecasts to $1,825/toz, $1,805/toz and $1,800/toz and introduce a $1,750/toz 2014 forecast. While we see potential for higher gold prices in early 2013, we see growing downside risks. As a result, we find that the risk-reward of holding a long gold position is diminishing and recommend rolling our long Dec-12 COMEX gold position into a long Apr-13 position and selling a $1,850/toz call to finance a $1,575/toz put to protect against a decline in gold prices. Since 2009, this strategy achieved a better Sharpe ratio than a long gold position.

[50ot]

4.30'dan ispanyol bonosu al

Top Trade #4: Long Spanish Sovereign Bonds

Today’s Daily reveals our fourth Top Trade recommendation for 2013: Go long benchmark 5-year Spanish Government Bonds...
....at the current yield of 4.30% with a target of 3.50% and stops on a close above 5.50%.
The expected un-levered total return on the trade is about 8% on a 1-year investment horizon.
Around two-thirds of the expected return is provided by coupon and roll-down.
For a more conservative expression of the trade, we recommend that investors ‘cover’ long exposure in Spanish sovereign bonds with CDS on the Kingdom of Spain.
A more ‘aggressive’ implementation of the Top Trade involves leveraging the view along the duration (longer maturities) or credit dimensions (regional debt).
If the Spanish government adopts a reactive approach in asking for external financial assistance to the ESM….
….SPGBs may fall in price before eventually rallying on ECB interventions.

[econfin]

Bu sene Ereğli ve Petkim için ölü fiyatlar veren Goldman değil miydi, rapor günü %3-5 filan gerilediler ama orta vadede %10 dan fazla arttılar.

[50ot]

EURUSD'nin tepesini bulduk mu?

goldman 1.37 hedef vermis. stop 1.29


As we discussed in Monday’s Global Markets Daily, we continue to expect the compression in Euro area risk premia to push EUR/$ higher. Having just closed our long EUR/CAD recommendation, and in order to maintain exposure to the theme, we recommend long EUR/$ positions with a target of 1.37 and a stop at 1.29.