MarcusWilliamson

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Joined __marcusw
Markets Allocation
29 % indices 18 % commodities 18 % stocks 35 % other
Top Mentioned Symbols
SPX 23% | 4 GLD 11% | 2 CL1! 11% | 2 VVIX 11% | 2
MarcusWilliamson MarcusWilliamson SUP3, W, Long ,
SUP3: Leveraged Decay: how to calculate it
57 0 3
SUP3, W Long
Leveraged Decay: how to calculate it

Brexit and currency hedging has thrown up the need for products such as SUP3 however there is danger in holding such leveraged products as SUP3 (3X Long GBP Short EUR). As path dependency of the currency picks up in volatility the arithmetic mean drifts below the geometrical mean. This is most easily realised in the following example of an up and down fluctuation ...

MarcusWilliamson MarcusWilliamson IPO, W, Short ,
IPO: IPO's underperform in market volatility
15 0 1
IPO, W Short
IPO's underperform in market volatility

There is a growing queue of IPO's which have not gone public, they cite market volatility. Looking to the IPO ETF we can see those who have IPO'ed into the volatility have underperformed considerably

VIX: Volatility risk premium less stable source of Alpha through XIV
80 0 0
VIX, W
Volatility risk premium less stable source of Alpha through XIV

As volatility is becoming more violent and frequent and generally on the rise, the source of alpha through XIV ETN products which shorts second month VIX futures to buy front month futures back is becoming less stable. Whist the VRP (Volatility risk premium) remains technically, the period of rough water will err on the side of the statistically unlikely in terms ...

MarcusWilliamson MarcusWilliamson GLD/OIL, D,
GLD/OIL: Long Gold Short Oil
71 1 4
GLD/OIL, D
Long Gold Short Oil

Gold has a historic relevance as being a price appreciator in times of volatility, geopolitical risk and economic uncertainty. Current day presents a plethora of risks both economic and political; from emerging market credit risk through to south china sea politics. Oil, like Gold has benefitted from a fall in the USD which has lead to some price recovery, ...

MarcusWilliamson MarcusWilliamson SPX, D, Short ,
SPX: S&P 500 selloff's becoming increasingly violent
146 0 8
SPX, D Short
S&P 500 selloff's becoming increasingly violent

Despite what the VIX index may be telling you the image is clear that the sell offs are getting relatively harder and faster. As volatility cycles increase in amplitude and frequency we see an increasing amount of "one in a million years" events happening weekly. Between flash crashing, system bugs, pricing errors or whatever else it needs to be called liquidity ...

MarcusWilliamson MarcusWilliamson CL1!, D, Short ,
CL1!: Oil Price stress on Banks with energy exposure
78 1 4
CL1!, D Short
Oil Price stress on Banks with energy exposure

Oil price recovery has been mostly driven by USD related factors and so the fundamentals are still not where they need to be and the chronic oversupply continues. The banks with the largest energy debt exposure have felt the squeeze as a result and remain relatively risky. This chart shows the performance of the banks with the largest declared Energy debt ...

MarcusWilliamson MarcusWilliamson CL1!, D, Short ,
CL1!: USD Devaluation driving Oil Price Rallly and Gold Strength
120 0 6
CL1!, D Short
USD Devaluation driving Oil Price Rallly and Gold Strength

The recent devaluation of the USD is serving purpose to make way for future rate hikes by the FED without causing EM volatility and issue with China's currency peg. As the USD devalues it also pushes up Oil prices which provides relief for entities with Oil based junk bond exposure (Aka US banks). I see the devaluation as a short / medium term trend as a relief ...

MarcusWilliamson MarcusWilliamson DXY, D, Short ,
DXY: Dollar devaluation: A clear relief valve for US economic policy
26 0 1
DXY, D Short
Dollar devaluation: A clear relief valve for US economic policy

As the FED continues to push for policy normalisation, it is unable to do so and maintain its mandate for keeping stock propped up (more formally known as the 'wealth effect' or explicitly acted upon in the eyes of 'ensuring market stability'). A pricy dollar does not economically benefit the US, for example: with much exposure to energy junk debt through its ...

MarcusWilliamson MarcusWilliamson SPX/BASE, D,
SPX/BASE: SPX BUY & SELL SIGNAL
133 0 1
SPX/BASE, D
SPX BUY & SELL SIGNAL

As this bull market has been almost entirely fuelled by a FED balance sheet expansion, it would make sense to look at market variations against it. When the market moves rapidly out of support of the balance sheet signals arise.

MarcusWilliamson MarcusWilliamson SPX/GURU, D, Long ,
SPX/GURU: Long SPX, Short GURU - profit from overcrowded trade unwind
61 0 3
SPX/GURU, D Long
Long SPX, Short GURU - profit from overcrowded trade unwind

Short overcrowded trades basket as they unwind, hedge with long SPX position against any monetary shock from the central planners in their attempt to keep confidence

MarcusWilliamson MarcusWilliamson VVIX, W, Long ,
VVIX: Long VXX or UVXY from pickup in Volatility
134 1 3
VVIX, W Long
Long VXX or UVXY from pickup in Volatility

Long VXX UVXY or any other short volatility etf / etn to profit from backwardated term structure and pickup in vol

MarcusWilliamson MarcusWilliamson VVIX, W, Long ,
VVIX: VVIX cheap, long volatility ahead of FED
47 0 2
VVIX, W Long
VVIX cheap, long volatility ahead of FED

VVIX represents the volatility of the VIX indicator, more precisely its the 30 day expectation of the VIX index which is the expectation of implied volatility in the SPX in 30 days time. Read more on this on CBOE's website. VVIX is mean reverting in nature, as it is as index and non-tradable it represents this mean reversion without market expectation building ...

MarcusWilliamson MarcusWilliamson GC1!, W, Long ,
GC1!: Gold Target Post FED Meeting (NO HIKE SCENARIO)
42 0 1
GC1!, W Long
Gold Target Post FED Meeting (NO HIKE SCENARIO)

Target for Gold price after FED meeting assuming no hike and appreciation off the absence of raising interest rates going forward.

MarcusWilliamson MarcusWilliamson SPX500, W, Short ,
SPX500: My prediction for the next recession!
918 5 21
SPX500, W Short
My prediction for the next recession!

Massive retraction in equities should happen after this brief counter rally comes to an end. A larger and sharper drop will occur as volatility cycles increase in amplitude and frequency every year.

MarcusWilliamson MarcusWilliamson GURU, W, Short ,
GURU: Short overcrowded trades
16 0 1
GURU, W Short
Short overcrowded trades

As equities market unwinds, its a fantastic time to sell a premade basket of overpriced crap grounded by no fundamentals or confidence in macro factors to keep the dream running much longer.

MarcusWilliamson MarcusWilliamson SPX, D, Short ,
SPX: Base of equities
61 0 2
SPX, D Short
Base of equities

Support and reversion target for main US markets

MarcusWilliamson MarcusWilliamson 1/GLD, D,
1/GLD: GLD & BTC Correlation?
45 0 1
1/GLD, D
GLD & BTC Correlation?

I struggle to fully understand the connection here, if anything I would have thought the direct correlation between these two assets would exist. Flight to safe haven be it a cryptocurrency or an asset like gold, I would have thought the same fear drives these actions. This chart is contrary to that view / idea, here we have seen a pronounced tracking since ...

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Euro-Bund
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FTSE 100 index of UK listed shares
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10-Year Treasury Constant Maturity Rate
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