From f32194ddf9e295cef45143aa7d8e499b9cd80b9b Mon Sep 17 00:00:00 2001 From: nic Date: Fri, 9 Aug 2024 13:24:32 -0400 Subject: Auto from nzxt - Fri 09 Aug 2024 01:24:32 PM EDT --- Finance/Current.md | 10 ++++++++ Finance/Fundamentals/The Business Cycle.md | 37 ++++++++++++++++++++++++++++++ Finance/Research/index.md | 6 +++++ Finance/The Business Cycle.md | 37 ------------------------------ 4 files changed, 53 insertions(+), 37 deletions(-) create mode 100644 Finance/Fundamentals/The Business Cycle.md delete mode 100644 Finance/The Business Cycle.md (limited to 'Finance') diff --git a/Finance/Current.md b/Finance/Current.md index aff8bf3..dc5593e 100644 --- a/Finance/Current.md +++ b/Finance/Current.md @@ -7,11 +7,21 @@ For last 7 Quarters Real governement purshases is growing at a faster rate than The federal debt increased almost $600 billion in Q1, in exchange for GDP increasing about $300 billion. In other words, the federal government is “buying” only 53 cents of “growth” for every dollar it goes into debt +# PMI jul +Service PMI employement came in at 46.1 confirming a 5 month contraction that is intensifying & confirming Jan print was dead cat bounce + + # Macro - USDJPY > 161, for the first time since 1986.Z - Freddie Mac filed a proposal with the FHFA (Federal Housing Finance Agency) to enter the secondary mortgage market (i.e. home equity loans), which could potentially unlock $980bn in equity for homeowners. Furthermore, if Fannie Mae and Ginnie Mac enter the market too, that figure jumps to $3 trillion. - covert fiscal stimulus plan for boomers - Israel-Iran war - ukraine +- Citi group economic surprise index in negative territory since may, will lead to 10y t-note trend down +- Mag7 sentiment ATH +- Canada UR back to GFC levels +- As corporate revenues get under pressure, volume & unit sales protection will superseede any other consideration (at top line) & margin protection will super seede at bottom line. Will lead to short period of defalation in goods and services. If labor weakness added to the mix people will pile into rates quickly. +- existing home for sale above 21,22,23 lvls +- PAYX/SPY ratio OCT 23 Rally started after Yellen QRA* issued 50B less bonds than the market expected topped at the start of april 24 with spy @ 525 5% correction in april with low @ 493, triggered by hot CPI and now 15 of may new ATH diff --git a/Finance/Fundamentals/The Business Cycle.md b/Finance/Fundamentals/The Business Cycle.md new file mode 100644 index 0000000..451ae7c --- /dev/null +++ b/Finance/Fundamentals/The Business Cycle.md @@ -0,0 +1,37 @@ +In cycle downturns trend following is what to do. + +The cycle is better seen on the long term +almost always at least weekly or montly data +before 1900 better to use DOWJONES data + +Amplitude & Bartels for mesuring cycles +Spectrograph use to see which cycle are dominant in the data + +The 42 month (182 week) cycle is the business cycle for equities, in bond is a little longer +The 30yr cycle is the big one + +To trade cycle (business one) take a moving average about 1/4 the lenght of cycle and will catch these turn very effectively +or for z score do 1/2 the lenght of cycle..., because want the mesure the ups & then the downs... +or same lenght MAV to remove the "cycle" and get the trend ! + +what is driving the 30 day cycle is always changing and hard to pick up, too much noise + +Will think we are mainly looking at a 4 yr cycle, 7yr cycle & a 30 yr cycle + +Look at look at the Dickey folder test and not the hearst exponent(JM Hurst Cycle) + + + +1790 to 1840 The Bank of the United States Dominates + +1840 to 1875 The Rise of the Railroads + +1875 to 1929 The American Commercial Revolution + +1929 to 1964 The First Magnificent Seven + +1964 to 1993 Free Trade Leads to Global Expansion + +1993 to 2014 The Rise of Fall of the Stock Market + +2014 to Present Technology Stocks Take Over diff --git a/Finance/Research/index.md b/Finance/Research/index.md index 787e424..353da11 100644 --- a/Finance/Research/index.md +++ b/Finance/Research/index.md @@ -31,3 +31,9 @@ them, increase the rent, and then refinance the investment via government agency Lingotto/Scolari, arguably one of the best investors in Europe of his generation - keep track of his trades Some interesting holdings of theirs $Gato, $VEON, $RRC, $PCOR, $mrna, $sbsw, $PARA, $FATH $INDV + + + + +***Cesi & 10y t-note correlation*** +Citi group economic surprise index diff --git a/Finance/The Business Cycle.md b/Finance/The Business Cycle.md deleted file mode 100644 index 451ae7c..0000000 --- a/Finance/The Business Cycle.md +++ /dev/null @@ -1,37 +0,0 @@ -In cycle downturns trend following is what to do. - -The cycle is better seen on the long term -almost always at least weekly or montly data -before 1900 better to use DOWJONES data - -Amplitude & Bartels for mesuring cycles -Spectrograph use to see which cycle are dominant in the data - -The 42 month (182 week) cycle is the business cycle for equities, in bond is a little longer -The 30yr cycle is the big one - -To trade cycle (business one) take a moving average about 1/4 the lenght of cycle and will catch these turn very effectively -or for z score do 1/2 the lenght of cycle..., because want the mesure the ups & then the downs... -or same lenght MAV to remove the "cycle" and get the trend ! - -what is driving the 30 day cycle is always changing and hard to pick up, too much noise - -Will think we are mainly looking at a 4 yr cycle, 7yr cycle & a 30 yr cycle - -Look at look at the Dickey folder test and not the hearst exponent(JM Hurst Cycle) - - - -1790 to 1840 The Bank of the United States Dominates - -1840 to 1875 The Rise of the Railroads - -1875 to 1929 The American Commercial Revolution - -1929 to 1964 The First Magnificent Seven - -1964 to 1993 Free Trade Leads to Global Expansion - -1993 to 2014 The Rise of Fall of the Stock Market - -2014 to Present Technology Stocks Take Over -- cgit v1.2.3