Posts Tagged ‘TBF’

• Roll On Sovereign Hockey Puck. Roll On: Model Portfolio Update
  Gregor Macdonald, February 10th, 2010 at 11:51 pm, Comments: 0

  In this weekend’s Macro Note to subscribers, I posed a question about the spread of risk in sovereign debt.  And, I suggested the following first step to a model for how this turmoil eventually plays out among the candidate countries of the world. I was struck that so many assumed the contagion would proceed in [...]

• Oil Looks Ornery: Model Portfolio Update
  Gregor Macdonald, February 3rd, 2010 at 11:44 pm, Comments: 0

  For 14 months now those who’ve been bearish on the price of oil have pointed to very high oil inventories. And while it’s true that US inventories remain high, it’s quite clear that global inventories peaked between March and August of last year. Additionally, the price trend higher is now a year old. It started [...]

• Podcast Picks: Friday 22 January 2009
  Gregor Macdonald, January 22nd, 2010 at 5:15 pm, Comments: 0

  Life After Layoffs: roundtable on self-reinvention after job loss, WBUR OnPoint Radio.
  Massachusetts Revolt and Obama’s Agenda: roundtable on Tuesday’s Senate result, WBUR On Point Radio.
  Long Shot: stories of people betting on something with very bad odds, mostly because they have no other choice, This American Life Radio.

  America in Decline: interview with Flynn and Fallows, WAMU [...]

• Here Come the Deficit Hawks? Model Portfolio Update
  Gregor Macdonald, January 20th, 2010 at 10:01 pm, Comments: 0

  The market sees the coming of the Deficit Hawks, in the wake of last night’s Massachusetts Senate election. And that’s understandable. While Congress can’t as yet control monetization by the FED, a determined opposition could indeed start to slow down the serial increases in the debt limit ceiling. Initially, that’s dollar supportive or at least [...]

• Treasuries and Tax Revenues:Model Portfolio Update
  Gregor Macdonald, January 13th, 2010 at 7:32 pm, Comments: 0

  The grinding gears of falling tax revenues and increased supply of treasuries are finally coming to pass, here in early 2010. When both the stimulus and the financial crisis were young, it was possible to imagine that increased savings by Americans and then an eventual recovery in the economy would arrive just as the situation [...]

• Big Macro Data: Gregor Weekly Macro Note
  Gregor Macdonald, January 9th, 2010 at 11:37 pm, Comments: 0

  The first week of the year was stuffed with some big macro data. This was fitting as we now have the bracket of the last 10 years through which to see a number of important trends in the US economic story. Essentially, we’ve been spinning our wheels since the Nasdaq cracked in the Spring of [...]

• Gregor Weekly Macro Note: Sunday 03 January 2010
  Gregor Macdonald, January 3rd, 2010 at 11:20 pm, Comments: 0

  The GregorWeekly model portfolio was initiated the last week of August in 2009, with $100,000 USD notional. My stated goal at that time was to achieve positive absolute returns, while assigning a lesser role to individual equities. In addition, I neither wanted to trade too actively or waste time taking out a series of insurance [...]

• Gregor Weekly Model Portfolio Update: 16 December 2009
  Gregor Macdonald, December 16th, 2009 at 11:45 pm, Comments: 0

  Quietly, without much attention, the long end of the US Treasury market continues to deteriorate. It’s just not pronounced enough yet to draw much attention. And as someone who’s been interested in going short US Treasuries for over three years now (without having done so), I can understand the complacency. Or is is caution?
  This January, [...]