Friday, 26 February 2010

Lots of News but Little Action

Equities: Stocks finished the day pretty flat, despite some important data coming out data. US and UK GDP estimates for Q4 were both revised upwards, while US home sales fell 7%. Mixed data is most likely what led to the lack of market direction today. Important to note that many of the leading indicators are starting to indicate that we are in for a rough ride to come. The market sentiment is looking to be bullish and continue the run we've had since last March, but is slowly finding less reason to do so, and hence the sideways movement we've had so far this year.

Currencies: The Dollar fell against the Euro and was flat against the Pound. Today was one of the first times that the Dollar fell due to bad US news, previously the safe haven effect had taken precedence. The Yen is rising on the bad news coming out, long Yen might turn out to be a good play. On a separate note, I mentioned yesterday how pundits always recommend going long equities, but never short even in a falling market. The same bias doesn't exist so much in forex because in every trade, one is long one currency and simultaneously short another, hence no such thing as an anti-short bias.

Commodities: Oil was up today reversing most of yesterday's losses, this coming on the back of improved GDP data out of the US. Today broke some of the recent trend of tracking the equity markets closely, though I don't expecting any significant decoupling in the near future. Gold was also up today, probably driven by Dollar weakness. Nothing otherwise exciting going, signing off for the weekend, have a good one!

Thursday, 25 February 2010

Its Definately not V Shaped

Equities: Bad economic data continues to hit the market, this time durable good orders fell & unemployment claims rose. Markets fell on this but later recovered some ground, still finishing lower overall. The economic data continues to be quite mixed, and this is making investors jittery about any recovery. It seems quite clear we won't get the V shaped recovery we were hoping for. I was watching Bloomberg this afternoon, and they were interviewing some equity analyst who was touting buying defensive stocks during these market falls. Even if the beta is less than one, we still lose money in a falling market, however defensive the stock. It amazes me that we are always only advised to buy stocks regardless if the market is rising or falling. I have yet to hear a single pundit recommending shorting this market, which I might add is not such a bad idea.

Currencies: Rating agencies threatening to downgrade Greece's debt did the Euro no favors, however it did rebound against the Dollar late in the day. The Pound continues to get hammered, today it was UK quarterly investment falling that did it. I don't see any near term relief for the Pound, however the Euro could get a boost if there's further moves towards a Greek bailout. The Yen is also coming out as a big winner in the safe haven buying. If we see further bad US data coming out, the Yen could appreciate against the Dollar in the medium term. It will also benefit if there is further unwinding of carry trades.

Commodities: Oil had a big fall today coming mainly from weakness in equity markets and concern that the faltering recovering will dent demand for the commodity. At the moment, we are seeing a strong correlation between equity markets and oil. Its anyone's guess whether this is likely to continue, but barring any fundamental supply issues, the price of oil should be closely tied to overall sentiment for the economy, which puts its primary risk towards the downside. Gold was flat today, a result of two opposing forces, one being weakness in equity markets, the other the safe haven appeal.

Wednesday, 24 February 2010

Stalled Recovery

Equities: Ben Bernanke's comments today highlighted the fragility of the economic recovery, although equity markets rallied on his comments that rates would be kept to an all time low for an extended period. His comments were overshadowed by data coming out that showed new home sales fell 11%. Economic data coming out over the past week has been more bad news than good, indicating that worse news could soon follow. My forecast is for further weakness in equity markets coming from the possibility of a double dip recession, or at least a U shaped recovery.

Currencies: The Dollar fell on Bernanke's comments, but later rallied at by close was relatively unchanged from the previous day against the Euro and Pound. An interesting article in today's FT estimated the size of the Dollar carry trade at 1.5 trillion stemming from exceptionally low rates in the USA. This could be interesting if equity markets fall, and investors start to unwind carry trades, we could see the Dollar strengthen on these unwinds. A similar story occurred with the Yen from 2007-09. I maintain bearish forecasts for EURUSD & GBPUSD for reasons mentioned above as well as weakness in European countries. Europe and the UK have registered worse growth than the USA, and also suffer from large budget deficits putting further pressure on their respective currencies. The Greek crisis is still to play out, and could see further EUR weakness.

Commodities: Gold is modestly lower today, nothing in particular seems to be a driver of this. Gold could be going either way, its main risk is to the downside on potential Dollar strength. Oil is up about 1% today, this despite weekly inventories rising by 3m barrels, above market expectations. The oil market has rallied in the last couple of weeks, which seems to go against the fundamental data coming out, mainly inventories have been rising, implying a weak market. A stronger Dollar could be bad for oil, but again, this hasn't been the case in its recent rally. I am bearish on oil in the medium term as recent rises seem to lack a strong fundamental basis.