stocktoberfest 2013
DESCRIPTION
How a Hedge Fund Manager uses Technical Analysis to Profit and Manage Risk by JC Parets, Founder, Eagle Bay Capital, LLCTRANSCRIPT
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J.C. Parets, CMT
Stocktoberfest 2013
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Disclaimer
The information, opinions, and other materials contained in this presentation is the property of Eagle Bay Capital, LLC and may not be reproduced in any way, in whole or in part, without express authorization of the copyright holder in writing. The statements and statistics contained herein have been prepared by Eagle Bay Capital, LLC based on information from sources considered to be reliable. We make no representation or warranty, express, or implied, as to its accuracy or completeness. This publication is for the information of investors and business persons and does not constitute an offer to sell or a solicitation to buy securities or subscribe for interest in the Ibis Fund I, LP (“The Fund”). The Fund is available for subscription only on the basis of the relevant memorandum of terms, which is available only to investors satisfying the applicable eligibility criteria for investment. The General Partner may decline to accept any subscription.
This document may include estimates, projections and other “forward-looking” statements, due to numerous factors, actual events may differ substantially from those presented. Opinions and estimates offered herein constitute Eagle Bay Capital, LLC’s judgment and are subject to change without notice, as are statements of financial market trends which are based on current market conditions
An investment in the fund is subject to loss of capital and is only appropriate for persons who can bear that risk and the nature of an investment in the fund. Eagle Bay Capital, LLC is not a registered investment advisor and the fund is not a registered investment company.
These materials are not intended to constitute legal, tax, or accounting advice or investment recommendations. Prospective investors should consult their own advisors regarding such matters.
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J.C. Parets, CMT Founder of Eagle Bay Capital, LLC
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Top Down Method
Analyze all Asset Classes across the Globei.e., stocks, bonds, commodities, currencies
Narrow Focus to Select Conceptsi.e., US Stocks trending higher, Precious Metals basing, etc.
Focus on the specific Trades: (Indices and Metals example)
i.e., Short Russell 2000, Long Nasdaq, Long Silver and Gold
Investment Process: Top/Down Method
Risk Analysis & Stress Test
PortfolioAllocation
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US Stock Sectors Positive Correlations (1 year)
http://www.macroaxis.com/
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Global Index Correlations (1 year)
http://www.macroaxis.com/
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Global Index Correlations (Stocktoberfest 2012)
http://www.macroaxis.com/
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Correlation: S&P500 & Berkshire Hathaway
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Correlation: S&P500 & Berkshire Hathaway
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Correlation: S&P500 & Berkshire Hathaway
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Strategy: Momentum Analysis
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Momentum: Silver Futures
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Strategy: Sentiment
Source: Fusion IQ* AAII % from Avg
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Euro Barron’s July 16, 2012
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Momentum: EURUSD Bottom July 24, 2012
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Euro Stoxx 50 2012 – Bottom July 24
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Barron’s December 24, 2012
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4 days later? Europe100 vs S&P 100
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Seasonality: DJIA 1886-2012
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Seasonality: Presidential Cycle
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Seasonality: Natural Gas
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Sentiment: Natural Gas
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Price: Natural Gas (2-hour time frames)
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NatGas Trade
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NYSE 52-week lows 2009 bottom
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NYSE 52-week Highs Present
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Markert Internals
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Risk Management
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SPX No Draw
The chart above shows the difference in performance of the S&P 500 by simply avoiding these three drawdown periods.
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Treasuries Long in May
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Oops!
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DJIA
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Ireland
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Netherlands
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DJIA
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Nikkei
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USD/JPY
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AAPL
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Bonds Sentiment
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Bonds C.O.T. Report
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Bonds Seasonality
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Bonds Momentum Diverging
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Contact Us
J.C. Parets, CMTFounder & President
212.808.0911
535 Fifth Avenue - 25th FloorNew York, NY 10017