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RE: [RT] this coming week



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Very interesting and thanks.

About ‘normal’ leverage for banks.  10% was considered appropriate in the wake of the 1930s.  The 15 to 1 you’re talking about is 6.66%.  Actually it’s really worse than that.  All commercial sweep accounts are not included in the deposit base.  Because they’re so big, you’re probably talking about 18 to 1.  And leverage doesn’t speak to asset quality.  The great de leveraging is likely some result of the government buying preferred in many banks.  That does nothing to improve the quality of mortgage, consumer or credit card loans.

It’s hard to think that hedge fund redemptions have NOT been huge over the last several weeks.  Probably not all done but their trailing off will be supplanted by increased tax loss selling.  About this time every year, my alma mater (KPMG), would be contacting clients to help them with tax tactics.  Likely, they’re already done that this year.  The gist of the advice I’d expect would be to anticipate higher taxes next year (particularly double cap gains), accelerate revenues into 2008, defer expenses to 2009 AND SELL ALL SECURITIES WITH ACCUMULATED UNREALIZED CAP GAINS.  It’s crazy NOT to sell off cap gains securities.  That’s got to be a part of GOOG’s problems these days.  This is prime tax selling season (see The Amazing January Effect) and ends the first week in December.

There remain alternate counts on SPX, one indicating a 5th wave of a 3rd wave is forthcoming and imminent.  An alternate count is looking for an ‘e’ wave of a diagonal that began with the ‘a’ wave at Oct 13.  If a 5th wave (my favorite) then it’s into the abyss immediately.  If it’s an ‘e’ wave to the diagonal, then a rally to 970 should occur next week with the tragic 5th wave thereafter.  Remember, there’s a new moon Nov 27 and trends tend to accelerate into new and full moons.

Only after the 5th wave is complete (I’m not aware of strong proponents of the 5th wave being already completed) should there be a durable bear market rally.  Wave 5 could be complete soon, but at much lower levels. 

 

From: realtraders@xxxxxxxxxxxxxxx [mailto:realtraders@xxxxxxxxxxxxxxx] On Behalf Of Gene Pope
Sent: Sunday, November 16, 2008 1:27 AM
To: realtraders@xxxxxxxxxxxxxxx
Subject: RE: [RT] this coming week

 

I was at a party 2 weekends ago where there were a variety of major “bulge bracket”  and independent (and very successful) bankers and traders (some prop, some index fund), most of whom I’ve known for years. It might be useful to add what they said to the general discussion:

 

1) According to “word on the street”, the “big 6” institutions have been deleveraging furiously, and on average, their leverage as of two weeks ago, was already at the 15 level (back to “traditional” normal).

 

2) Major funds (hedge and otherwise) have been furiously selling into any rallies, trying (and mostly succeeding) to stay one step ahead of redemption requests. Most of the big players are already loaded with cash. The word is there’s not much left of that story.

 

3) Speaking outside of their profession, their gloomy forecasts were totally correlated across the board.

 

 I stress that these opinions could be perfect herd mentality or select insight. I’m merely the messenger. For instance, all of this may put some perspective on the “pros” without providing any transparency on the “average citizen’s” fear factor, mob momentum, and all the rest. To a man, they were all quite fearful of when/if all the 401k wildebeests will run right off the cliff.

Regards,

Gene

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