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Fixed income PM, former Equity Analyst, CFA, and Chicago sports fan. Contributor for CFA's Inside Investing blog. http://t.co/IRXXkzI1el

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"If you teach a man anything, he will never learn"
11/27
2014
@The_Analyst staying unhealthy is way more expensive LT@ajkurki cute@DennyCrane550 crazy huh? Where do you think it's going?@DennyCrane550 haven't decided- am looking through them tonightBroad range of book recommendations from Twitter followers https://t.co/v2sWUoUEkE"It's not a scam; it's a derivatives contract." http://t.co/nODbOszLFU cool story about weather and car dealerships from @BenDWalsh
Retweeted by David Schawel@morganoliveira1 gross!@morganoliveira1 I've never tried one - what does it taste most like?What's a good book recommendation for this weekend? Fiction or non-fiction, doesn't have to be markets related.Shockingly swift decline. In Q3, WTI oil averaged $97.24! (& that ~$5B net income for U.S. oil producers) http://t.co/dkNSkhKCkW
Retweeted by David Schawel@jennablan they are morons?How many HF's have a portfolio larger than $AAPL does?@TheStalwart I applied yesterday and got a canned rejection email...@TheArmoTrader Beckham's catch is probably the greatest & nobody will ever remember who won that game or if it means anything@TheArmoTrader it was a great catch no doubt, but you could find hundreds like it...catch to win the SB =/= greatest catch@TheArmoTrader timely catch =/= greatest catch"GSMBS 2014-EB1 represents the first post-crisis prime jumbo RMBS transaction for Goldman Sachs."@SkeleCap the new 2019 bonds? Nope, I do own the ABS thoughLast 24 hrs of US data confirm what's been a pretty consistent message:Economy continues to improve but still lacks escape velocity/lift off
Retweeted by David Schawel$SWAY marketing a $500mil single family rental ABS deal$SDRL lesson learned: don't assume what is obvious to a credit investor is obvious to an equity investor. #coveredtooearly
Retweeted by David Schawel@Hooper_Quant easy - I'm still on my first coffeeI blame the weather on these misses@DriehausCapital is this price or total return on the bonds?@Fully_Levered your first tweet?!!@InterestArb yes & no. I'm clearly in that camp too but that isn't new - yet the rate moves this year are hugeEven as a long term rate bull it's amazing to see the strength in long bonds
11/26
2014
@TheStalwart @M_McDonough what about @mbusigin ?@MacroHedge hey hey now... easy on us@modestproposal1 I was very surprised to read thatSchumer: "We took their mandate and put all of our focus on the wrong problem—health care reform." http://t.co/1109Ty2SLD@jaredwoodard @Dutch_Book I agree - plenty of people create charts that infer a relationship that's not actually reality@Kelly_Evans and Apple / Yen race above 118@Makro_Trader Good question - long end strength is relentlessInteresting comments from @ElliotTurn and a few others http://t.co/Igp33yLBMu5s30s now under 140bps and a new 5+ yr low http://t.co/i4rtjWpvcI@Kelly_Evans Could be lower - the primary/secondary spread has gapped - MBS yields falling faster than mortgage rates http://t.co/8lUMLoc7hp“The problem with QE is that it works in practice, but it doesn’t work in theory.” - Bernanke http://t.co/2uDJXi7U0R@_oldmangloom https://t.co/81yqbTYJek i respectfully disagreeBassman arguing that the lack of inflation in Japan is merely because BoJ hasn't done enough QE yet... Respectfully disagree on that oneVery cool report on SaaS companies https://t.co/TEI2RXzMtK h/t @PatrickDunnigan@agurevich23 @Convertbond continued strength in the long end is very impressive given today's GDP etc.bund at 74bps, may be hard to sell off@naufalsanaullah @PipCzar OER is relatively steady & didn't fall with the large HPA drop - why would you expect an outsized jump now?@naufalsanaullah @PipCzar why will last year's HPA accelerate core inflation?$LEAF to issue $500mil in 5yr sr notes to refi existing debtBond market showing no worries at all after the GDP printStrong US GDP data. Revisions take growth rate up to 3.9% for the 3rd quarter. Better internals too, and virtually across the board.
Retweeted by David Schawel
11/25
2014
@1971capital @JeffCNYC @Jesse_Livermore obviously because of the post - not very random@1971capital @JeffCNYC @Jesse_Livermore don't be a troll - the post was pro Hussman, not anti@JeffCNYC I'm not sure that's a valid analogy. Did you read @Dutch_Book 's comment? He compares himself to the S&P.@IvanTheK oh cmon that was decent@IvanTheK @kevinroose That's a definite noto.@naufalsanaullah @DavidSchawel @conorsen @TheStalwart I maintain long long bonds. 1) Fed hikes - bonds rally. 2) Fed sits - bonds carry.
Retweeted by David Schawel@DavidSchawel in a world of 140 characters I luckily got bored more than anything. He makes it seem too complicated
Retweeted by David Schawel@JeffCNYC so what's your take on this?@jaredwoodard nice contribution I might add by you in the comments sectionComments section is heating up in the Hussman post http://t.co/xlPFpUhS1C@conorsen @TheStalwart we have similar views on the Fed but it's told us very different things - I thought it means own yield/risk@JSiegel88 of courseHussman down 55 bps to new NAV lows
Retweeted by David SchawelSo does it even matter the reasoning? Do we get too caught up on the rationale which is hard to prove anyways? Are more managers lucky?Hussman garners a lot of scrutiny for his performance but the bulls steer clear of it since they've been in the middle of a long bull mkt@M_C_Klein @TheStalwart interesting is that the bulls probably don't get enough scrutiny because they've been in a 6y bull mkt@Morgan_03 sorry I jumped the gun@M_C_Klein @TheStalwart one that's recently been correct :)@Morgan_03 @IPOtweet I think they IPO'd a little early@Dutch_Book yeah I'm surprised there haven't been any comments yet...@SoBendito c'mon I grew up during that time period@_oldmangloom I agree, when you have a multi billion dollar fund that is contrarian, it comes with the territory@SoBendito as long as@_oldmangloom after 2k words saying I'm wrong!"In Defense of John Hussman's Performance" http://t.co/xlPFpUhS1C // A guest post by David Horn, a Columbia professor@nicolatheron Is there absolute value or just relative value? If both are expensive then it doesn't say much.Real bubble in passive management will be when MBAs fight for a position at Vanguard.... mostly kiddingVanguard Takes a Victory Lap: 86% of its Stock Funds Beat the Peer Group http://t.co/HkrctNQDzt Vanguard is 1 of the best choices 4 $$ mgmt
Retweeted by David SchawelMy look at some new research on labor market "slack" and wage growth: http://t.co/JxspEzpcEU http://t.co/c9voSKpO4D
Retweeted by David Schawel@BarbarianCap wow, I wouldn't never guess about that 5yr chart... i had no clueShort time horizon but PIMCO total return in the 98th percentile over 1 month - they are smart, focused, and not promotional like others now@RajaKorman @georgepearkes sure what's your email@spbaines what's your email@TheStalwart @Hooper_Quant not understanding the nuances of swaptions and mbs hedging isn't behind the curve!@Hooper_Quant @TheStalwart Yes it is, but the vast majority of market participants still don't understand it, so very relevant today. @TheStalwart Here's how Fed buying of Agency MBS is equivalent to a giant sale of US rate vol https://t.co/48FKDHlCfg h/t Bassman1yr change in the 2yr UST yield: +25bps, change in the 30yr yield: -85ps...
11/24
2014
@IvanTheK can't take the catch away from you guysDilution, Index Evolution, and the Shiller CAPE: Anatomy of a Post-Crisis Value Trap http://t.co/wiO8HEHO6I [new post]
Retweeted by David Schawel“@tzhongg: Friend made a list of top internship offers 💰 http://t.co/qKUsxeZdsh” // Not bad for an intern@morganoliveira1 white Christmas is a classic too - just not the top!@morganoliveira1 I'll go with Christmas vacation!@michaelafulton pastrami - nice@georgepearkes failIMF calculations show little or none of the inflation Abe hoped for http://t.co/1oMirgT0SP
Retweeted by David SchawelThe was the "Willie Mays" of football catchWhat a catch!US #oil imports from Opec at 30yr low. US will overtake Saudi Arabia to become #1 oil producer http://t.co/qTjsQQK2zX http://t.co/Pa9QTYO9jO
Retweeted by David SchawelHeard a sports announcer say "mute point" today@ericbeebo @thalesians heavy oil imports, & current account deficit has narrowed a lot the last few years. Now gold & oil both down sigThe rupee is weakening against the $ but it's staying strong in real terms http://t.co/r13BcY4CHtBAML: "At the end of this process, USD, GBP, CAD and NOK will be the winners"
11/23
2014
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