Global Anarchy: Woman Waves Severed Head, Man Stabs 10 Schoolchildren, Burnt Horse Head Found In Box

When we reviewed the most popular Zero Hedge posts of 2014, we weren’t entirely surprised to learn that civil unrest was one of the themes readers were most interested in discussing.  

Indeed, polite society seems to be breaking down all over the world and in 2015, we got what certainly looks like evidence that anarchy beckons – even in the US, the supposed bastion of modernity and human “advancement”.

There were, for instance, the riots that reduced parts of Baltimore to smoldering ash in April…

In August, an apparently disgruntled news anchor murdered his former colleagues on live television.

That came on the heels of a horrific shooting at an African American church in Charleston perpetrated by a rather angry 17-year-old.

Since then, things have only gotten worse. In fact, the US has seen three mass shootings in the last week alone.

And the trend towards societal disintegration is a global phenomenon. The Paris attacks underscore the extent to which the chaos and outright depravity that characterizes everyday like in the Mid-East has spilled over into Western Europe. That spillover has in turn triggered feelings of intense nationalism in Germany, Sweden, Finland, and Norway (among other countries) where far-right political movements look set to invoke Europe’s troubled past. 

On Monday, we got what might well be the surest sign yet that society is rapidly descending into a Hobbesian state of nature. In Moscow, a woman dressed in all black was arrested near a metro station screaming “I am a terrorist.” She also shouted the following:

The end of the world is coming in a second…I’m your death. I hate democracy. I’m a terrorist.”

“I have been cursed and destroyed so many times.”

“I’m your suicide bomber… I’m going to die in a second…The end of the world.” 

But believe it or not, that’s not the most disturbing part of this story. The woman, as you can see in the video below, was holding the severed head of a child

An investigation revelaed the woman was a citizen of a “Central Asian country.” She apparently burned down the apartment where she was supposed to be caring for the child who was “three or four.” The child’s headless body was found in the charred remains of the building. The woman was identified as Gulchekhra Bobokulova from Uzbekistan. She beheaded the child, she said, because of her husband’s “betrayal.” 

It wasn’t immediately clear what the connection was between the dead toddler and her alleged husband. 

Meanwhile, in China, 45-year-old Li Sijun decided to stab 10 schoolchildren this morning for apparently no reason at all. As CNN reports, “the incident took place in Haikou, the capital city of the southern island province of Hainan.” Thankfully, all of the children survived. Li didn’t. He killed himself.

Finally, rounding out Monday’s news from our increasingly anarchic world, a woman strolling through Highbridge Park near 190th Street in New York found a box. With a “cooked horse head in it.” 

“Cops,” The New York Post says, “are looking into whether the animal parts are tied to ‘voodoo.'”

So, a woman decapitates a toddler and displays the head while shouting about the end of the world, a man stabs ten schoolchildren for no reason, and a woman finds a baked horse’s head with possible ties to “voodoo” in Manhattan. 

And that’s just in the past 24 hours.

If you have the means, it might be a good time to invest in a doomsday bunker…


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The Real Power of Cash Is Its Anonymity

In USA Today, Glenn Reynolds of Instapundit discusses the mad drive by former Treasury Secretary Larry Summers (and many other bright boys) to get rid of large-denomination currency notes.

What is a $100 bill worth now, compared to 1969? According to the U.S. Inflation Calculator online, a $100 bill today has the equivalent purchasing power of $15.49 in 1969 dollars. Likewise, in 1969, a $100 bill had the equivalent purchasing power of $645.55 in today’s dollars.

So even if we brought back the discontinued $500 bill, it wouldn’t have the purchasing power today that a $100 bill had in 1969, when larger denominations were discontinued. And carrying around a $100 bill today is basically like carrying around a $20 in 1969. As The New York Times put it after Summers’ announced his plan, “Getting rid of big bills will make it harder for criminals to do business and make it easier for law enforcement to detect illicit activity. …There is no need for large-denomination currency.”

To which Reynolds notes two things. First, inflation!

Reading this got me to thinking: What is a $100 bill worth now, compared to 1969? According to the U.S. Inflation Calculator online, a $100 bill today has the equivalent purchasing power of $15.49 in 1969 dollars. Likewise, in 1969, a $100 bill had the equivalent purchasing power of $645.55 in today’s dollars.

So even if we brought back the discontinued $500 bill, it wouldn’t have the purchasing power today that a $100 bill had in 1969, when larger denominations were discontinued. And carrying around a $100 bill today is basically like carrying around a $20 in 1969.

Second, anonymity!

Cash has a lot of virtues. One of them is that it allows people to engage in voluntary transactions without the knowledge or permission of anyone else. Governments call this suspicious, but the rest of us call it something else: Freedom.

I’m less taken with the inflation argument, not because inflation doesn’t matter but because overall purchasing power proceeds apace, thanks to technological innovation and gains in productivity. When you think of all the great crap that’s available to virtually everyone in today’s world, I’d much rather be middle class today than upper-middle-class in 1969. Somewhere on this page is a picture of some hippies selling LSD at Woodstock for $1.00 a hit (the brown acid cost less, I’m sure). That would be around $65 today, according to a straight-up inflation calculation. But as numerous folks on Twitter informed me, to the extent that acid is still around, it doesn’t cost anywhere near that much and is probably better quality (thanks drug war, for nothing but human misery!).

The anonymity argument strikes me as more meaningful, and not because I’m an international drug dealer or collector of rhino horns or anything like that. The right to do what you want without being tracked and followed or subject to someone else’s accounting—that’s a pretty good right and it’s one worth preserving or at least thinking through fully before getting rid of it. Privacy isn’t about hiding bad stuff. It’s about, well, privacy. And in many cases, as Reynolds notes, freedom flourishes in private settings and does less well in forced public settings.

Read the full article.

Related vid: Is Bitcoin the great libertarian hope or has it been co-opted by Wall Street?

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Donald Trump’s Authoritarian Fantasies: New at Reason

TrumpHas America ever seen a more authoritarian presidential candidate than Donald Trump? Not since FDR—who seized coal mines and department stores, dictated wages and prices, and even weighed whether he should decree when Americans could eat meat

But at least FDR had a reason: He was fighting a world war. What’s Trump’s excuse?

One of the great ironies of Trump’s success in the polls is that much of his support comes from people who profess to be angry over Barack Obama’s serial offenses against the Constitution and limited government. It turns out that many of them positively relish the idea of someone who will go even further than Obama has, writes A. Barton Hinkle.

View this article.

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“There’s never been a change this big, nor so many people unprepared.”

I had an amazing time this weekend sharing the stage at an investment conference in Miami, with other speakers like Robert Kiyosaki, Peter Schiff, and G. Edward Griffin among others.

During a panel on the future of money and banking we discussed how the financial system is rapidly losing control of its own product, i.e. money, in the same way that the music industry has lost control of its product.

In the past there used to be a handful of large record labels that controlled the distribution of music across the world.

In the same way, our financial system was set up for a handful of banks to tightly control the distribution of money across the world to the point that no financial transaction could occur without a bank inserting itself in the middle.

But like music, this model is rapidly changing.

Just as you can have now access an unlimited catalog of albums without ever setting foot in a record store, we are now in a position to conduct financial transactions entirely outside of the banking system.

Every single function of a bank, whether to save, borrow, exchange, or transfer money, can all be done better, cheaper, and more efficiently outside of the banking system.

Rather than going to a bank with hat in hand, you can now fund your startup through an online crowd-sourcing platform.

More importantly, dollar dominance is waning.

The dollar has been the dominant reserve currency since the end of WWII.

But the US government has abused this privileged position so many times, with constant bullying of other nations and threatening to excommunicate foreign banks from the US financial system.

So now other nations are quickly coming together to create an alternative system that no longer depends on America.

Jim Rickards, author of Currency Wars, spoke about a meeting that he had with senior officials at the US Department of Treasury.

Jim had expressed concerns about the dollar losing its status, or at least significant market share, as the world’s reserve currency.

And as I kept telling the audience this weekend, this isn’t a question of “what if?” it’s a question of “what is.”

The government of Iran, for example, has already decided to be paid in euros for oil instead of dollars.

And the government of Brazil almost immediately jumped on the bandwagon to trade with Iran outside of the US financial system.

These are major blows to the dollar, and all this just happened within the last couple of weeks.

Yet as Jim Rickards continued his story, senior officials at the Treasury Department refused to acknowledge that the US dollar would ever lose its status and power in the world.

Jim said he felt like he was in London in 1913, with British bureaucrats pounding the table about how the British pound sterling rules the world.

This is a total fantasy.

As we discussed in Friday’s analysis of the US government’s latest financial reports, the government is totally bankrupt to the tune of negative $18.2 trillion.

The Federal Reserve has printed itself into insolvency.

And the entire US financial system is underpinned by the greatest level of debt that has ever existed in the history of the world.

There is no nation and no currency entitled to the top spot forever. History shows that wealth and power routinely change.

And Robert Kiyosaki added that there’s never been a change this big, nor so many people unprepared.

I tend to agree. Just looking at the sheer size of the $200 trillion debt bubble, there’s never been a change of this magnitude.

And given that more than half of Americans have less than a thousand dollars in savings, it’s clear that too many people are unprepared.

In my own remarks, I discussed all the striking similarities between 2008 (when the world erupted in a massive financial crisis), and where we are today.

Our financial system is loaded with risk. Insolvent governments, insolvent central banks, dangerous levels of illiquidity, negative interest rates, early signs of capital controls.

Again- this isn’t “what if”. It’s “what is”.

G. Edward Griffin, author of the exceptional The Creature from Jekyll Island about the Federal Reserve quoted Sun Tzu, suggesting that if you “know your enemy and know yourself you need not fear the result of a hundred battles.”

I call this having a Plan B. It means understanding what the real risks are (and what they’re not). And taking sensible steps to do something about it.

After learning about the risks and solutions, and then creating a sensible Plan B, you’ll never find yourself complaining that your new bank is too safe.

Or that it’s too hard for the government to confiscate your assets.

Or that your tax bill is too low.

Or that your retirement plan is too exciting.

These are all things that make sense no matter what happens next. Or what doesn’t.

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“Extreme Downside Leadership”: Investech Shows Why This Is Just Another Bear Market Rally

When it comes to stock market, one thing never changes: price action determines the newsflow, and not the other way around and the recent 7% rebound off the 1812 lows two weeks ago which has pushed the S&P to nearly 1960 (or over 21x on a GAAP P/E basis as we showed this weekend) has been interpreted by many as an “all clear” to any imminent downward drop.

And yet, as Investech reports in their latest weekend note, there is nothing normal about this rebound, or rather, bear market short squeeze aka “rally”, for many reasons of which the most prominent one is that there has been absolutely no upside leadership through the entire bounce.

In fact, “extreme negative leadership readings of this duration generally only occur in bear markets”, which in addition to the PBOC’s panicked RRR cut overnight to halt the latest swoon in stocks, confirms that this is merely the latest bear market rally.

From Investech:

Over the past two weeks, equity markets have rebounded 6.7% off of their lows, yet downside leadership persists. Consequently, the “DISTRIBUTION” component of our Negative Leadership Composite remains locked at -100. Extreme negative leadership readings of this duration generally only occur in bear markets, which means our portfolio defenses will remain high until the technical picture changes.

 


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Treasury Yield Curve Collapses To Flattest Since Nov 2007

With the short-end underperforming today, the US Treasury yield curve is flattening once again. The spread between 2Y and 10Y yields has plunged to 93bps today – the lowest level since November 2007 – suggesting US financials have not seen the wost of it yet…

 

 

Which sends a long-term warning for US financials…

 

And short-term…

Charts: Bloomberg


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Oil Dumps & Pumps Despite Massive Cushing Inventory Build

Nothing says buy-the-dip in crude oil like a massive inventory build in an already-near-peak-storage Cushing. Following a dive in prices after Genscape reported a massive Cushing build of approximately 1mm barrels, WTI has surged as algos keep the dream alive in stocks…

 

 

This would be the biggest weekly inventory build at Cushing this year..

 

Charts: Bloomberg


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Rubio Is Saying Nasty Things About Trump, but Let’s Not Pretend This Isn’t Politics as Usual

Rumor has it the real reason Dewey lost against Truman was because of his stubby fingers.Sen. Marco Rubio managed to stay in the news over the weekend amid all the Oscar coverage. He did so by continuing to go after Trump. He and Sen. Ted Cruz hit him hard at last Thursday’s debate, making it personal, calling Trump out for the lawsuits against his Trump University and his lack of any policy details, which as Peter Suderman has already noted, absolutely dosn’t matter in this primary.

Rubio’s weekend strategy was to continue riffing on Trump at rallies with jokey insults and personal attacks, sounding like every single comedian talking about the rich, crass real estate magnate. It’s fighting fire with fire, mud with mud. And it got Rubio media attention, and that’s certainly important for the candidate.

But it also drew out the expected, “Oh no, this election cycle is heading for the gutter” response. Tim Carney over at the Washington Examiner takes note of the mixed reaction. Republicans who loathe Trump are thrilled to see signs of his weaknesses as a candidate, but worry at the costs of pursuing them:

“He’s 6’2,” Marco Rubio said of Donald Trump Sunday night, “which is why I don’t understand why he has hands the size of someone who’s 5’2. You know what they say about men with small hands.”

It was perhaps the most explicit small-penis joke in the history of presidential politics.

Rubio has crawled into the mud with his vulgarian opponent. This may be necessary if he is to beat Trump, but it clearly carries dire risks for a man who wants to come across as presidential.

“I liked him until he got down in the mud with Trump,” Paul Eveland told me before the Rubio rally. While his wife, Ceci, is behind Rubio, Paul is undecided. Ceci granted that point: “It’s disrespectful to the office.”

Donald Lawrence calls Trump “a damn clown. I used to watch people like that on cartoons.” But Lawrence, who was dragged to the rally by his wife, a Marco fan, doesn’t appreciate Rubio’s style of fighting the clown Trump. “It kinda made them look like they were a big joke,” said Lawrence. “You get somebody who wants to joke around, you wonder how good a president they’ll be.”

Maybe that’s another axis of confusion in this fight of “establishment” vs. “outsiders”: a conflict over how seriously we ought to treat the president and how serious the president ought to be. Maybe part of the problem is that many people treat the presidency too seriously? Trump’s candidacy revolves around him promising things to his constituents that he’ll likely never be able to deliver. If the office of the president hadn’t been able to develop to the point where checks and balances are few and far between and the president acts as though he can simply bypass Congress to get his agenda implemented, we perhaps wouldn’t have to be worry about Trump’s con job.

Much has been written about Trump appealing to those who feel marginalized by the nature of political power. Peggy Noonan noted that Trump’s appeal is among Americans who feel “unprotected” by the manner by which politicians dole out power. For those who understand the kind of crony capitalism Trump represents, the conflict may seem very strange: Trump’s completely at home at this kind of pay-for-play political system, and Rubio and Cruz both have attacked him for this very reason.

But what Trump is nakedly selling is that he’ll be more than happy to use this power on behalf of those who support him and to punish those who oppose him. Trump’s corruption is actually part of his selling point. And arguably it wouldn’t work if Americans hadn’t infused the role of the presidency with its current level of power. Trump is the natural conclusion for trajectory the presidency has been heading for a while. Don’t blame the Ku Klux Klan. It’s the fault of anybody who thought that the role of the president is to fix whatever ails the citizenry, separation of powers be damned.

And about the mud-flinging—It seems that we’ve reached the part of the election cycle where everybody pretends that it’s the worst that we’ve ever seen. It’s not. America has a history of very nasty election campaigns going back centuries. Watch more from ReasonTV below:

And while the attacks may have gotten Rubio more press, it’s not clear that it’s actually going to change anything. The latest polls give Trump a massive lead. We’ll find out what happens tomorrow. 

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“Has Everyone Lost Their Freaking Minds?”

Submitted by Joseph Calhoun via Alhambra Investment Partners,

“How low do you have to stoop in this country to be President?”

? Hunter S. Thompson, Fear and Loathing on the Campaign Trail ’72

 

“The main problem in any democracy is that crowd-pleasers are generally brainless swine who can go out on a stage & whup their supporters into an orgiastic frenzy—then go back to the office & sell every one of the poor bastards down the tube for a nickel apiece.”

? Hunter S. Thompson, Fear and Loathing on the Campaign Trail ’72

 

The whole framework of the presidency is getting out of hand. It’s come to the point where you almost can’t run unless you can cause people to salivate and whip on each other with big sticks. You almost have to be a rock star to get the kind of fever you need to survive in American politics.”

? Hunter S. Thompson, Fear and Loathing on the Campaign Trail ’72

 

“In a closed society where everybody’s guilty, the only crime is getting caught. In a world of thieves, the only final sin is stupidity.”

? Hunter S. Thompson, Fear and Loathing in Las Vegas

 

“When the going gets weird, the weird turn professional.”

? Hunter S. Thompson, Fear and Loathing on the Campaign Trail ’72

Negative interest rates. The war on cash. More quantitative easing. Monetary policy described as a “helicopter drop”. An avowed socialist running for President – and competing well. Another candidate under investigation by the FBI for mishandling classified information. A debate that featured a candidate begging for someone to attack him so he could get some air time. One candidate accusing another of stealing from the party and calling another a liar. The closed captioning for most of the debate reading “unintelligible yelling”. An accomplished, serious-minded governor getting drowned out by three buffoons competing to see who can get the biggest guffaws from a crowd that makes the audience at a professional wrestling match look reserved and intellectual.

It’s getting weird and the market is having a tough time figuring out what to take seriously, what to ignore, what to laugh nervously about and what to just laugh at. Are we really about to put up our very own American version of Silvio Berlusconi as the Presidential candidate of a formerly serious political party? Is the other party really having a competitive race with one candidate running on an overtly socialist agenda that is barely distinguishable from his opponent’s? Who doesn’t claim to be a socialist? Are central banks actually considering pushing interest rates more negative after getting basically no positive response from the initial push below the previously sacrosanct zero bound? Has the Federal Reserve actually told banks to prepare for negative interest rates here in the US right after raising rates for the first time in years? Are serious economists actually have a debate about whether it is a good idea to just print up cash and pass it out? Is that really monetary policy? Are governments really talking about banning actual currency, the very money created by that government? Money that depends, oh by the way, solely on people’s trust that the government will stand behind the money they are about to outlaw? Has everyone lost their freaking minds?

I was in a restaurant yesterday having lunch and watching a rally for Donald Trump. I say watching because the sound was turned down in favor of a stereo playing a tune by the Allman Brothers (ironically or not, The Whipping Post). As I watched Trump karate chop the air with wild arm movements, it occurred to me that audio was completely unnecessary. This was not serious political rhetoric at work. It was campaigning by the wild gesture, campaign promise and/or hand. It was meant to work the crowd into a frenzy, to stir the anger – righteous though it may well be – of a populace that feels left out, left behind and powerless against the insiders, the cronies, the big money that controls both parties. What it reminded me of frankly was a certain Austrian corporal and I turned away just a little more frightened than I was before I saw it.

Now before you fire up the old email program to complain that I’m picking on the Donald let me just say that the other candidates that scare me are Sanders, Clinton, Rubio, Cruz and Carson. As far as I can tell there is one sane, serious candidate on either side and his supporters wouldn’t fill a phone booth. And honestly, I don’t think much of him either. I’ve always tried to be fair when I’ve ventured into politics in these weekly rants, skewering both sides as equally as I can, adhering to an extreme public choice view of politics. So don’t think I’m singling out Mr. Trump; there isn’t a single candidate I would feel good about voting for.

In any case, I’m only venturing into the political space because it is part of the general atmosphere of anxiety, the funk of fear, the cloud of consternation that seems to have enveloped markets lately. The global economy isn’t in outright contraction right now – although as noted last week, trade figures are flashing some very worrisome signs – but there is an unease about the situation driven by the constant policy discussion coming from the world’s central banks. Would Mario Draghi be promising more action, more easing, more negative rates at the ECB meeting this week if all was hunky dory with global growth? Would there be widespread expectation that the BOJ would cut rates further into negative territory – even after getting exactly the opposite response as the one expected last time – when they meet again? Would there be hope – almost desperate hope – that the G20 meeting this weekend might produce some kind of coordinated response, a Plaza Accord redux? When that group would have a hard time agreeing on lunch?

Even the widely acknowledged best economy in the world – the US if you can believe that – offers little solace to the economic bulls. There is almost zero expectation that the Fed will continue with their rate hiking during their next meeting at the ides of March. In fact, the futures market says rate hikes are unlikely until at least late this year and more likely to happen next. And we saw testimony from Janet Yellen that the Fed has studied and continues to study the use of negative interest on reserves, a policy of taxing the very reserves the Fed created to begin with. If they’re studying negative rates why would anyone expect them to keep hiking? If they’re studying negative rates and telling banks to prepare for it, what does that say about their outlook for US growth really?

Economic data continues to disappoint, manufacturing still in contraction and showing little sign of improvement outside of a very volatile Durable Goods report tainted by some questionable seasonal adjustments. Home sales were pretty good – taking a better than expected existing number with a weaker than expected new homes tally – but that might be more a reflection of the monetary policy discussion that centers more and more on how to destroy the value of money most efficiently. Personal income is a bright spot but consumption figures mean inventories are likely to need further paring, constraining production in the immediate – at least – future.

The recent discussion labeled the war on cash, the idea to ban large denomination bills in the US and Europe – $100 bills here and 500 Euro bills there – is possibly the most bizarre economic discussion I’ve witnessed in my entire career. Governments are seriously considering banning the money they’ve created. Money is a fragile social construct to begin with and governments should be very careful about doing anything that undermines the public’s confidence in it. If they ban $100 bills will that undermine confidence in all paper money? Will they come for the Fifties next?

It goes hand in hand with the discussion and implementation of negative interest rates. All these radical policies – negative rates, banning cash, QE – are designed in one fashion or another to reduce the value of money, to force people to spend today before the money they have becomes worth less tomorrow. It assumes that spending is spending, all equal before the statisticians and is the source of economic growth. It is a line of thinking that is flawed, the very reverse of reality, as if drinking caused thirst.

The practical result of this environment, one marked by already weak growth and discussions of radical remedies, is that individuals and companies are reluctant to invest for a future they fear won’t be bright enough to justify the capital outlay. Until now, the radical monetary policies have carried only an implied threat to one’s purchasing power but now governments are openly discussing more explicit means of destruction. Faced with that threat individuals will certainly take action to rid themselves of their excess cash, but probably not in the way economists imagine. Faced with a loss of purchasing power individuals will do something to protect themselves, stashing their capital in assets that have proven through the course of history to be reliable stores of real value – hard assets such as gold, silver, commodities and real estate.

This urge to preserve purchasing power is on display right now. Wealthy Chinese are doing everything in their power to get their capital out of China before what they perceive as an inevitable devaluation of the Yuan. The capital flight actually creates the downward pressure on the currency from which they are fleeing. And where is that capital going? Ask anyone trying to buy a house in Vancouver or a co-op in NYC or a house in California. Talk to a gold dealer in Hong Kong or anywhere else in Asia. We saw the same phenomenon a few years ago in Brazil when the wealthy sold their Rio condos in favor of South Beach and Manhattan, getting their capital out before the next, always inevitable in Brazil, devaluation.

Faced now with the prospect of something similar happening in the US but with no other country to which to flee, investors have been flocking to assets that protect their purchasing power. Gold is up 14% in the last three months while the companies that produce the stuff, the miners, are up over 37%. TIPS, Treasury inflation-protected securities, are up 1.76% in the last month, investors so eager for protection they’ve driven the yield on the 5-year maturity into negative territory. Next best performing after gold are long-term Treasuries, long-term rates falling faster than short rates, the yield curve flattening rapidly.

There are economic consequences for these market moves if sustained. The fear – of politics, of radical monetary policies – has pushed capital into non-productive investments in an economy already starved of the same. Ironically too, fear of economic slowdown, fear of the loss of purchasing power, fear of a radical change in the political status quo makes these outcomes more likely. Lack of investment, lack of consumption driven by fear creates the economic slowdown everyone is trying to avoid which makes the radical monetary policies and radical political outcome more likely.

There is no certainty as to how all these things will be resolved though. Negative interest rates – at least in the US – may not happen. Indeed, while Yellen didn’t dismiss the possibility, she hardly endorsed it either. The war on cash may be over before the first battle; there has recently been a pretty strong pushback on civil forfeiture that would seem to fly in the face of these proposals. There seems little appetite at the Fed for more QE and even less in Congress where Yellen would eventually have to defend the policy. As for the politics, I’ve been observing that particular cesspool for a long time and governing reality is often quite sobering for politicians who promise radical changes. It isn’t easy in our system to make big changes – ask the current resident of the White House about that one.

But right now it is fear that is moving markets and we have to live in that world until sanity returns. The current trends in gold, TIPS, bonds and stocks are ones that may be predicting or even contributing to a more severe economic downturn. As for Mr. Trump, I’m reminded of something else Hunter S. Thompson wrote and something the Donald should keep in mind: “Beware of enthusiasm and love, both are temporary and quick to sway.”


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Someone Is Very Wrong On The US Dollar: Hedge Funds Most Bullish In One Year, ‘Real Money’ Most Bearish

Ten days ago we shared some very relevant insight by JPM’s Marko Kolanovic on the future of the S&P500, who succinctly explained how the broader market is “trapped” as a result of the US Dollar, which is too strong for a specific set of S&P500 constituent assets and not strong enough for another core set. To wit:

S&P 500 and USD: we are not excited about owning the S&P 500 as core exposure to risky assets. The S&P 500 is capitalization weighted, has high momentum bias, is internet heavy, and is implicitly long USD (when the USD is near historical highs). The current correlation of the S&P 500 to USD is ~30%. One of the reasons behind the positive correlation of the S&P 500 to USD is the high weight in Momentum and Low Volatility stocks in the index, and these stocks’ positive correlation to USD. At the same time, the index has low weight in Value stocks that are negatively correlated to USD (correlation of momentum, value and S&P 500 to USD are shown in Figure 1). When it comes to macro drivers of equities, the S&P 500 may be trapped by USD: it can’t rally to new highs without USD (momentum sectors, FANGs, etc.), and at the same time the strong USD is capping any significant upside due to its negative impact on EPS (via value segments such as multinationals and energy).

 

What this means is that before one can form a definitive view on the future direction of the S&P500, aside from BTFD “just because”, one first has to decide what the USD will do from here.

And that’s where we run into a problem, because according to the latest Commitment of Traders data, the outlook of the “smart” money managers has never diverged as much as it does right now.

As BofA’s Athanasios Vamvakidis writes, the USD found support from month-end corporate demand and increasing official sector buying, but hedge funds also continue their tentative USD buying for the third week. The contrast to the CFTC data which showed another week of strong USD selling could be due to the reporting lag for CFTC, which is through Tuesday, whereas our flow captures the positive tone to the US data at the end of last week. Real money USD selling also looks to have been concentrated towards the beginning of the week, so a continued shift in sentiment from real money this week, would imply a more USD positive backdrop, from relatively light positioning (Chart 1). US data this week will be key.

Whatever the reason, as the chart below shows, as of this moment, Hedge Funds are now the most bullish on the dollar they have been in the past year, while “real money” is the most bearish.

 

For those unsure, here is the difference between the two categories as per BofA:

  • Real Money: Pension Funds, REITs, Small Institutions/Trusts, Insurance, Asset Management and Finance Companies. RM clients will often trade FX to facilitate transactions in Fixed Income or Equities rather than to take a view on FX itself.
  • Hedge Funds: Usually limited-partnership funds with diverse, often leveraged strategies designed to maximize returns. HF flow is speculative in nature, and many HF trade FX as an asset class

By definition, one of these two groups is very wrong on the future direction of not only the USD but also the market. While we look forward to finding out just whose investors will end up footing the bill for their manager’s incorrect macro assessment, one thing is certain: the HFT algos will win.


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