Discover and read the best of Twitter Threads about #VolQ

Most recents (24)

#VolQ Portfolio ATHs
***********************
Total Return @ 54.8%
Sharpe Ratio @ 3.2
$VIX $SPX $NDX
Get me to 100 RTs on this and I will tweet my fills today. You have until the open. 4h 45 mins and counting.
The ball is in your court. I can be bothered, can you?
Read 5 tweets
To those of you who support me / have shown appreciation (I know who you are) are more than welcome to DM me for my NFP analysis. I will more than likely make alpha tomorrow and I am more than happy to share it with good people.

I will be back on Tuesday publicly.

#VolQ
I am taking the day off. Not trading today, therefore no NFP analysis. Have a good weekend. #VolQ
... and on NFP day #sacrilege
Read 5 tweets
$UVXY $SPY stat arb tomorrow 👀
3-Month adjusted beta
$UVXY $SPY @ -3.7
#VolQ #StatArb
Read 4 tweets
#VolQ $ES_F Quant levels ... do you want them?
#VolQ Quant Levels
$ES_F @ 2936
$ES_F @ 2923
Still waiting for my systems.
#VolQ is in 100% cash
#TimingIsEverything
Read 6 tweets
If you are not trading much like me and you have some time of your hands, you might like to look at these #VolQ Quant Master Threads. Follow the yellow brick road.
Read 3 tweets
If you are interested in the recent correlation between oil $CL_F and the Market $ES_F I have some research for you. RT and I will DM it to you. #VolQ #QuantResearch
Here is some academia ...



What I will DM is sell-side research.

#VolQ
Read 5 tweets
👇👇👇 #VolQ
Update
Inflation is lower than expected, quelle surprise!
Read 3 tweets
We all laughed (well I did) at this in February. Now it’s looking like the upside target - hang on a minute did GS already change their $SPX PT to 3,300 😂 #RelentlessBullMarlet #VolQ
Trading with lower volatility and lower liquidity. $SPX $NDX $INDU
What happens when more people want to use the elevator?
Read 3 tweets
What happens when $SPX hits 3,000? Does the ‘Street’ just revamp targets to 4,000?
My short-term systems (intraday to 10 days) are mixed. My longer-term systems (up to 3 months) indicate a price reversal. #VolQ $SPX
Read 3 tweets
I don’t believe in the USA-China trade deal.

I don’t believe in the global equity prices.

There, I said it. #VolQ
$SPX $NDX $INDU Sharpe of ∞
... but we are all slaves of price. #StayAlive #FightAnotherDay
Read 3 tweets
Rise and Fall of Calendar Anomalies over a Century (Plastun, 2019)
papers.ssrn.com/sol3/papers.cf…
#VolQ #QuantResearch
But what about ... “sell in May and go away” 🙃
Traders talking about EMH
Read 3 tweets
Let's see if this is any good.
#ResearchWeekends
It's taken ages ...
#AlwaysWaitingForBacktests
update ...
Read 12 tweets
Historical $SOX Performance Of Last Three Down Cycles (JPM)
"Post the January earnings season (which represented the 2nd round of consensus estimate cuts) where 75% of our companies missed consensus expectations on the forward guidance for March, stocks have started to positively discount recovery 2-3 quarters out and similar to the ...
... pattern seen in the past 3 down cycles. Assuming no further deterioration in US/China Trade negotiations, we believe that semiconductor stocks should continue to outperform the broader markets." (JPM)
Read 7 tweets
Mean reversion is taking to long. I am still short $ES_F
*too
Out - fill coming. #VolQ
Read 3 tweets
CORRECTION ...

So who’s going to say it?

I guess I will ...

“USA are pumping their economic data to kick the can down the road / position themselves better for the USA-China trade negotiations.”

#VolQ
Take that CHINA 🤪
🕊 🕊 🕊
Read 3 tweets
#VolQ 🔥
“The longer you are in the markets, the more risk you take. This is why HFT strategies generally have higher Sharpe ratios than weekly or monthly rebalancing systems.” #VolQ
#VolQ 🔥
Read 3 tweets
#VolQ is down -51 bps today
#VolQ is now down -9 bps
#VolQ is down -27 bps today.

I am in 100% cash.

Annoying day. Happens!
Read 3 tweets
#VolQ Quiz ... you know what the prize is by now ;)

What is the YTD Sharpe ratio of $SPX & $NDX?
TRADING STRATEGY WITH THE HIGHEST SHARPE RATIO ON THE STREET

“ Buy and hold $ES_F “

YTD has been completely nuts.

#Goldilocks
Read 3 tweets
I have some trade recommendations from GS for individual equities options. RT if you are interested and I will post it in the pre-Market. If not then I will do it once the Market is open and the prices have gone. #VolQ
#MegaCaps #LargeCaps as much volume as you like. Options volumes are double cash at the moment according to GS.
I don’t talk about my non-linear book. I may or may not be trading some / all of these and I might have positions for other reasons. Most of the traders I know run multiple portfolios. #WorkUp #AlphaUp nothing is easy.
Read 4 tweets
Would you like some trading lessons in how to capture alpha using statistical arbitrage in equity markets?

Please like this and retweet it to let me know who is interested.

I will dig up some old research and deliver this to you in a DM group.

#VolQ #FreeTradingStrategies
Maybe I do beginners, intermediate and ‘experts’ ;) #VolQ
First 150 RTs. 50 is max per DM group. First come, first served. #VolQ
Read 5 tweets
$TSMC's 1Q earnings and margins are all worse than expected. Its 1Q net income is 4.9% below estimates. 1Q operating margin drops to 29.4%, also worse than estimate of 31.8%, vs company's guidance of 29%-31%. And 1Q gross margin falls to 41.3% vs estimate of 43.2%.
That doesn't bode well for stock performance tomorrow. #VolQ
The miss at the operating level should be of great concern to investors. It's the largest miss since the financial crisis. Brutal because this takes into account revised guidance after yet another internal manufacturing problem that it encountered during the quarter.
Read 7 tweets
We can’t get excited over a 25 point puke in $ES_F it’s come up so much. It’s still a battle here.

Next #VolQ Quant $ES_F Level @ 2881

If that breaks it’s limit down time.

We haven’t had a -2% / -3% red day in a while. #JustSaying
My systems think 2900 is properly broken now. Weak #VolQ level now. They may try a spike into the open to sell. Watching like a hawk! $ES_F
Great - we will have a chance to sell at higher prices, if I get the signals. #VolQ
Read 5 tweets
#VolQ has a trade win rate of 62.3%. I have tweeted 1,709 trades since 1st May 2018.
#VolQ has had 106 green days and 62 red days since 1st May 2018.
#VolQ Portfolio
****************
Sharpe Ratio @ 3.3
Returns @ +54.5%
Read 3 tweets

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