trendwhizo Profile picture
May 9 8 tweets 16 min read
🚨Worth studying: 👇
"The Anatomy of the Bond Market Turbulence of 1994" - Bank for International Settlements

link in thread below. 🧵

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

1/ ImageImageImage
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Link to the paper from Bank of International Settlements

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

bis.org/publ/work32.pdf
4/

🚨Financial Times: @FT's coverage on "Markets: The ghosts of 94"...alluding to the bond market crash.

#banks #riskparity #assetallocation #risk #riskmanagement #rates #us10y #bonds

ft.com/content/32cca7…
6/
🚨 Journal of Macroeconomics
"Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994" -- Willem Thorbecke, Asian Development Bank Institute

#rates #bonds #banks #riskparity #assetsallocation #risk #riskmanagement #highyield #fed #FederalReserve ImageImage
6b/
🚨 Journal of Macroeconomics
"Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994" -- Willem Thorbecke

#rates #bonds #riskparity #assetsallocation #risk #highyield #fed #FederalReserve

SSRN link: papers.ssrn.com/sol3/papers.cf…
7/

@SteveForbesCEO of @Forbes suggested a year ago to avoid bonds (Corp or Govt) on account of #inflation...in this video 👇

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More from @trendwhizo

May 7
As #pandemic induced #digitaltransformation rush abates, SaaS companies face tough YoY growth comparables
+
#economic headwinds
=
Normalization of valuations back to pre-pandemic levels.

🧵

1/
2/
$TEAM : Atlassian had a massive run to over 60x EV/Sales (NTM).

22E Rev: 2.8B
23E Rev: 3.5B @ 26% gr
GM 85% range
EBITDA margin : 25% for 2022 but decelerating to teens in 2023

Src: @Sentieo
#SaaS #software #tech #news #Nasdaq $NDX $IGV #hypergrowth #growth #trendwhizo Image
3/
$SNOW: Snowflake ran to over 120x EV/Sales (NTM) but normalizing to 24x, a premium to data peers due to superior growth profile

22E Rev: 1.22B
23E Rev: 2B (66% gr)
22E GM 60-70%

Src: @Sentieo
#SaaS #software #tech #news #Nasdaq $NDX $IGV #hypergrowth #growth #trendwhizo Image
Read 6 tweets
Mar 19
🚨 Folks asked me for reference books to understand basics on #options. Here's a thread 👇

1/n:

@MITOCW video lectures (...2008):

ocw.mit.edu/courses/sloan-…

#options #trading #investing Image
2/n Old Classic Book: Larry McMillan's Options as Strategic Investment

goodreads.com/book/show/8931…

#options #trading #investing Image
3/n : Old Classic Book from 1980s:

Option Volatility & Pricing: Advanced Trading Strategies and Techniques
by Sheldon Natenberg

#options #trading #investing

goodreads.com/book/show/1193… Image
Read 5 tweets
Jan 26
S&P 500 - avg returns of large cap index components by GICS Level 1 sector factor 1day, 1 week, 1 month, 1 quarter.

#Quant #momentum #investing #trading #SwingTrading #stocks #Equities
S&P 500 - avg returns of large cap index components by GICS Level 1 & Level 2 factors 1day, 1 week, 1 month, 1 quarter.

#Quant #momentum #investing #trading #SwingTrading #stocks #Equities #HedgeyeNation
S&P 500 - avg returns of large cap index components by Interest Coverage Ratio Quartiles

(1=good cos and 4=vulnerable cos)

Colors continuum - shaded by columns

#Factor #Quant #momentum #investing #trading #SwingTrading #stocks #Equities #HedgeyeNation #Hedgeye
Read 5 tweets

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