Share this page!

Enter URL or ID to Unroll

You can paste full URL like: https://x.com/threadreaderapp/status/1644127596119195649
or just the ID like: 1644127596119195649

How to get URL link on X (Twitter) App

  1. On the Twitter thread, click on or icon on the bottom
  2. Click again on or Share Via icon
  3. Click on Copy Link to Tweet
  4. Paste it above and click "Unroll Thread"!
  5. More info at Twitter Help
Wifey Profile picture
@WifeyAlpha
Feb 10, 2023 • 6 tweets • 6 min read • Read on X
Scrolly
This is the last time you will see the dash like this. Big changes and additional signals are being added. You will have raw strength and direction from trend and momo with an early warning signal (Coal Mine Canary) and an indication of conviction.

US Equities #WifeyDashboard
Fixed Income #WifeyDashboard
Commodities #WifeyDashboard
Currencies #WifeyDashboard
Real Estate #WifeyDashboard
Crypto #WifeyDashboard

• • •

Missing some Tweet in this thread? You can try to force a refresh
　

Keep Current with Wifey

Wifey Profile picture

Stay in touch and get notified when new unrolls are available from this author!

Read all threads

This Thread may be Removed Anytime!

PDF

Twitter may remove this content at anytime! Save it as PDF for later use!

Try unrolling a thread yourself!

how to unroll video
  1. Follow @ThreadReaderApp to mention us!

  2. From a Twitter thread mention us with a keyword "unroll"
@threadreaderapp unroll

Practice here first or read more on our help page!

More from @WifeyAlpha

Wifey Profile picture
Jun 14, 2023
@leanrightt @DimancheBGD @UncleDiesel_ People should buy the hard books they are essential esp top 10

Lord Stoppington I can drop list to you if you want
@leanrightt @DimancheBGD @UncleDiesel_
@leanrightt @DimancheBGD @UncleDiesel_ The trading STIR book was for when I proper rookie
Read 4 tweets
Wifey Profile picture
Apr 23, 2023
Fire, Then Ice (Man Group)
man.com/maninstitute/f… Image
Fire and Ice: Confronting the Twin Perils of Inflation and Deflation
aqr.com/-/media/AQR/Do… Image
Measuring Historical Inflation Sensitivities (AQR) ImageImageImageImage
Read 4 tweets
Wifey Profile picture
Apr 19, 2023
Can CTAs really move the market?

There has been a lot of tweets recently about CTAs. I thought this might help a few people. Just one quick paper then back on research ban.

quantica-capital.com/en/publication… Image
We estimate calendar-spread trading accounts on average for more than 50% and 30% of the overall trading volume in commodity and interest rate futures markets respectively. Similarly, less than 70% of the total open interest of rates and commodity futures is held directionally.
On the other hand, non-directional trading in equities, fixed income and currency futures is not relevant enough to affect the analysis. Relying on the above assumptions we showed that on average since 2020, the trend-following CTA industry in aggregate across all markets traded:
Read 5 tweets
Wifey Profile picture
Apr 18, 2023
GM Fam. This is wild. It shows 50 years of Trend with green showing positive returns and blue showing negative returns. This shows that Trend works best in volatile, non-QE regimes. If a higher inflation rate stays with us then "Trend is the Wifey Fam's Fren" #WifeyDash #ETF Image
VolQ 3 Rs Research Process

Are your trading programs reliable, resilient and RELEVANT?

The Wifey ETF has a large overweighting of over 2/3 to Trend Momo (time series momentum). The Free Wifey Dashboard (Dash) will show you the raw Trend Momo signals on 1 week to 12 months.
Why we love trend so much. There will be many periods of losses but the convexity in returns when equities are puking hard is worth it. If you can build a program that generates some modest returns in "the good days" then then it is not a loss making hedge. We put trend (trend… twitter.com/i/web/status/1… Image
Read 4 tweets
Wifey Profile picture
Apr 15, 2023
Equities exhibit a negative skewed distribution and it is associated with significant risks from the left tail distribution. While equities can provide substantial returns, you must be aware that the downside risks can be considerable and are not evenly distributed. Image
Global macro strategies have a positive skew in returns distribution. The positive skew, however, is not a guarantee of positive returns, as global macro strategies are still exposed to left tail risks, particularly during periods of market turbulence or unexpected events. Image
Trend Momo strategies also tend to have a positive skew in returns distribution due to their focus on capturing sustained market trends. Trend Momo can hold positions for extended periods, allowing them to capture the full extent of a trend. Image
Read 4 tweets
Wifey Profile picture
Apr 14, 2023
Geopolitical Risk Thread

Five top geopolitical risks marked high by Blackrock. Heightened 🇺🇸🇨🇳 tensions present significant risks for investors

1. Russia-NATO conflict
2. US China strategic competition
3. Major cyberattacks
4. Global technology decoupling
5. Gulf tensions

1/21
1. Russia-NATO conflict

Russia launches a large-scale invasion of Ukraine. The U.S. and EU respond with financial, energy and technology sanctions on Russia.

2/21
Russia’s invasion of Ukraine is the largest, most dangerous military conflict in Europe since WWII. Russian President Vladimir Putin failed in his initial aim to destroy Ukrainian sovereignty. Ukraine has recaptured significant territory in the south and northeast, though

3/21
Read 21 tweets

Did Thread Reader help you today?

Support us! We are indie developers!

This site is made by just two indie developers on a laptop doing marketing, support and development! Read more about the story.

Become a Premium Member ($3/month or $30/year) and get exclusive features!

Become Premium

Don't want to be a Premium member but still want to support us?

Make a small donation by buying us coffee ($5) or help with server cost ($10)

Donate via Paypal

Or Donate anonymously using crypto!

Ethereum

0xfe58350B80634f60Fa6Dc149a72b4DFbc17D341E copy

Bitcoin

3ATGMxNzCUFzxpMCHL5sWSt4DVtS8UqXpi copy

Thank you for your support!

Follow Us!

Send Email!

:(