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Jun 14, 2023 4 tweets 3 min read
@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_
Apr 23, 2023 4 tweets 2 min read
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
Apr 19, 2023 5 tweets 2 min read
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.
Apr 18, 2023 4 tweets 3 min read
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.
Apr 15, 2023 4 tweets 2 min read
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
Apr 14, 2023 21 tweets 3 min read
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
Apr 12, 2023 5 tweets 2 min read
Here we go. They are bringing out research on Inflation Targeting. Exactly like I said they are going to raise the inflation target from 2% to 3% then higher again. Trust the research. lol. papers.ssrn.com/sol3/papers.cf… Image "Our country-level analysis—using the Synthetic Control Method (SCM) to compare outcomes in IT countries to a synthetic cohort—shows that IT adoption delivers significant inflation gains in about a third of the cases. At the same time, we also find limited support for the
Apr 12, 2023 4 tweets 1 min read
tRaNsItoRy Image Some of these are going bonkers Image
Apr 6, 2023 21 tweets 10 min read
Crypto Research Drop
*****************************
This thread covers an introduction into crypto. It explores trend and momentum, intraday trading and market structures. Lastly, we look at vol.

1) Introduction
2) Trend Momo
3) Intraday
4) Seasonality & Structure
5) Volatility 1) For an introduction into crypto read the paper titled "An Investor's Guide to Crypto" by Man Group.
papers.ssrn.com/sol3/papers.cf… Image
Apr 3, 2023 6 tweets 2 min read
absolute banger open.spotify.com/track/2c26qN3I… second banger ... I am building a playlist for the fam cause i dont have a lot of work on at the mo lol open.spotify.com/track/4C8zeoST…
Apr 2, 2023 5 tweets 2 min read
Mar 30, 2023 5 tweets 1 min read
New intra lows now and it's fucking quicksand af ... right off those intra technicals ... pure filth $SPX $ES_F $SPY They tried to run it there btw aka the stops i mean
Mar 20, 2023 5 tweets 1 min read
What best defines you as an investor / trader ? Would you provide anonymous data whether you are retail or non-retail? It would only be used as averaged data for the wifey black-litterman program.
Mar 20, 2023 5 tweets 1 min read
1) H 2) A
Mar 12, 2023 4 tweets 3 min read
Fanton $FTM is strong bear from 2 wks to 3 mths on trend and momentum (short-term) but has strong bull trend and momo less than 12 mths (long-term). First two charts are bear, last two are bull. I will give trend and momo for each timeframe. @Trader_XO @trader1sz Summary: Strong bear momo in short term, strong bull momo in mid term. Weak bull momo in L-T. All timeframes have have low/falling Trend Ratio (yellow line). This shows us that the trend stability is weak on multiple timeframes. Conviction / trading leverage should be low.
Mar 12, 2023 4 tweets 2 min read
Game Over. 25s was the high on #bitcoin the alts are all correlated. The Beta of Crypto is falling. Godspeed. Full alts list below
Mar 12, 2023 6 tweets 3 min read
GM fam. Sunday present for you.
**Wifey Black Litterman**

Black-Litterman model is an asset allocation approach that allows investment analysts (or a group of rapscallions) to incorporate subjective views (based on analysts / wifey fam estimates) into market equilibrium returns. By blending the wifey fam views and equilibrium returns instead of relying only on historical asset returns, the Black-Litterman model provides a systematic way to estimate the mean and covariance of asset returns from the fam.

I am building this for us.
It is on the list. 😎
Mar 10, 2023 6 tweets 1 min read
1) What 2) Dash
Mar 8, 2023 4 tweets 2 min read
Those that were underprepared lost money.

Stage 2 🫡 Image Smart CQ (lil fucking bitch)
Feb 26, 2023 4 tweets 1 min read
VolQ 21 Rules
****************
1) Timing is everything
2) Work harder than anyone else
3) Return always wants its risk payment
4) Manage drawdowns and returns will follow
5) The harder I work the luckier I get
6) Systematise your trading 7) A busy person always finds time
8) Be the dumbest person in the room so that you have something to learn
9) Traders need to be flexible
10) An investment is a trade gone wrong
11) Don’t fall in love with a position
Feb 21, 2023 4 tweets 1 min read
I must say I absolutely love it when RW chats Italian with a waiter and I no idea what they are talking about. Love it even more when she is laughing.

Me: 🙄 @RealAlphaWifey