𝘊𝘩𝘳π˜ͺ𝘴𝘡𝘰𝘱𝘩𝘦𝘳 π˜”π˜°π˜ͺ𝘳 Profile picture
May 21, 2023 β€’ 6 tweets β€’ 2 min read
1/n

Big thank you to @profplum99 for humouring my daft questions. Although I hope there were a couple of interesting ones along the way.


Image 2/n

In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis - X Gabaix, R Koijen
papers.ssrn.com/sol3/papers.cf…
Jun 29, 2022 β€’ 4 tweets β€’ 3 min read
1/ Awesome #notebookreview today with #hedgeyenation I know I got a little doom and gloom but back to business.

A little sneak peak before tomorrow.

@McGroartyRobert @trendwhizo @OtherSide_AM @jimmyrunsmoney 2/ FX Trend ranking and multi timeframe performance data. Image
Jun 29, 2022 β€’ 8 tweets β€’ 2 min read
1/ US Factors 2/ US Sectors
Jun 27, 2022 β€’ 9 tweets β€’ 4 min read
1/ US Factors

bit.ly/ETFLOTL

β€œEveryones a winner” Some of these dogs even captured 1m momentum! $QQQ $IWF Image 2/ US Sectors

$XLE Wowser! Really interesting hidden in the middle is $XLP Staples has it received teh baton from Energy to lead the next leg?

Image
Jun 8, 2022 β€’ 10 tweets β€’ 4 min read
1/ US Factors
Those up most on the day $IWM $MTUM are adding to strong 1M performance but yet to capture 3M and below trend, which keeps them Neutral. 2/ US Sectors
1M return dispersion at the sector level is quite tight with the outliers $XLE $XLB to the upside and $XLP to the downside.
Jun 7, 2022 β€’ 8 tweets β€’ 3 min read
1/ US Factors

All factors down YTD. $SPLV $SDY just hold on to very low single digit positive 3M returns.

Interesting small price divergences but almost no time divergence. Hi/Lo in price volume coming very close together. 2/ US Sectors

Sectors showing wider divergence in price and time.

$XLE miles ahead of everything across all timeframes. $XLB interesting (see trend chart).
Jun 26, 2019 β€’ 4 tweets β€’ 2 min read