trendwhizo Profile picture
Global, high Sharpe ratio, Alpha extracting Long/Short Trader. #quant asset allocator #fintwit Trade at your own risk & analysis. No financial advice.
Kevin Morris Profile picture 1 added to My Authors
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

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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
May 7 6 tweets 12 min read
As #pandemic induced #digitaltransformation rush abates, SaaS companies face tough YoY growth comparables
+
#economic headwinds
=
Normalization of valuations back to pre-pandemic levels.

🧵

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$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
Mar 19 5 tweets 6 min read
🚨 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
Jan 26 5 tweets 10 min read
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