trendwhizo Profile picture
Global, high Sharpe ratio, Alpha extracting Long/Short Trader. #quant asset allocator. Not investment advice. Do your own due diligence. CFA.
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Jul 25, 2022 β€’ 4 tweets β€’ 6 min read
🚨 Less than usual proportion of cos are beating earnings estimates. πŸ‘‡

#earnings #stocks #STR #estimates
$SPY $QQQ $WMT $TSLA $GME 🚨 S&P 500 earnings growth in CQ2 2022 πŸ‘‡

#earnings #stocks #STR #estimates
$SPY $QQQ $WMT $TSLA $GME
Jul 25, 2022 β€’ 4 tweets β€’ 13 min read
🚨FOMC preview ...🧡

Target rate probabilities for July 27 (Wed) between 225 and 275 with 3x as much probability on 225-250 (75 bps).

#rates #bonds #federalreserve #us #UnitedStates #fed #macroeconomics #EconTwitter #tightening #riskoff #stocks #riskassets #CentralBanks Fed will be data driven.

Currently, the market is factoring in target rate probabilities (Dec 2022 FOMC meeting) at 325-375 bps.

#rates #bonds #federalreserve #us #UnitedStates #fed #macroeconomics #EconTwitter #FOMC #tightening #riskoff #stocks #riskassets #CentralBanks
Jul 20, 2022 β€’ 8 tweets β€’ 12 min read
🚨 Check out this @TwitterSpaces on credit insights hosted by @profplum99 (Mike Green) with @Volatilysmile
πŸ‘‡πŸ½

Esp timely with iTraxx hitting 2 day tightening next to Covid levels when Fed started Corporate Asset purchase peogram.

#credit #swaps #bonds #defaults #CDS πŸ”₯ iTraxx ramp

Real possibility of idiosyncratic risk for specific cos exposed to specific factors πŸ‘‡

#credit #swaps #bonds #defaults #CDS #leveredloans #hedgefunds #pods #creditfunds
Jul 19, 2022 β€’ 4 tweets β€’ 5 min read
$TSLA With NTM EV/Sales of 7.2x and NTM EV/EBITDA of 30.7x & FCF yield of 1.5%,#Tesla announces earnings tomorrow.

Cons est:
Rev : 17.09B (13% YoY gr). Last 8Qs, it has beat on Rev. Avg: +5.7%

EBITDA: 3.52B
Net Income: 2.32B
Gr Mrgn: 25%

#Tesla #earnings #preview $TSLA - For past 8Qs, the NLP analyses of transcript indicates, the Co officials deflect significantly to analyst questions.

Other than Jan 2022, the 8 quarters price reaction has been well within implied move as measured by options

Src: @Sentieo

#Tesla #earnings #preview
Jul 19, 2022 β€’ 4 tweets β€’ 5 min read
🚨 $AAPL : Payment card issuers sue @apple for abusing it's market powers to thwart competition in Apple Pay mobile wallet.

Article πŸ”— in thread πŸ‘‡

#Apple #payments #paymenttech $AAPL class action lawsuit for abusive practices to thwart competition for it's @Apple Pay mobile walletπŸ‘‡

#Apple #payments #paymenttech

reuters.com/business/finan…
May 9, 2022 β€’ 8 tweets β€’ 16 min read
🚨Worth studying: πŸ‘‡
"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 2/

Link to the paper from Bank of International Settlements

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

bis.org/publ/work32.pdf
May 7, 2022 β€’ 6 tweets β€’ 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.

🧡

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
Mar 19, 2022 β€’ 5 tweets β€’ 6 min read
🚨 Folks asked me for reference books to understand basics on #options. Here's a thread πŸ‘‡

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, 2022 β€’ 5 tweets β€’ 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