Quant T
@quantstuff.bsky.social
Reposted by Quant T
$SPX up 7 mo in a row. N=16 since 1950. All closed higher within 5 mo. 1980 rose 8 mo in a row and then it was straight downhill until 1982. From Subutrade
November 28, 2025 at 8:55 PM
$SPX up 7 mo in a row. N=16 since 1950. All closed higher within 5 mo. 1980 rose 8 mo in a row and then it was straight downhill until 1982. From Subutrade
Reposted by Quant T
If the market closed right now, the Quantifiable Edges Capitulative Breadth Indicator (CBI) would finish at 7. Perking up, but not yet at the 10+ level I look for as a strong indication of a bounce. Lots of CBI research here: quantifiableedges.com/category/cbi/ $SPX $SPY #CBI
November 20, 2025 at 7:08 PM
If the market closed right now, the Quantifiable Edges Capitulative Breadth Indicator (CBI) would finish at 7. Perking up, but not yet at the 10+ level I look for as a strong indication of a bounce. Lots of CBI research here: quantifiableedges.com/category/cbi/ $SPX $SPY #CBI
Reposted by Quant T
Dual Momentum & Global Growth Cycle Enhanced [Grzegorz Link] #quant
Dual Momentum & Global Growth Cycle Enhanced [Grzegorz Link] #quant
The Dual Momentum approach, formalized in Gary Antonacci's 2012 paper[1] and later popularized in his book,[2] is a surprisingly simple yet potent tactical asset allocation strategy. It builds on the fact that assets experience both absolute [time series] momentum, as well as relative [cross-section] momentum, and utilizes both of these effects in its goal of returning better-than-passive
grzegorz.link
November 20, 2025 at 6:36 AM
Dual Momentum & Global Growth Cycle Enhanced [Grzegorz Link] #quant
Reposted by Quant T
88% of Americans agree on one thing (and maybe one thing only) - Congressmen and women have no business trading individual stocks.
Ohio Rep @greglandsman.bsky.social joined me discuss why he put his money where his mouth is on this bipartisan issue
youtu.be/Hq_rnkW5eLA?...
Ohio Rep @greglandsman.bsky.social joined me discuss why he put his money where his mouth is on this bipartisan issue
youtu.be/Hq_rnkW5eLA?...
88% of Americans Want Congress to Stop Trading Stocks, Will They Listen?
YouTube video by The Compound
youtu.be
October 4, 2025 at 9:58 PM
88% of Americans agree on one thing (and maybe one thing only) - Congressmen and women have no business trading individual stocks.
Ohio Rep @greglandsman.bsky.social joined me discuss why he put his money where his mouth is on this bipartisan issue
youtu.be/Hq_rnkW5eLA?...
Ohio Rep @greglandsman.bsky.social joined me discuss why he put his money where his mouth is on this bipartisan issue
youtu.be/Hq_rnkW5eLA?...
Reposted by Quant T
Justin Sun clashes with World Liberty Financial over frozen WLFI protos.com/world-libert...
Justin Sun clashes with World Liberty Financial over frozen WLFI
World Liberty Financial has blacklisted an address associated with Justin Sun after he moved WLFI tokens to exchanges.
protos.com
September 5, 2025 at 3:25 PM
Justin Sun clashes with World Liberty Financial over frozen WLFI protos.com/world-libert...
Reposted by Quant T
Everyone is focused on Fed independence, the National Guard in DC, taking 10% of Intel, and not on evidence of pedophilia. That was the whole point.
August 27, 2025 at 4:01 AM
Everyone is focused on Fed independence, the National Guard in DC, taking 10% of Intel, and not on evidence of pedophilia. That was the whole point.
Reposted by Quant T
Bitcoin tends to react well when trend, sentiment, and breadth is supportive.
A simple Triple 40 system invests when bitcoin is above its 40-day average, at least 40% of traders are bullish, and 40% of cryptocurrencies are in uptrends.
A simple Triple 40 system invests when bitcoin is above its 40-day average, at least 40% of traders are bullish, and 40% of cryptocurrencies are in uptrends.
August 8, 2025 at 1:09 AM
Bitcoin tends to react well when trend, sentiment, and breadth is supportive.
A simple Triple 40 system invests when bitcoin is above its 40-day average, at least 40% of traders are bullish, and 40% of cryptocurrencies are in uptrends.
A simple Triple 40 system invests when bitcoin is above its 40-day average, at least 40% of traders are bullish, and 40% of cryptocurrencies are in uptrends.
Reposted by Quant T
Every S&P 500 sector except health care has closed above its 200-day moving average. This kind of alignment is particularly encouraging after a period when none of the sectors were trading above their 200-day averages.
August 4, 2025 at 1:26 AM
Every S&P 500 sector except health care has closed above its 200-day moving average. This kind of alignment is particularly encouraging after a period when none of the sectors were trading above their 200-day averages.
Reposted by Quant T
Macro conditions in the U.S. are not great.
Our Macro Index Model's latest reading has a better-than-even historical record of preceding a recession within one year. It won't take much for the model to fall further, and that would significantly raise investors' risks.
Our Macro Index Model's latest reading has a better-than-even historical record of preceding a recession within one year. It won't take much for the model to fall further, and that would significantly raise investors' risks.
August 6, 2025 at 1:10 AM
Macro conditions in the U.S. are not great.
Our Macro Index Model's latest reading has a better-than-even historical record of preceding a recession within one year. It won't take much for the model to fall further, and that would significantly raise investors' risks.
Our Macro Index Model's latest reading has a better-than-even historical record of preceding a recession within one year. It won't take much for the model to fall further, and that would significantly raise investors' risks.
Reposted by Quant T
20-d peaked in May; $SPX went 8% higher over the next 2-1/2 months. Divergences are like that. Sometimes they matter, many times they don't and other times the index just goes higher and any interim drop ends higher than when the divergence started.In hindsight you'll know when this matters
August 5, 2025 at 4:58 PM
20-d peaked in May; $SPX went 8% higher over the next 2-1/2 months. Divergences are like that. Sometimes they matter, many times they don't and other times the index just goes higher and any interim drop ends higher than when the divergence started.In hindsight you'll know when this matters
Reposted by Quant T
Jaw-dropping chart from Callie Cox - AI spending is now holding the entire economic growth story of the United States up while hiring and consumer spending grinds to a halt.
Sustainable or not so much?
www.optimisticallie.com/p/humans-rob...
Sustainable or not so much?
www.optimisticallie.com/p/humans-rob...
August 5, 2025 at 10:12 AM
Jaw-dropping chart from Callie Cox - AI spending is now holding the entire economic growth story of the United States up while hiring and consumer spending grinds to a halt.
Sustainable or not so much?
www.optimisticallie.com/p/humans-rob...
Sustainable or not so much?
www.optimisticallie.com/p/humans-rob...
Reposted by Quant T
NEW ODD LOTS:
We talked to NYC Mayor Eric Adams about you know what. podcasts.apple.com/us/podcast/m...
We talked to NYC Mayor Eric Adams about you know what. podcasts.apple.com/us/podcast/m...
July 18, 2025 at 10:23 AM
NEW ODD LOTS:
We talked to NYC Mayor Eric Adams about you know what. podcasts.apple.com/us/podcast/m...
We talked to NYC Mayor Eric Adams about you know what. podcasts.apple.com/us/podcast/m...
Reposted by Quant T
Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading [Hanguk Quant] #quant
Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading [Hanguk Quant] #quant
Experimental control is one of the foundational principles of sound scientific experimentation. Its importance lies in ensuring that the conclusions drawn from an experiment are valid and attributable to the factor(s) being investigated, rather than to confounding variables. Experimental control allows researchers to manipulate only the independent variable(s), establishing causal relationships by
www.research.hangukquant.com
June 24, 2025 at 9:16 PM
Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading [Hanguk Quant] #quant
Reposted by Quant T
Looking for alpha
June 27, 2025 at 1:21 AM
Looking for alpha
Reposted by Quant T
Condemnations of the bombing: Cuba, Venezuela, China, Russia, Houthis.
That's it.
Everyone else is like "okay, time to de-escalate" but they f*cking love it.
Non-event for crude oil, US stock futures. Tomorrow everyone will be an expert on the Strait of Hormuz.
www.cnbc.com/2025/06/21/w...
That's it.
Everyone else is like "okay, time to de-escalate" but they f*cking love it.
Non-event for crude oil, US stock futures. Tomorrow everyone will be an expert on the Strait of Hormuz.
www.cnbc.com/2025/06/21/w...
World leaders react after Trump says U.S. has bombed 3 nuclear sites in Iran, including Fordo
World leaders reacted to President Donald Trump's announcement Saturday that the U.S. had carried out a "very successful attack" on three nuclear sites in Iran, including Fordo.
www.cnbc.com
June 23, 2025 at 1:00 AM
Condemnations of the bombing: Cuba, Venezuela, China, Russia, Houthis.
That's it.
Everyone else is like "okay, time to de-escalate" but they f*cking love it.
Non-event for crude oil, US stock futures. Tomorrow everyone will be an expert on the Strait of Hormuz.
www.cnbc.com/2025/06/21/w...
That's it.
Everyone else is like "okay, time to de-escalate" but they f*cking love it.
Non-event for crude oil, US stock futures. Tomorrow everyone will be an expert on the Strait of Hormuz.
www.cnbc.com/2025/06/21/w...
Reposted by Quant T
Our research study of the central banks revealed a pre-announcement drift, underscoring the anticipatory nature of equity markets ahead of key policy events and potential opportunities for trading. But are such price drifts unique to the FED and ECB?
quantpedia.com/pre-announce...
#quant #fintwit
quantpedia.com/pre-announce...
#quant #fintwit
June 5, 2025 at 11:39 AM
Our research study of the central banks revealed a pre-announcement drift, underscoring the anticipatory nature of equity markets ahead of key policy events and potential opportunities for trading. But are such price drifts unique to the FED and ECB?
quantpedia.com/pre-announce...
#quant #fintwit
quantpedia.com/pre-announce...
#quant #fintwit
Reposted by Quant T
US stocks back to flat for the year.
Meanwhile, Poland, Spain, Greece, Austria, Italy, Germany UP 30% to 40%.
@mikezaccardi.bsky.social
Meanwhile, Poland, Spain, Greece, Austria, Italy, Germany UP 30% to 40%.
@mikezaccardi.bsky.social
June 3, 2025 at 7:08 PM
US stocks back to flat for the year.
Meanwhile, Poland, Spain, Greece, Austria, Italy, Germany UP 30% to 40%.
@mikezaccardi.bsky.social
Meanwhile, Poland, Spain, Greece, Austria, Italy, Germany UP 30% to 40%.
@mikezaccardi.bsky.social
Reposted by Quant T
May 31, 2025 at 4:45 PM
Reposted by Quant T
The deregulation pro-growth fantasy is every bit as delusional as believing Trump and DOGE would reduce debt and deficits.
May 23, 2025 at 1:12 PM
The deregulation pro-growth fantasy is every bit as delusional as believing Trump and DOGE would reduce debt and deficits.
Reposted by Quant T
$SPX gain currently is 2.5%. $VIX down almost 3 points to 19.2. $SPX 2.5% daily moves equate to $VIX about 40. So why is $VIX down so much? Answer: Perceived risk is gone. Trade war is "over". Nobody wants to pay up for SPX options 30-days out. I don't think $VIX will melt all summer... 1/2
May 12, 2025 at 4:02 PM
$SPX gain currently is 2.5%. $VIX down almost 3 points to 19.2. $SPX 2.5% daily moves equate to $VIX about 40. So why is $VIX down so much? Answer: Perceived risk is gone. Trade war is "over". Nobody wants to pay up for SPX options 30-days out. I don't think $VIX will melt all summer... 1/2
Reposted by Quant T
US policy chaos has already damaged the economy, by undermining confidence and forcing companies to postpone capex and hiring. That was the story of Q1. But the real recession risk comes from lower earnings over the summer, and how the corporate sector responds.. 🧵
May 9, 2025 at 8:00 AM
US policy chaos has already damaged the economy, by undermining confidence and forcing companies to postpone capex and hiring. That was the story of Q1. But the real recession risk comes from lower earnings over the summer, and how the corporate sector responds.. 🧵
Reposted by Quant T
Today, we take an important step towards Europe's energy independence.
With our Roadmap, we will complete the phasing out of all remaining Russian energy into our Union.
While ensuring stable supplies for businesses and consumers.
This is REPowerEU in action.
→ europa.eu/!gWYj97
With our Roadmap, we will complete the phasing out of all remaining Russian energy into our Union.
While ensuring stable supplies for businesses and consumers.
This is REPowerEU in action.
→ europa.eu/!gWYj97
May 6, 2025 at 3:29 PM
Today, we take an important step towards Europe's energy independence.
With our Roadmap, we will complete the phasing out of all remaining Russian energy into our Union.
While ensuring stable supplies for businesses and consumers.
This is REPowerEU in action.
→ europa.eu/!gWYj97
With our Roadmap, we will complete the phasing out of all remaining Russian energy into our Union.
While ensuring stable supplies for businesses and consumers.
This is REPowerEU in action.
→ europa.eu/!gWYj97
Reposted by Quant T
"Consumers’ short-term spending outlook worsened, with 27% of consumers expecting to spend more next month and 22% expecting to spend less, yielding a NET of +5% (down from +16% last month and +16% same time last year)." - Morgan Stanley
May 6, 2025 at 3:15 PM
"Consumers’ short-term spending outlook worsened, with 27% of consumers expecting to spend more next month and 22% expecting to spend less, yielding a NET of +5% (down from +16% last month and +16% same time last year)." - Morgan Stanley
Reposted by Quant T
Enjoying the #IBD sessions at #DDW2025? Then check out this brand new Consensus Statement on global priorities for the future of IBD
www.nature.com/articles/s41...
#Gastrosky #medsky #IBDsky
www.nature.com/articles/s41...
#Gastrosky #medsky #IBDsky
May 4, 2025 at 3:20 PM
Enjoying the #IBD sessions at #DDW2025? Then check out this brand new Consensus Statement on global priorities for the future of IBD
www.nature.com/articles/s41...
#Gastrosky #medsky #IBDsky
www.nature.com/articles/s41...
#Gastrosky #medsky #IBDsky
Reposted by Quant T
Not great that Putin now has two gadflies in Europe
May 5, 2025 at 8:35 AM
Not great that Putin now has two gadflies in Europe