Me and @goodalexander are analyzing twitter follower data and unsurprisingly yes my account growth is anticorrelated with the market. As in, I gain more followers when the market shits the bed.
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Replying to @nope_its_lily @goodalexander
in levels, differences or second diffs?
2 replies 0 retweets 3 likes -
Replying to @bennpeifert @nope_its_lily
The Peifert Oscillator does not have a very long history, is based on 7 day pct change Z score normalized. Historically you've been bullish for financial stocks (GS,C) relative to short volatility strategies (SVXY) -- but not above a meaningful threshold yetpic.twitter.com/Yh4W9eltYZ
3 replies 0 retweets 12 likes -
Can you do
@macrocephalopod follower count on dual axis with AQR Style Premia Alternative fund performance please?1 reply 0 retweets 6 likes -
Replying to @therobotjames @goodalexander and
Spread is reaching extreme levels relative to history, it’s time for a venial value timing sin!
1 reply 0 retweets 9 likes -
Replying to @macrocephalopod @therobotjames and
A friend to me the other day: “factor trading is wilding - it’s the new meme” Made me a tiny bit sad honestly — the space ork factor has been so much fun
2 replies 0 retweets 2 likes
Dakka dakka.
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