thatquantguy @JoshTheQuant

Quant Researcher | Multi-Asset Strategy | Economics & Data Science background. Not investment advice. All opinions are my own. CFA Charterholder Joined January 2023

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fabian @fabianstelzer

5 months ago

insane Claude Code setup. instead of asking it to "mek app" like a total normie, you first let it spin up 1m subagents to simulate 10¹² branches of civilization from 4000 BC recursively to emulate in which universe a specific version of your app is going to be most successful

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Quant Science @quantscience_

6 months ago

12 Python libraries for free market data everyone should know:

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Ben Carlson @awealthofcs

2 years ago

Let's play a game of can this continue: 1. Government interest expenses rising? 2. US large cap outperformance? 3. Mag 7 fundamentals dominating? 4. Housing price-to-rents ratio? awealthofcommonsense.com/2024/09/can-th…

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thatquantguy @JoshTheQuant

2 years ago

But election years post QE… it remains to be seen.

Ryan Detrick, CMT @RyanDetrick

2 years ago

Get ready to hear a lot about how bad stocks do in August. That is true, but they actually do quite well in election years.

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thatquantguy @JoshTheQuant

2 years ago

Nearly a third of S&P 500 companies have reported Q2 earnings and the street is focusing on sales. Only 43% of companies have beat revenue expectations. But let’s face it… it’s Mag 7 or bust.

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thatquantguy @JoshTheQuant

2 years ago

Small caps aren’t cheap on an absolute historical basis, but they are relative to Us large caps. They are approximately 1 standard deviation lower than the average P/E spread versus large caps. Not all small caps are equal, the Russell 2000 is full of junk, find the winners.

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Charlie Bilello @charliebilello

2 years ago

S&P 500 is up 15.5% in the first 126 trading days of 2024, the 15th best start to a year going back to 1928. $SPX bilello.blog/newsletter

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Daily Chartbook @dailychartbook

2 years ago

As a reminder, the first half of July has been the best 2 week period for S&P 500 returns since 1928. via Goldman Sachs

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thatquantguy @JoshTheQuant

2 years ago

Core PCE came in at 0.10% MoM, right in line with the street’s expectations. The YoY picture is showing a trend in the right direction, but we are still needing another print like this next month before a September cut can be taken seriously.

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Daily Chartbook @dailychartbook

2 years ago

LO beta exposure is near all-time lows. via BofA Savita

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thatquantguy @JoshTheQuant

2 years ago

The weak market breadth is something every market participant should be watching, I.e, a small number of companies are contributing an enormous amount to the S&P500.

Charlie Bilello @charliebilello

2 years ago

The large cap S&P 500 is outperforming the small cap Russell 2000 by more than 15% this year, the biggest outperformance we've seen since 1998. bilello.blog/newsletter

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Daily Chartbook @dailychartbook

2 years ago

“P/Es today are a full standard deviation lower than in the late 90s. On a FCF basis, the S&P 500 is 2 standard deviations cheaper.” UBS via @SamRo

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Daily Chartbook @dailychartbook

2 years ago

US growth funds saw the largest weekly inflow ever (+$11.9bn). via BofA Hartnett

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thatquantguy @JoshTheQuant

2 years ago

$AAPL was just dethroned by $NVDA in XLK’s most recent rebalancing. Nvidia was a 5% position and will now be close to 20% in this fund which has over $72B of AUM.

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thatquantguy @JoshTheQuant

2 years ago

A second order effect to consider, the wealth effect. At these elevated levels, historical, households feel wealthier, which might inadvertently lead to higher consumer spending. Getting to the neutral rate of inflation might be more difficult than some are anticipating.

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Daily Chartbook @dailychartbook

2 years ago

"The recent divergence in the relative performance of the Nasdaq 100 versus Russell 2000 and the 10-year yield suggests that the market is increasingly focusing more on growth than rates." - BofA Kwon

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thatquantguy @JoshTheQuant

2 years ago

Wall Street is selling quite the story on AI… For the markets sake, I hope AI doesn’t under deliver.

Daily Chartbook @dailychartbook

2 years ago

"We haven’t had a four-week span where the US stock market has gone up so much with so many stocks within the market going down, based on data going back to 2002." @LJKawa

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Daily Chartbook @dailychartbook

2 years ago

"For the S&P 500, time is literally on your side: the probability of loss over a 1-day holding period is roughly equivalent to a coin flip, but drops precipitously as time horizons extend." - BofA Savita