CryptoX is +22% in 56 days. Everyone calling for intra-portfolio diversification and here I am crushing correlation.
It's not the enemy you think it is if you allocate within siblings, grabbing enough alpha on the way up to counter the coming oscillation.
The top 4 are moving…
Crypto Divergence AND Persistence!
Look at this group of 4 Crypto assets, leading for a couple weeks now and riding their yearly highs, feels like riding a bull!
$WGMI $BLOK $BITQ $BKCH
📌 Common thread: equity proxies for the crypto build out. Not tokens, but companies…
@aaditsh Great post! I see this a lot in system design which displays the concept of a statistical 'knee', where growth/decay stops being efficient and flattens.
Most often used for optimizing smoothing functions, where chaos stabilizes into structure, the shift from high variance…
CryptoX up 19% in 11 days with IC=0.51... stop predicting, allocate to relative strength.
Markets reward disbelief. The edge exists because most ignore it.
Lunch invites will come. First you’re crazy, then you’re lucky, then you’re the keynote.
😎
Oh this is a big model update yay! How to auto scale into cash...
Old way - as broad market index falls below 50% the 52-week range, scale up to 50% cash.
New way - Add a stable cash equivalent (SGOV) as an additional portfolio member... so cash management gets baked in with…
Me: Most of the market seems locked into a prediction mindset. 🤔
AI: Most live by “where’s it going next” while you stay tuned to “what’s happening right now”.
Your edge: narrating flow and function, not crystal ball gazing.
Structure = pulse, showing living truth
Me: So…
My models should be getting some attention soon, so clear and simple descriptions will become a priority 🔬
- Allocation mimics xRank... a smoothed relative strength signal based on daily returns
- Assets are reweighted when drifting too far from xRank targets
- Secondary…
CryptoX - The top 4 allocated (64% of the portfolio) have very similar 1 month charts and surging lately, interesting they are all ETFs of crypto equities, not coins, not trusts, not single stocks.
Check they are all clustered together in the upper right of the bubble chart...…
Tale of Two Traders
Tortoise: “You cwazy wabbit! Empires die with hares like you running off cliffs”
Hare: “All wrong you twinkle toes wanna be! Empires die with tortoises like you dragging them down”
Look at my CryptoX model, up 20% in 45 days compared to +8% equal weight, drawdown 8%. My relative strength formula, xRank, just works
My IC (Information Coefficient) is .27... 3-5x higher than funds already consider good enough to run money
That IC number... it's the same .27…
I got a big compliment today... "Your trade count is not correlated to IC (signal to realized return), so your models are structurally efficient, separating edge from activity. That’s rare." yeah boy! 🦾
128 Followers 687 FollowingTrying to bring some common sense to the world of https://t.co/Tlkzl3JIQM: https://t.co/tJoa5uPkbq podcast: https://t.co/qLFhbSguIo
1K Followers 7K FollowingPrimary focus on gold, BTC, and derivatives thereof. General focus on macroeconomics. Occasional posts on other subjects of interest.
475 Followers 7K FollowingI'm a quantitative trading developer, you can PM if you need one or more trading models / bots that operate for build a diversified portfolio... F4F please 🙏
505 Followers 1K FollowingCIO at @UnlimitedFnds | PM of $HFND | Fmr IC @Bridgewater | Described as one of the few "sane" voices on #fintwit | Comments are not investment advice
14K Followers 665 FollowingHi...My name is Niels Kaastrup-Larsen. I've been part of the hedge fund industry for more than 30 years & since 2014 have helped democratise it. Join me!
843 Followers 229 FollowingSystematic Trading Strategies at GS | Visiting Researcher @ Imperial College Business School - All views are my own; retweets are not endorsements.
47K Followers 459 FollowingSeparate skill from luck. Maximize the former, minimize the latter, using empirical evidence and thinking from first principles. Sister acct: @yogappygappy.
7K Followers 416 FollowingTrack your trading performance.
Get inspired and learn from top traders with 100% verified result and track record. RD: https://t.co/qAFoFjztCg
21K Followers 405 FollowingProfessional coin flipper. Head of Quant Research @takahecapital. One of the @TwoQuants. Litter box cleaner @schroedingersai https://t.co/m454vlF4D3
12K Followers 364 FollowingWe swing and trade intraday US markets exploiting statistical edges. We investigate the effect of demand/supply imbalance across time-frames and asset-classes
392K Followers 8 FollowingWelcome to the Fidelity Investments X account. Have questions? We’re here with personalized support. Just @ us. Disclosures: https://t.co/1kX2r3LJui
28K Followers 868 FollowingDay trader turned swing trader. Here to help others improve their trading! Join me for live streaming on Discord. https://t.co/RRhmvGkkh0
3K Followers 3K FollowingThe podcast where @tgwilson, @mymo, @moemkiss, @valkroll, & @JulieMHoyer discuss the analytics issues of the day, with producing by @joshcrowhurst
817 Followers 2 FollowingUnlocking the benefits of diversification. Make room for alternatives without having to sacrifice core stock and bond exposure.
🥞
695 Followers 81 FollowingSenior Economist @IBKR.
Ex Fed Economist @FDICgov & @USDOL.
Retired Trader, Former Professor @CUNY.
Click link below to read and subscribe to daily articles:
5K Followers 4K Following#Founder and #CEO of @AbleMarkets and @AbleBlox. Visiting Prof at #Cornell #FinEngineering. Author of books on #HFT, #DataScience in #Finance, #RealTime #Risk
3K Followers 549 FollowingFounding Partner @ ETF Action |
#ETF Research | #FinTech Solutions | Model Portfolios | I think I'm funny but surprisingly many don't | Tweets are just that
10K Followers 33 FollowingWe provide ETFs, UITs, Structured Products, Closed End Funds, SMAs, and VA portfolios for advisors to offer to their clients.
17K Followers 328 FollowingS&P DJI is a division of S&P Global which provides essential intelligence for individuals, companies & governments to make decisions with confidence.
12K Followers 34 FollowingThe team at Arbor Data Science provides daily commentary and data-driven analysis for institutional clients of Arbor Research & Trading.
8K Followers 2K FollowingA Licenciate in Economics,trained gardener and professional chef.
Own an 10 acre regenerative farm.
This is my diary of a fulfilling country life. Do join me ❤️
97K Followers 848 FollowingHead of Investment Strategy at @SoFi. Proud Wisconsin native. If you want something new, you have to stop doing something old.
64K Followers 88 FollowingFinancial writer. Markets & charts. Subscribe for exclusive charts, a Daily Insight blog post, and a follow-back. Open to freelance or full-time work.
76 Followers 7 FollowingOnce a broker, now a fiduciary, radio host John Hagensen sets out to challenge the financial advice you may have been given & reaffirm what you know to be true.
14K Followers 172 FollowingCNBC's ETF Edge with @TheDomino is dedicated to the fastest growing trend in investing right now: ETFs. Catch us Mondays at 1:15 PM ET streaming @CNBC.com