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Quant T

@quantstuff.bsky.social
230 followers 245 following 145 posts
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Urban Carmel @ukarlewitz.bsky.social · 11/08/2026
Useful context would be that most of the big declines in the past 20+ years started when more than 70% of the SPX was above the 200-d (second chart, lower panel).
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Unusual Whales @unusualwhales.bsky.social · 06/04/2026
"A drone maker backed by President Donald Trump's two oldest sons is trying to sell to Gulf countries while they are under attack by Iran and dependent on the U.S. military led by their father," per PBS
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Dow @dow.bsky.social · 02/04/2026
Fact checkers right now
media.tenor.com
a child is laying on the floor in front of a carousel .
ALT: a child is laying on the floor in front of a carousel .
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Rory Johnston @roryjohnston.bsky.social · 31/03/2026
“The hard part is done,” now for you to do the harder part. Also, not for nothing, but “Go get your own oil” feels like an epigraph for a book/chapter on the end of yet another era.
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Urban Carmel @ukarlewitz.bsky.social · 12/03/2026
Today's low (and close) undercut the December low. In the past 75 years, this has led to negative FY returns more than half the time (vs anytime of ~80%). YTD, SPX's drawdown is 5%; in year's like these, the median max drawdown is 17% and the minimum is 7%. Source on chart
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Callum Thomas @topdowncharts.bsky.social · 10/03/2026
I've been writing the Weekly S&P500 ChartStorm for over 10 years now... here's some of my favorite timeless charts from the earlier years: www.chartstorm.info/p/weekly-s-a...
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 25/02/2026
What do we call tweets on Bluesky? Was there a meeting about this? Being told my idea is not workable.
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Nick Timiraos @nicktimiraos.bsky.social · 19/02/2026
Fed governor Stephen Miran suggests that if he had to submit a rate projection for 2026 on current data, he would pencil in 100 bps in cuts this year, instead of the 150 bps he submitted at the December forecast round. www.thepeg.co/p/transcript...
thepeg.co
TRANSCRIPT: Fed Governor Stephen Miran talks rates, stablecoins and AI
In an exclusive interview with the Peg, Stephen Miran outlines his views on inflation, AI labour displacement, balance sheet policy, and much more.
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Dow @dow.bsky.social · 17/02/2026
I share the frustration about everyone bothsidesing everything and the role this has played in the country being where it is today. But Nick Timiraos is not one of the ones who does this.
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Dow @dow.bsky.social · 08/02/2026
When people say “but both sides need to tone it down” they’re telling you who they are. Believe them.
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Urban Carmel @ukarlewitz.bsky.social · 05/02/2026
This was the low. SPY made successive ATHs, climbing 7% in the next 2 months. SPY is now back to its 20-wma (677). Deeper correction awaits if it fails (arrows)
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Quantian @quantian.bsky.social · 04/02/2026
Crazy story: A bank analyst published a report showing Kalshi users lose money even faster than sports gamblers, so Kalshi first tried to pressure the data provider to change their data and then accused them and the analyst of conspiring to extort them when that doesn’t work.
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Barry Ritholtz @ritholtz.bsky.social · 31/01/2026
10 Weekend Reads: -23 Ways You’re Already Living in the Chinese Century -The Cult of Costco -Can Department Stores Ever Be Fun Again? -By All Measures -How Hackers Are Fighting Back Against ICE -Defining Moments in TV History -The Search for Alien Artifacts ritholtz.com/2026/01/10-w...
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Anton Vorobets @antonvorobets.com · 27/01/2026
I really look forward to presenting at CQF Institute’s Portfolio Management in Quant Finance conference. Read more about it here: substack.com/@antonvorobe... #quant #quantsky #finance #markets #python #investment #investing #portfoliomanagement
substack.com
Anton Vorobets (@antonvorobets)
I really look forward to presenting at CQF Institute’s Portfolio Management in Quant Finance conference. I will share some very interesting new results, so this is a unique opportunity to be among th...
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Quantian @quantian.bsky.social · 06/01/2026
My annual 2026 outlook is out. Get it now and also subscribe; I promise not to clutter up your inbox with any content whatsoever between tomorrow and 2027 quantian.substack.com/p/2026-marke...
quantian.substack.com
2026 Market Outlook
Or, It's Just Gonna Suck For A While And Then You'll Be Fine
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Urban Carmel @ukarlewitz.bsky.social · 28/11/2025
$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
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Quantifiable Edges @quantifiableedges.bsky.social · 20/11/2025
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
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Quantocracy @quantocracy.bsky.social · 20/11/2025
Dual Momentum & Global Growth Cycle Enhanced [Grzegorz Link] #quant
grzegorz.link
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
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 04/10/2025
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?...
youtu.be
88% of Americans Want Congress to Stop Trading Stocks, Will They Listen?
YouTube video by The Compound
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Protos @protos.com · 05/09/2025
Justin Sun clashes with World Liberty Financial over frozen WLFI protos.com/world-libert...
protos.com
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.
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Urban Carmel @ukarlewitz.bsky.social · 27/08/2025
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.
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SentimenTrader @sentimentrader.bsky.social · 08/08/2025
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.
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SentimenTrader @sentimentrader.bsky.social · 04/08/2025
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.
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SentimenTrader @sentimentrader.bsky.social · 06/08/2025
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.
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Urban Carmel @ukarlewitz.bsky.social · 05/08/2025
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
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 05/08/2025
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...
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Joe Weisenthal @weisenthal.bsky.social · 18/07/2025
NEW ODD LOTS: We talked to NYC Mayor Eric Adams about you know what. podcasts.apple.com/us/podcast/m...
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Quantocracy @quantocracy.bsky.social · 24/06/2025
Experimental Control for Machine Learning of Temporal Effects in Quantitative Trading [Hanguk Quant] #quant
research.hangukquant.com
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
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 27/06/2025
Looking for alpha
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 23/06/2025
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...
cnbc.com
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.
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Quantpedia - Radovan Vojtko @quantpedia.bsky.social · 05/06/2025
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
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Carl Quintanilla @carlquintanilla.bsky.social · 03/06/2025
US stocks back to flat for the year. Meanwhile, Poland, Spain, Greece, Austria, Italy, Germany UP 30% to 40%. @mikezaccardi.bsky.social
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 31/05/2025
What we have happening in the last few months… youtu.be/-u5m6io7wW0?...
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Dow @dow.bsky.social · 23/05/2025
The deregulation pro-growth fantasy is every bit as delusional as believing Trump and DOGE would reduce debt and deficits.
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Quantifiable Edges @quantifiableedges.bsky.social · 12/05/2025
$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
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Dario Perkins @darioperkins.bsky.social · 09/05/2025
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.. 🧵
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Ursula von der Leyen @vonderleyen.ec.europa.eu · 06/05/2025
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
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Sam Ro @tker.co · 06/05/2025
"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
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Nature Reviews Gastroenterology & Hepatology @natrevgastrohep.nature.com · 04/05/2025
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
Figure showing priorities for IBD research
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Urban Carmel @ukarlewitz.bsky.social · 02/05/2025
All-World Ex-US index at a new ATH today while SPY still 7% below. US underperforming by 1500 bp YTD. Good job guys
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Urban Carmel @ukarlewitz.bsky.social · 02/05/2025
Today, $SPX up 9 days while under its 200-d. The last time this happened, Raiders of the Lost Ark was in theaters, Madonna was an unknown and the 10-year was 15%
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Urban Carmel @ukarlewitz.bsky.social · 02/05/2025
When $SPX falls >20% and then recovers half of that (like now), the bottom has been in 15/16 times in last 70 yrs. The only failure was most recent instance when $SPX subsequently fell another 20% and was lower 1, 3 and 6 months later. All higher a year later, so there's that. From Ryan Detrick
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Downtown Josh Brown @downtownjoshbrown.bsky.social · 02/05/2025
Not every slowdown leads to recession, but every recession begins with a slowdown. Neil Dutta of @renmacllc.bsky.social on a brand new episode of The Compound and Friends up NOW Watch: www.youtube.com/watch?v=4fxT... Listen: podcasts.thecompoundnews.com/show/TCAF/ev...
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Robert Reich @rbreich.bsky.social · 01/05/2025
Increase in productivity since 1979: 86% Increase in hourly pay since 1979: 31% Just so happens that ~25% of workers were unionized in 1979. Today? 10%. As unions declined, the super-rich have taken a larger share of wealth generated by labor. We must build back union power.
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Bob Elliott @bobeunlimited.bsky.social · 02/05/2025
The US labor market is already showing signs of weakening even before the full effects the admin's negative growth policies show up in the data. The income-driven expansion is looking increasingly fragile. Thread.
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Governor Tim Walz @governorwalz.mn.gov · 01/05/2025
Mike Waltz has left the chat.
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