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NEW DATA INSIGHT (@ 2021-03-04 04:02:45)
How about a bit more data on correlations, our favorite topic... Some of the (3 month rolling) correlations that have declined the most since a month ago were between SUSHI - Binance Coin (0.15 today vs. 0.75 a month ago), Binance Coin - Uniswap (0.07 today vs. 0.67 a month ago), Crude oil - Euro Stoxx 50 (0.11 today vs. 0.57 a month ago) and Binance Coin - FARM (0.23 today vs. 0.65 a month ago). Meanwhile, increasing correlations were seen between Japanese yen - Filecoin (0.14 today vs. -0.40 a month ago), Euro - Filecoin (0.12 today vs. -0.38 a month ago), Filecoin - US Treasury Bonds (0.06 today vs. -0.39 a month ago) and Filecoin - Inv Grade Credit (0.01 today vs. -0.44). -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-04 04:02:33)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 51.45%. In our premium tier we have presented 258 signals that resulted in a loss (on average -6.76%). Meanwhile we have presented 283 signals that resulted in a gain (on average +31.36%). On average the (closed) signals were outstanding for a period of 14.5 days. Of the current live signals, we have 23 long calls, 16 neutral calls and 3 short calls. -Albert Ingles

NEW SIGNAL (@ 2021-03-04 00:00:00)
New signal for Bitcoin: *LONG*. (See all signals here)

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-03-04 00:00:00)
Latest daily return for the model portfolio: -0.11%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-03-04 00:00:00)
Latest daily return for the crypto model portfolio: 0.06%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-03-04 00:00:00)
Latest daily return for the traditional model portfolio: -0.06%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-03-03 23:41:39)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for a bunch of different random topics (feel free to recommend us ones to add to it!). Today, positive Reddit sentiment was observed for Binance (21.3), Latin America (18.0), United Kingdom (17.7) and crypto (15.7). Meanwhile the lowest (negative) sentiment was seen for Macron (-20.4), War (-16.7), Deficit (-13.3) and Black lives matter (-8.6). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-03 23:41:38)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for all assets we cover. Looking at posts from today, the most positive Reddit sentiment was observed for Crypto.com Coin (28.9), Global High Yield (24.0), Ethereum (22.4) and Tezos (20.8). Meanwhile the most negative sentiment could be seen for Crude oil (-5.8), EM LC Bonds (-3.9), Japan government bond (0.0) and Model Portfolio Traditional (0.0). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-03 21:44:14)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.19 (3 weeks ago it was 0.21 which means correlations are falling). Maximum correlation between any pair was 0.66 (3 weeks ago it was 0.63), and minimum correlation between any pair was -0.38 (3 weeks ago it was -0.40). A few randomly picked correlation pairs are: Australian dollar - EM LC Bonds: 0.31. Crude oil - Ethereum: 0.06. Polkadot - US Treasury Bonds: -0.08. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-03-03 20:50:44)

VeChain  +20.46%
Algorand  +13.89%
Cosmos  +12.07%
Filecoin  +11.69%
ICON  +10.24%
FARM  +8.68%
Litecoin  +6.96%
ChainLink  +6.59%
Ethereum  +6.52%
TRON  +5.47%
Bitcoin  +4.74%
EOS  +4.31%
Qtum  +4.21%
Ripple  +3.97%
DASH  +3.68%
Polkadot  +2.99%
YFI  +2.28%
Tezos  +2.09%
Bitcoin SV  +2.03%
Crypto.com Coin  +1.60%
Bitcoin Cash  +1.37%
AAVE  +1.28%
Stellar  +1.07%
Binance Coin  +1.02%
Uniswap  +0.35%
Monero  +0.06%
Cardano  +0.00%
Compound  -0.04%
SUSHI  -0.22%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-03-03 20:50:44)

Crude oil  +2.19%
EM Equity  +1.35%
Nikkei 225  +0.51%
Euro Stoxx 50  +0.14%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
Euro  -0.24%
Japanese yen  -0.30%
EM LC Bonds  -0.41%
Australian dollar  -0.57%
S&P500  -1.30%
Gold  -1.56%
US Treasury Bonds  -1.60%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-03 20:46:18)
The largest latest daily returns (in absolute or negative sense) were on VeChain (20.46%), followed by Algorand (13.89%), Cosmos (12.07%), Filecoin (11.69%) and ICON (10.24%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-03 20:46:16)
The latest performance calculations have been updated. Month-to-date performance on Compound was the highest at 26.15% (our signals delivered 0.00%). Second and third highest came from AAVE and SUSHI which delivered 17.75% (vs 7.02% in our models) and 11.95% (vs 11.95% in our models) respectively. On the negative side, the lowest returns came from Algorand with a return of -56.17% (our signals delivered -4.79%). Second and third worst came from Crude oil and ChainLink which delivered -54.99% (vs 90.69% in our models) and -48.86% (vs -27.21% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-03 20:46:14)
Daily risk numbers have been updated. The 1 month 99% VaR (statistical max. expected loss over a one month period with 99% certainty, assuming a normal statistical distribution) for Tezos came in at 88.8% (a month ago it was 106.5% so it has been falling). Meanwhile, VaR for Compound came in at 95.6% (previously 113.5% meaning it has been falling). Finally, for ICON we see VaR at 128.9% (which was 92.2% meaning it has been rising). -Albert Ingles

NEW VIEW (@ 2021-03-03 05:51:10)
Quick market thoughts: In our quick market thoughts we provide quick insights on the current state of crypto markets. These come out irregularly and go into macro trends, price action and individual cryptocurrencies.   (est. 2 minutes reading time)

NEW DATA INSIGHT (@ 2021-03-03 04:02:31)
How about a bit more data on correlations, our favorite topic... Some of the (3 month rolling) correlations that have declined the most since a month ago were between Binance Coin - Uniswap (0.07 today vs. 0.67 a month ago), SUSHI - Binance Coin (0.15 today vs. 0.70 a month ago), Crude oil - Euro Stoxx 50 (0.11 today vs. 0.57 a month ago) and Binance Coin - AAVE (0.10 today vs. 0.51 a month ago). Meanwhile, increasing correlations were seen between Japanese yen - Filecoin (0.14 today vs. -0.40 a month ago), Filecoin - Euro (0.12 today vs. -0.39 a month ago), Japanese yen - Crude oil (0.16 today vs. -0.31 a month ago) and Filecoin - US Treasury Bonds (0.07 today vs. -0.39). -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-03 04:02:28)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 51.48%. In our premium tier we have presented 260 signals that resulted in a loss (on average -6.71%). Meanwhile we have presented 279 signals that resulted in a gain (on average +31.67%). On average the (closed) signals were outstanding for a period of 14.5 days. Of the current live signals, we have 16 long calls, 23 neutral calls and 3 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-03-03 00:00:00)
Latest daily return for the model portfolio: -0.39%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-03-03 00:00:00)
Latest daily return for the crypto model portfolio: 0.01%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-03-03 00:00:00)
Latest daily return for the traditional model portfolio: -0.12%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-03-02 23:41:28)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for a bunch of different random topics (feel free to recommend us ones to add to it!). Today, positive Reddit sentiment was observed for Binance (33.3), ECB (22.2), Latin America (14.5) and Prices (14.0). Meanwhile the lowest (negative) sentiment was seen for South China Sea (-21.2), War (-21.1), Putin (-16.9) and Merkel (-9.5). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 23:41:27)
Warning - experimental! LongShortSignal now tracks Reddit post sentiment for all assets we cover. Looking at posts from today, the most positive Reddit sentiment was observed for VIX volatility index (36.1), Global High Yield (33.7), Ethereum (22.1) and Crypto.com Coin (21.3). Meanwhile the most negative sentiment could be seen for Nikkei 225 (-29.6), Crude oil (-9.5), Japanese yen (-1.6) and Japan government bond (0.0). Note again that this is an experimental new feature and we will be looking to make improvements and share more data as we go along - the LSS team. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 21:46:10)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.20 (3 weeks ago it was 0.20 which means correlations are stable). Maximum correlation between any pair was 0.65 (3 weeks ago it was 0.63), and minimum correlation between any pair was -0.38 (3 weeks ago it was -0.41). A few randomly picked correlation pairs are: Uniswap - Euro Stoxx 50: 0.09. Crypto.com Coin - Euro: 0.13. Filecoin - Monero: 0.39. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-03-02 20:50:39)

Tezos  +6.11%
Crypto.com Coin  +5.52%
Bitcoin Cash  +4.57%
Polkadot  +4.47%
ChainLink  +2.92%
Litecoin  +2.85%
Compound  +2.58%
AAVE  +2.52%
Filecoin  +2.31%
Cosmos  +2.04%
Qtum  +1.16%
Bitcoin SV  +1.11%
Algorand  +0.93%
EOS  +0.82%
ICON  +0.61%
Uniswap  +0.12%
TRON  -0.05%
Stellar  -0.21%
Bitcoin  -0.78%
Ripple  -1.21%
DASH  -1.51%
Cardano  -1.60%
YFI  -2.03%
Monero  -2.06%
VeChain  -2.53%
Ethereum  -3.40%
SUSHI  -4.54%
Binance Coin  -6.38%
FARM  -8.35%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-03-02 20:50:39)

Gold  +0.77%
Australian dollar  +0.62%
US Treasury Bonds  +0.47%
Euro  +0.34%
Global High Yield  +0.15%
Japanese yen  +0.06%
Euro Stoxx 50  +0.03%
Inv Grade Credit  -0.09%
EM Equity  -0.21%
EM LC Bonds  -0.50%
S&P500  -0.81%
Nikkei 225  -0.86%
Crude oil  -1.55%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 20:46:05)
The largest latest daily returns (in absolute or negative sense) were on FARM (-8.35%), followed by Binance Coin (-6.38%), Tezos (6.11%), Crypto.com Coin (5.52%) and Bitcoin Cash (4.57%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 20:46:04)
The latest performance calculations have been updated. Month-to-date performance on Compound was the highest at 22.98% (our signals delivered 0.00%). Second and third highest came from SUSHI and FARM which delivered 17.27% (vs 17.27% in our models) and 15.24% (vs 0.00% in our models) respectively. On the negative side, the lowest returns came from Algorand with a return of -56.17% (our signals delivered -4.79%). Second and third worst came from Crude oil and ChainLink which delivered -54.99% (vs 90.69% in our models) and -48.86% (vs -27.21% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 20:46:02)
Daily risk numbers have been updated. The 1 month 99% VaR (statistical max. expected loss over a one month period with 99% certainty, assuming a normal statistical distribution) for Binance Coin came in at 209.7% (a month ago it was 60.0% so it has been rising). Meanwhile, VaR for Ethereum came in at 54.4% (previously 100.3% meaning it has been falling). Finally, for SUSHI we see VaR at 111.3% (which was 129.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 04:02:35)
How about a bit more data on correlations, our favorite topic... Some of the (3 month rolling) correlations that have declined the most since a month ago were between Binance Coin - Uniswap (0.07 today vs. 0.65 a month ago), Binance Coin - SUSHI (0.14 today vs. 0.70 a month ago), Euro Stoxx 50 - Crude oil (0.11 today vs. 0.57 a month ago) and Uniswap - Filecoin (0.13 today vs. 0.54 a month ago). Meanwhile, increasing correlations were seen between Filecoin - Japanese yen (0.14 today vs. -0.40 a month ago), Filecoin - Euro (0.11 today vs. -0.39 a month ago), Japanese yen - Crude oil (0.17 today vs. -0.31 a month ago) and Inv Grade Credit - Filecoin (0.01 today vs. -0.44). -Albert Ingles

NEW DATA INSIGHT (@ 2021-03-02 04:02:28)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 51.67%. In our premium tier we have presented 259 signals that resulted in a loss (on average -6.75%). Meanwhile we have presented 279 signals that resulted in a gain (on average +31.90%). On average the (closed) signals were outstanding for a period of 14.5 days. Of the current live signals, we have 14 long calls, 25 neutral calls and 3 short calls. -Albert Ingles