LongShortSignal Feed

Show all Views Quick Views Signals Returns Data Charts
From:
To:

NEW DATA INSIGHT (@ 2020-08-06 23:37:46)
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 United Kingdom (36.4), Travel (18.2), peace (16.1) and Gold (12.3). Meanwhile the lowest (negative) sentiment was seen for Merkel (-46.0), War (-21.2), Trump (-12.1) and Putin (-8.2). 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 (@ 2020-08-06 23:37:45)
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 Binance Coin (69.1), VIX volatility index (57.2), Japan government bond (37.5) and Global High Yield (27.9). Meanwhile the most negative sentiment could be seen for Nikkei 225 (-29.6), Crude oil (-21.4), Japanese yen (-10.9) and S&P500 (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 (@ 2020-08-06 21:22:58)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.21 (3 weeks ago it was 0.21 which means correlations are stable). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.58 (3 weeks ago it was -0.60). A few randomly picked correlation pairs are: Australian dollar - EM Equity: 0.46. Inv Grade Credit - Ethereum: 0.08. ChainLink - Global High Yield: -0.01. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-06 20:50:27)

Bitcoin Cash  +7.46%
VeChain  +5.68%
ChainLink  +5.53%
Monero  +4.02%
Tezos  +3.81%
Cardano  +2.61%
Bitcoin SV  +2.21%
EOS  +1.31%
Ripple  +0.68%
Litecoin  +0.56%
Bitcoin  +0.55%
TRON  -0.51%
Crypto.com Coin  -0.51%
Ethereum  -1.27%
Stellar  -1.43%
Binance Coin  -2.11%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-06 20:50:27)

Gold  +1.25%
S&P500  +0.65%
Australian dollar  +0.61%
EM Equity  +0.32%
US Treasury Bonds  +0.21%
Euro  +0.11%
Inv Grade Credit  +0.10%
Japanese yen  +0.05%
Global High Yield  +0.01%
Crude oil  -0.18%
Nikkei 225  -0.43%
EM LC Bonds  -0.48%
Euro Stoxx 50  -0.86%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-06 20:45:38)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for VeChain (-36), Cardano (-33), Bitcoin SV (-31) and US Treasury Bonds (-29). Meanwhile the largest increases in search popularity were seen for Monero (38), Tezos (22), Algorand (19) and EM LC Bonds (19). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-06 20:45:37)
The largest latest daily returns (in absolute or negative sense) were on Bitcoin Cash (7.46%), followed by VeChain (5.68%), ChainLink (5.53%), Monero (4.02%) and Tezos (3.81%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-06 20:45:36)
The latest performance calculations have been updated. Month-to-date performance on ChainLink was the highest at 27.56% (our signals delivered 27.56%). Second and third highest came from Ripple and Ethereum which delivered 23.53% (vs 23.53% in our models) and 19.83% (vs 19.83% in our models) respectively. On the negative side, the lowest returns came from US Treasury Bonds with a return of -0.35% (our signals delivered -0.35%). Second and third worst came from Bitcoin Cash and EM LC Bonds which delivered -0.11% (vs -3.49% in our models) and 0.02% (vs 0.02% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-06 20:45:33)
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 29.4% (a month ago it was 20.8% so it has been rising). Meanwhile, VaR for Tezos came in at 45.7% (previously 28.7% meaning it has been rising). Finally, for Bitcoin SV we see VaR at 51.3% (which was 27.2% meaning it has been rising). -Albert Ingles

NEW CHART (@ 2020-08-06 20:24:45)

Interesting... for the first time in a long while we see yen and gold diverging from the pack during a bout of USD strength (note we are showing JPY/USD and MXN/USD, that is the inverse of how they are normally quoted to facilitate comparison). Euro is weakening with EM currencies while yen and gold are maintaining strength. That is a clear trend break. -LSS Investment Team

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-06 00:00:00)
Latest daily return for the model portfolio: 0.37%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-06 00:00:00)
Latest daily return for the crypto model portfolio: 1.55%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-08-06 00:00:00)
Latest daily return for the traditional model portfolio: 0.36%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-05 23:38:30)
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 United Kingdom (38.5), crypto (15.1), peace (14.8) and Retail (13.6). Meanwhile the lowest (negative) sentiment was seen for War (-19.2), Geopolitics (-16.8), South China Sea (-14.7) and Merkel (-13.5). 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 (@ 2020-08-05 23:38:27)
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 Binance Coin (73.9), Model Portfolio Traditional (42.7), Australian dollar (26.6) and Tezos (21.7). Meanwhile the most negative sentiment could be seen for Crude oil (-37.5), Nikkei 225 (-29.6), EM LC Bonds (-27.2) and US Treasury Bonds (-11.3). 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 (@ 2020-08-05 21:25:32)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.22 (3 weeks ago it was 0.20 which means correlations are rising). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.60). A few randomly picked correlation pairs are: Inv Grade Credit - EM LC Bonds: 0.55. Model Portfolio Traditional - Tezos: -0.15. Binance Coin - LSS Model Portfolio: 0.16. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-05 20:50:29)

Bitcoin  +4.95%
Binance Coin  +4.46%
Crypto.com Coin  +4.37%
Monero  +3.85%
Ethereum  +2.96%
Litecoin  +2.75%
Bitcoin SV  +2.56%
Bitcoin Cash  +1.63%
EOS  +0.99%
Ripple  +0.75%
TRON  -0.03%
VeChain  -0.61%
Cardano  -1.01%
Tezos  -1.56%
ChainLink  -1.74%
Stellar  -1.86%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-05 20:50:29)

Crude oil  +1.67%
EM Equity  +1.23%
Gold  +0.94%
EM LC Bonds  +0.75%
S&P500  +0.64%
Euro  +0.50%
Global High Yield  +0.46%
Australian dollar  +0.45%
Euro Stoxx 50  +0.43%
Inv Grade Credit  +0.32%
Japanese yen  +0.11%
Nikkei 225  -0.26%
US Treasury Bonds  -0.73%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-05 20:45:39)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for S&P500 dividend unadjusted (-67), S&P500 (-67), Nikkei 225 (-58) and Crypto.com Coin (-47). Meanwhile the largest increases in search popularity were seen for Binance Coin (60), Ethereum (49), Bitcoin (24) and ChainLink (18). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-05 20:45:38)
The largest latest daily returns (in absolute or negative sense) were on Bitcoin (4.95%), followed by Binance Coin (4.46%), Crypto.com Coin (4.37%), Monero (3.85%) and Ethereum (2.96%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-05 20:45:37)
The latest performance calculations have been updated. Month-to-date performance on ChainLink was the highest at 29.83% (our signals delivered 29.83%). Second and third highest came from Ripple and Ethereum which delivered 22.60% (vs 22.60% in our models) and 16.38% (vs 16.38% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -3.10% (our signals delivered -3.10%). Second and third worst came from Bitcoin Cash and EM LC Bonds which delivered -1.71% (vs -1.89% in our models) and -0.73% (vs -0.73% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-05 20:45:35)
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 29.7% (a month ago it was 21.1% so it has been rising). Meanwhile, VaR for Bitcoin Cash came in at 44.3% (previously 22.9% meaning it has been rising). Finally, for Ripple we see VaR at 41.5% (which was 16.6% meaning it has been rising). -Albert Ingles

NEW QUICK VIEW (@ 2020-08-05 17:31:52)
Good day all, we just wanted to share a quick thought with you about our latest crypto model portfolio rebalancing. As you know our models aim to keep every position’s risk contribution below 20% and we favour those assets where our signals have been most successful. We have now added a third step (or rather an in between step before the risk cap kicks in) in our algorithms that ensures that models with a higher Sharpe ratio (essentially realised return / volatility) get favoured over those with lower Sharpe. Note that this can lead to an overweighting for both models with higher returns as well as those with lower volatility as both have a role to play in a stable portfolio. But crucially models with low returns and higher volatility will see their exposure reduced. -LSS Quant Team

NEW CHART (@ 2020-08-05 17:22:00)

I hope the guys at Real Vision don’t mind me stealing one of their charts. This one came up during their daily review of the markets and I think it’s incredibly striking to see how the likes of Amazon, Google, Facebook and Apple have decoupled from the S&P 500 this year. -LSS Investment Team

NEW CHART (@ 2020-08-05 05:00:35)

Want to understand why there’s a relentless everything rally that not even Covid could put a stop to? This chart explains part of the story. With real interest rates now at record lows, the hunt for yield and return is now on in nearly every asset class. -LSS Quant Team

NEW DATA INSIGHT (@ 2020-08-05 04:02:39)
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 S&P500 - Ethereum (0.07 today vs. 0.49 a month ago), Bitcoin - S&P500 (-0.14 today vs. 0.24 a month ago), S&P500 - Bitcoin Cash (0.15 today vs. 0.51 a month ago) and S&P500 - Ripple (0.05 today vs. 0.40 a month ago). Meanwhile, increasing correlations were seen between Bitcoin Cash - Litecoin (0.40 today vs. -0.12 a month ago), Litecoin - Ripple (0.36 today vs. -0.13 a month ago), EOS - Bitcoin Cash (0.34 today vs. -0.13 a month ago) and EOS - Ripple (0.32 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-05 04:02:38)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 70.20%. In our premium tier we have presented 45 signals that resulted in a loss (on average -5.82%). Meanwhile we have presented 106 signals that resulted in a gain (on average +37.04%). On average the (closed) signals were outstanding for a period of 28.5 days. Of the current live signals, we have 22 long calls, 3 neutral calls and 4 short calls. -Albert Ingles

NEW CHART (@ 2020-08-05 02:04:12)

Japan and the US are now officially locked in a currency debasing contest. Abenomics saw the yen (white line) weaken a lot in the preceding decade and since 2013/14 US quantitative easing started to taper off (green line) as the Japanese doubled up year after year (purple line). Now both are going at it *hard*. Obvious beneficiary of all this? Gold (red/orange line), which has just crossed >$2000. If I were a betting man, I'd say $2500 or $3000 from here? -LSS Quant Team

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-05 00:00:00)
Latest daily return for the model portfolio: 0.93%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-05 00:00:00)
Latest daily return for the crypto model portfolio: -1.03%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-08-05 00:00:00)
Latest daily return for the traditional model portfolio: 0.45%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-04 23:37:41)
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 United Kingdom (41.6), Macron (19.2), crypto (15.3) and peace (15.2). Meanwhile the lowest (negative) sentiment was seen for War (-25.3), Russia (-13.3), Conflict (-6.9) and Merkel (-6.3). 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 (@ 2020-08-04 23:37:39)
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 Binance Coin (43.2), EM LC Bonds (35.4), Crypto.com Coin (32.5) and Tezos (21.0). Meanwhile the most negative sentiment could be seen for Crude oil (-17.1), Germany government bond (-14.5), US dollar index (-12.9) and Monero (-5.1). 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 (@ 2020-08-04 21:23:16)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.21 (3 weeks ago it was 0.20 which means correlations are rising). Maximum correlation between any pair was 0.70 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.56 (3 weeks ago it was -0.62). A few randomly picked correlation pairs are: Bitcoin - Bitcoin Cash: 0.60. Binance Coin - Japanese yen: 0.02. Bitcoin SV - ChainLink: 0.43. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-04 20:50:32)

VeChain  +11.80%
ChainLink  +4.61%
Cardano  +3.43%
Stellar  +3.02%
Tezos  +2.56%
TRON  +1.10%
Binance Coin  -0.45%
Bitcoin  -1.61%
EOS  -1.94%
Monero  -2.58%
Ethereum  -2.83%
Litecoin  -3.24%
Bitcoin SV  -3.53%
Bitcoin Cash  -4.42%
Crypto.com Coin  -4.65%
Ripple  -5.23%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-04 20:50:32)

Gold  +2.14%
Nikkei 225  +1.70%
EM Equity  +1.09%
US Treasury Bonds  +0.86%
Crude oil  +0.63%
Australian dollar  +0.51%
S&P500  +0.36%
Inv Grade Credit  +0.34%
Euro  +0.34%
Japanese yen  +0.22%
Euro Stoxx 50  +0.19%
Global High Yield  +0.18%
EM LC Bonds  -0.09%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-04 20:46:00)
The largest latest daily returns (in absolute or negative sense) were on VeChain (11.80%), followed by Ripple (-5.23%), Crypto.com Coin (-4.65%), ChainLink (4.61%) and Bitcoin Cash (-4.42%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-04 20:46:00)
LongShortSignal now tracks Google Trends for all assets that we cover (and even some we do not publicly show)! As of today, the largest declines in Google search popularity compared to a month ago were seen for VeChain (-68), Japanese yen (-31), EM LC Bonds (-5) and Cardano (-5). Meanwhile the largest increases in search popularity were seen for Binance Coin (58), Ethereum (53), Bitcoin SV (29) and Bitcoin Cash (28). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-04 20:45:58)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 29.37% (our signals delivered 29.37%). Second and third highest came from ChainLink and Ethereum which delivered 24.10% (vs 24.10% in our models) and 19.77% (vs 19.77% in our models) respectively. On the negative side, the lowest returns came from Cardano with a return of -1.30% (our signals delivered -1.30%). Second and third worst came from EM LC Bonds and US Treasury Bonds which delivered -0.64% (vs -0.64% in our models) and -0.47% (vs -0.47% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-04 20:45:56)
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 TRON came in at 27.3% (a month ago it was 21.7% so it has been rising). Meanwhile, VaR for Bitcoin came in at 33.8% (previously 16.5% meaning it has been rising). Finally, for Binance Coin we see VaR at 30.6% (which was 25.5% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-04 04:02:33)
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 S&P500 - Ethereum (0.06 today vs. 0.49 a month ago), Bitcoin - S&P500 (-0.15 today vs. 0.24 a month ago), S&P500 - Bitcoin Cash (0.15 today vs. 0.51 a month ago) and S&P500 - Ripple (0.05 today vs. 0.40 a month ago). Meanwhile, increasing correlations were seen between Bitcoin Cash - Litecoin (0.40 today vs. -0.12 a month ago), Litecoin - Ripple (0.34 today vs. -0.13 a month ago), Bitcoin Cash - EOS (0.35 today vs. -0.14 a month ago) and EOS - Ripple (0.32 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-04 04:02:32)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 69.54%. In our premium tier we have presented 46 signals that resulted in a loss (on average -5.50%). Meanwhile we have presented 105 signals that resulted in a gain (on average +37.59%). On average the (closed) signals were outstanding for a period of 28.5 days. Of the current live signals, we have 22 long calls, 3 neutral calls and 4 short calls. -Albert Ingles

NEW CHART (@ 2020-08-04 03:01:03)

Wow, some serious movers in the crypto market out there today. Look at ChainLink which did a casual +15% over the last 24 hours! This cryptocurrency finds itself in the top 10 and is known to be a coin that has experienced the least amount of drawdown historically despite living through early 2018. ChainLink currently has a 8.3% LONG position in our model portfolio, in which by the way you can now directly invest through Tokenbox. -LSS Investment Team