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NEW DATA INSIGHT (@ 2020-10-17 20:45:41)
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 Binance Coin (-53), Bitcoin SV (-47), VeChain (-46) and Nikkei 225 (-40). Meanwhile the largest increases in search popularity were seen for Monero (62), Global High Yield (55), Bitcoin Cash (48) and US dollar index (36). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-17 20:45:39)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 19.42% (our signals delivered 20.44%). Second and third highest came from Bitcoin Cash and Stellar which delivered 9.06% (vs -2.10% in our models) and 6.03% (vs 7.48% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -18.85% (our signals delivered -3.15%). Second and third worst came from Crypto.com Coin and Algorand which delivered -11.88% (vs 11.59% in our models) and -10.33% (vs -23.64% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-17 20:45:37)
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 Model Portfolio Crypto came in at 10.4% (a month ago it was 18.8% so it has been falling). Meanwhile, VaR for VeChain came in at 55.8% (previously 94.3% meaning it has been falling). Finally, for ICON we see VaR at 41.7% (which was 84.5% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-17 04:02:29)
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 Crude oil - S&P500 (0.33 today vs. 0.59 a month ago), Ripple - US Treasury Bonds (0.19 today vs. 0.37 a month ago), VeChain - EM Equity (0.12 today vs. 0.26 a month ago) and EM Equity - VeChain (0.12 today vs. 0.26 a month ago). Meanwhile, increasing correlations were seen between Crude oil - Nikkei 225 (0.11 today vs. -0.22 a month ago), Crypto.com Coin - Global High Yield (0.31 today vs. 0.08 a month ago), EM Equity - Monero (0.25 today vs. 0.03 a month ago) and Crude oil - Ripple (0.11 today vs. -0.11). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-17 04:02:26)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.77%. In our premium tier we have presented 131 signals that resulted in a loss (on average -6.15%). Meanwhile we have presented 157 signals that resulted in a gain (on average +29.95%). On average the (closed) signals were outstanding for a period of 20.9 days. Of the current live signals, we have 17 long calls, 11 neutral calls and 6 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-17 00:00:00)
Latest daily return for the model portfolio: 0.04%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-17 00:00:00)
Latest daily return for the crypto model portfolio: -0.57%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-17 00:00:00)
Latest daily return for the traditional model portfolio: -0.07%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-16 23:39:34)
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 (35.3), Travel (30.2), Canada (26.2) and Prices (26.2). Meanwhile the lowest (negative) sentiment was seen for War (-25.8), Deficit (-25.3), Macron (-24.8) and France (-15.4). 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 (@ 2020-10-16 23:39:32)
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 Model Portfolio Crypto (71.0), Binance Coin (61.5), Model Portfolio Traditional (56.8) and Litecoin (40.9). Meanwhile the most negative sentiment could be seen for Crude oil (-35.5), Nikkei 225 (-29.6), US dollar index (-13.8) and EM Equity (-1.0). 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 (@ 2020-10-16 21:24:14)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.24 (3 weeks ago it was 0.24 which means correlations are stable). Maximum correlation between any pair was 0.76 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.27 (3 weeks ago it was -0.27). A few randomly picked correlation pairs are: EOS - Euro: 0.08. Euro - Japanese yen: 0.43. Euro - Litecoin: 0.11. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-16 20:50:26)

Stellar  +5.41%
Bitcoin  -1.78%
ChainLink  -2.14%
Cardano  -2.51%
Crypto.com Coin  -2.62%
EOS  -2.69%
Ripple  -2.71%
ICON  -3.33%
TRON  -3.41%
Tezos  -3.57%
VeChain  -3.57%
Ethereum  -3.58%
Qtum  -3.59%
Algorand  -4.24%
Litecoin  -4.63%
Bitcoin Cash  -4.91%
DASH  -5.40%
Binance Coin  -5.90%
Bitcoin SV  -5.95%
Cosmos  -7.32%
Monero  -7.95%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-16 20:50:26)

Euro Stoxx 50  +1.65%
EM LC Bonds  +0.41%
EM Equity  +0.32%
Global High Yield  +0.16%
Inv Grade Credit  +0.10%
Euro  +0.08%
Japanese yen  +0.04%
S&P500  +0.02%
Australian dollar  -0.18%
US Treasury Bonds  -0.24%
Nikkei 225  -0.41%
Gold  -0.49%
Crude oil  -0.53%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-16 20:45:44)
The largest latest daily returns (in absolute or negative sense) were on Monero (-7.95%), followed by Cosmos (-7.32%), Bitcoin SV (-5.95%), Binance Coin (-5.90%) and Stellar (5.41%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-16 20:45:44)
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 Bitcoin SV (-25), Stellar (-20), Nikkei 225 (-20) and Tezos (-19). Meanwhile the largest increases in search popularity were seen for Monero (45), US dollar index (41), Cardano (33) and Litecoin (32). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-16 20:45:42)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 29.74% (our signals delivered 30.85%). Second and third highest came from Bitcoin Cash and Binance Coin which delivered 14.69% (vs -6.69% in our models) and 11.04% (vs 11.04% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -15.85% (our signals delivered -3.15%). Second and third worst came from Crypto.com Coin and Algorand which delivered -9.51% (vs 8.75% in our models) and -6.36% (vs -26.74% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-16 20:45:40)
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 Cosmos came in at 60.4% (a month ago it was 85.5% so it has been falling). Meanwhile, VaR for Algorand came in at 57.4% (previously 94.7% meaning it has been falling). Finally, for Cardano we see VaR at 62.3% (which was 66.9% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-16 04:02:47)
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 Global High Yield - Nikkei 225 (0.13 today vs. 0.44 a month ago), Crude oil - S&P500 (0.33 today vs. 0.63 a month ago), US Treasury Bonds - Ripple (0.18 today vs. 0.36 a month ago) and VeChain - EM Equity (0.10 today vs. 0.28 a month ago). Meanwhile, increasing correlations were seen between Crypto.com Coin - Global High Yield (0.31 today vs. 0.06 a month ago), ChainLink - S&P500 (0.10 today vs. -0.13 a month ago), Crude oil - Nikkei 225 (0.12 today vs. -0.11 a month ago) and Euro - Stellar (0.15 today vs. -0.06). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-16 04:02:46)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.63%. In our premium tier we have presented 130 signals that resulted in a loss (on average -6.05%). Meanwhile we have presented 155 signals that resulted in a gain (on average +30.40%). On average the (closed) signals were outstanding for a period of 21.2 days. Of the current live signals, we have 17 long calls, 9 neutral calls and 8 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-16 00:00:00)
Latest daily return for the model portfolio: -0.64%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-16 00:00:00)
Latest daily return for the crypto model portfolio: 0.47%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-16 00:00:00)
Latest daily return for the traditional model portfolio: -0.02%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-15 23:39:09)
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 Gold (50.7), Canada (38.8), Binance (35.1) and Trade (26.2). Meanwhile the lowest (negative) sentiment was seen for War (-27.2), Asia (-20.1), Merkel (-13.7) and Deficit (-13.4). 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 (@ 2020-10-15 23:39:07)
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 Germany government bond (77.8), Japanese yen (66.0), Model Portfolio Crypto (55.7) and Binance Coin (40.8). Meanwhile the most negative sentiment could be seen for Global High Yield (-48.7), US Treasury Bonds (-32.7), Nikkei 225 (-29.6) and Crude oil (-26.5). 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 (@ 2020-10-15 21:24:32)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.24 (3 weeks ago it was 0.24 which means correlations are stable). Maximum correlation between any pair was 0.77 (3 weeks ago it was 0.72), and minimum correlation between any pair was -0.27 (3 weeks ago it was -0.27). A few randomly picked correlation pairs are: LSS Model Portfolio - Nikkei 225: 0.01. Euro - EM LC Bonds: 0.47. Cardano - Binance Coin: 0.50. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-15 20:50:25)

Gold  +0.38%
US Treasury Bonds  -0.12%
S&P500  -0.15%
Inv Grade Credit  -0.26%
Japanese yen  -0.27%
Euro  -0.33%
Crude oil  -0.37%
Global High Yield  -0.43%
Nikkei 225  -0.51%
EM LC Bonds  -0.59%
Australian dollar  -0.95%
EM Equity  -1.32%
Euro Stoxx 50  -2.46%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-15 20:50:24)

Binance Coin  +3.19%
Cosmos  +1.77%
Monero  +1.58%
Bitcoin Cash  +1.47%
Bitcoin  +1.04%
Crypto.com Coin  +0.63%
Bitcoin SV  +0.57%
Stellar  +0.42%
Ethereum  +0.11%
EOS  +0.00%
Litecoin  -0.14%
Cardano  -0.18%
Qtum  -0.45%
DASH  -0.52%
TRON  -0.60%
ChainLink  -0.74%
Ripple  -0.91%
Tezos  -1.32%
VeChain  -1.35%
ICON  -1.98%
Algorand  -2.96%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-15 20:45:46)
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 Bitcoin SV (-52), Bitcoin Cash (-47), Algorand (-38) and US Treasury Bonds (-33). Meanwhile the largest increases in search popularity were seen for EM Equity (58), ChainLink (54), Monero (40) and Litecoin (33). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-15 20:45:45)
The largest latest daily returns (in absolute or negative sense) were on Binance Coin (3.19%), followed by Algorand (-2.96%), ICON (-1.98%), Cosmos (1.77%) and Monero (1.58%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-15 20:45:43)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 27.72% (our signals delivered 28.82%). Second and third highest came from Bitcoin Cash and Litecoin which delivered 13.03% (vs -5.29% in our models) and 8.97% (vs 0.91% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -14.69% (our signals delivered -4.44%). Second and third worst came from Crypto.com Coin and Algorand which delivered -10.07% (vs 9.44% in our models) and -3.51% (vs -28.85% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-15 20:45:41)
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 Stellar came in at 27.0% (a month ago it was 53.3% so it has been falling). Meanwhile, VaR for Cardano came in at 63.6% (previously 66.9% meaning it has been falling). Finally, for Crypto.com Coin we see VaR at 23.3% (which was 37.8% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-15 04:02:32)
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 Global High Yield - Nikkei 225 (0.15 today vs. 0.45 a month ago), Crude oil - S&P500 (0.34 today vs. 0.58 a month ago), EM Equity - VeChain (0.10 today vs. 0.31 a month ago) and EM Equity - Nikkei 225 (0.23 today vs. 0.43 a month ago). Meanwhile, increasing correlations were seen between ChainLink - S&P500 (0.11 today vs. -0.14 a month ago), Global High Yield - Australian dollar (0.45 today vs. 0.24 a month ago), Euro - Stellar (0.14 today vs. -0.08 a month ago) and Ripple - Crude oil (0.11 today vs. -0.10). -Albert Ingles