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NEW DATA INSIGHT (@ 2020-10-15 04:02:30)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.85%. In our premium tier we have presented 130 signals that resulted in a loss (on average -6.05%). Meanwhile we have presented 154 signals that resulted in a gain (on average +30.49%). On average the (closed) signals were outstanding for a period of 21.3 days. Of the current live signals, we have 14 long calls, 9 neutral calls and 11 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-15 00:00:00)
Latest daily return for the model portfolio: 0.21%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-15 00:00:00)
Latest daily return for the crypto model portfolio: -0.24%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-15 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 (@ 2020-10-14 23:39:20)
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 Canada (43.0), Day trading (37.7), Bonds (32.3) and Travel (30.1). Meanwhile the lowest (negative) sentiment was seen for Lockdown (-14.8), War (-12.7), Geopolitics (-12.6) and Black lives matter (-11.7). 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 (@ 2020-10-14 23:39:18)
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 Traditional (71.0), Model Portfolio Crypto (71.0), Algorand (39.4) and Japan government bond (31.2). Meanwhile the most negative sentiment could be seen for US dollar index (-31.0), Crude oil (-12.2), Japanese yen (-12.0) and Australian dollar (-1.1). 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 (@ 2020-10-14 21:24:51)
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 0.25 which means correlations are falling). Maximum correlation between any pair was 0.76 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.28 (3 weeks ago it was -0.31). A few randomly picked correlation pairs are: Crude oil - Crypto.com Coin: 0.09. Stellar - EM LC Bonds: 0.04. Australian dollar - EM LC Bonds: 0.54. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-14 20:50:27)

Crude oil  +2.05%
Gold  +0.54%
Japanese yen  +0.29%
EM LC Bonds  +0.14%
Inv Grade Credit  +0.12%
Nikkei 225  +0.11%
US Treasury Bonds  +0.03%
Australian dollar  +0.01%
Euro  -0.01%
EM Equity  -0.08%
Global High Yield  -0.13%
Euro Stoxx 50  -0.18%
S&P500  -0.65%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-14 20:50:26)

Bitcoin Cash  +0.61%
Bitcoin  -0.78%
Binance Coin  -1.00%
TRON  -1.06%
Litecoin  -1.35%
Ethereum  -1.85%
EOS  -1.89%
Bitcoin SV  -2.06%
Monero  -2.49%
DASH  -3.32%
Ripple  -3.56%
ChainLink  -3.57%
VeChain  -3.96%
Stellar  -3.97%
Cardano  -4.25%
Qtum  -4.68%
ICON  -6.03%
Tezos  -6.20%
Crypto.com Coin  -6.43%
Algorand  -6.88%
Cosmos  -7.69%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-14 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 Euro Stoxx 50 (-69), Nikkei 225 (-60), Crude oil (-37) and S&P500 dividend unadjusted (-31). Meanwhile the largest increases in search popularity were seen for Litecoin (52), ChainLink (48), Monero (30) and Bitcoin Cash (27). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-14 20:45:43)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (-7.69%), followed by Algorand (-6.88%), Crypto.com Coin (-6.43%), Tezos (-6.20%) and ICON (-6.03%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-14 20:45:42)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 30.99% (our signals delivered 32.12%). Second and third highest came from Bitcoin Cash and ChainLink which delivered 12.34% (vs -4.71% in our models) and 11.65% (vs 7.46% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -11.17% (our signals delivered -8.08%). Second and third worst came from Crypto.com Coin and US Treasury Bonds which delivered -3.89% (vs 2.82% in our models) and -0.77% (vs -0.77% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-14 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 Qtum came in at 34.7% (a month ago it was 100.0% so it has been falling). Meanwhile, VaR for VeChain came in at 61.4% (previously 92.9% meaning it has been falling). Finally, for Tezos we see VaR at 37.4% (which was 72.1% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-14 04:02:36)
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 (0.16 today vs. 0.45 a month ago), Crude oil - S&P500 (0.36 today vs. 0.59 a month ago), VeChain - EM Equity (0.10 today vs. 0.33 a month ago) and Nikkei 225 - EM Equity (0.24 today vs. 0.43 a month ago). Meanwhile, increasing correlations were seen between ChainLink - S&P500 (0.10 today vs. -0.12 a month ago), Crude oil - Ripple (0.10 today vs. -0.11 a month ago), Crypto.com Coin - Global High Yield (0.24 today vs. 0.05 a month ago) and Global High Yield - Australian dollar (0.44 today vs. 0.24). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-14 04:02:34)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.33%. In our premium tier we have presented 128 signals that resulted in a loss (on average -6.06%). Meanwhile we have presented 152 signals that resulted in a gain (on average +30.81%). On average the (closed) signals were outstanding for a period of 21.3 days. Of the current live signals, we have 15 long calls, 9 neutral calls and 10 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-14 00:00:00)
Latest daily return for the model portfolio: 0.61%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-14 00:00:00)
Latest daily return for the crypto model portfolio: -0.03%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-14 00:00:00)
Latest daily return for the traditional model portfolio: 0.09%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-13 23:40:03)
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 Asia (37.7), Binance (23.2), United Kingdom (22.4) and Industry (18.4). Meanwhile the lowest (negative) sentiment was seen for War (-25.2), BOJ (-19.7), Fed (-18.9) and ECB (-18.5). 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 (@ 2020-10-13 23:40:02)
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 Global High Yield (90.8), Australian dollar (39.1), Binance Coin (31.9) and Litecoin (30.8). Meanwhile the most negative sentiment could be seen for Crude oil (-32.6), US dollar index (-15.2), Monero (-0.5) and Nikkei 225 (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 (@ 2020-10-13 21:30:01)
Correlation calculations have completed based on the latest market data. Average cross asset correlation over the last 3 months came in at 0.23 (3 weeks ago it was 0.24 which means correlations are falling). Maximum correlation between any pair was 0.77 (3 weeks ago it was 0.74), and minimum correlation between any pair was -0.28 (3 weeks ago it was -0.32). A few randomly picked correlation pairs are: Bitcoin Cash - EM Equity: 0.15. Gold - Model Portfolio Crypto: 0.09. EM LC Bonds - Euro Stoxx 50: 0.21. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-13 20:50:27)

Bitcoin Cash  +7.49%
Tezos  +2.54%
Cosmos  +2.52%
Bitcoin SV  +1.70%
VeChain  +1.42%
Monero  +1.25%
Ripple  +1.22%
ICON  +1.04%
DASH  +0.94%
Cardano  +0.83%
EOS  +0.76%
Binance Coin  +0.52%
Algorand  +0.35%
Bitcoin  +0.03%
Litecoin  -0.04%
Ethereum  -0.20%
TRON  -0.31%
Qtum  -0.42%
Stellar  -0.44%
ChainLink  -1.58%
Crypto.com Coin  -3.80%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-13 20:50:27)

Crude oil  +1.75%
US Treasury Bonds  +0.84%
Nikkei 225  +0.18%
Inv Grade Credit  +0.14%
Global High Yield  +0.02%
EM Equity  -0.07%
Japanese yen  -0.14%
EM LC Bonds  -0.45%
Euro  -0.57%
Euro Stoxx 50  -0.57%
S&P500  -0.63%
Australian dollar  -0.67%
Gold  -1.63%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-13 20:45:44)
The largest latest daily returns (in absolute or negative sense) were on Bitcoin Cash (7.49%), followed by Crypto.com Coin (-3.80%), Tezos (2.54%), Cosmos (2.52%) and Bitcoin SV (1.70%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-13 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 US Treasury Bonds (-46), Binance Coin (-43), Bitcoin SV (-17) and Stellar (-4). Meanwhile the largest increases in search popularity were seen for EM LC Bonds (59), Algorand (34), ChainLink (33) and Bitcoin (33). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-13 20:45:42)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 29.37% (our signals delivered 30.48%). Second and third highest came from ChainLink and Litecoin which delivered 13.45% (vs 9.19% in our models) and 10.51% (vs 0.91% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -12.42% (our signals delivered -6.76%). Second and third worst came from Bitcoin SV and US Treasury Bonds which delivered -1.66% (vs 0.54% in our models) and -1.60% (vs -1.60% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-13 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 Ripple came in at 27.0% (a month ago it was 47.9% so it has been falling). Meanwhile, VaR for VeChain came in at 61.6% (previously 95.0% meaning it has been falling). Finally, for Ethereum we see VaR at 30.9% (which was 64.3% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-13 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 Global High Yield - Nikkei 225 (0.19 today vs. 0.45 a month ago), VeChain - EM Equity (0.10 today vs. 0.33 a month ago), Crude oil - S&P500 (0.38 today vs. 0.59 a month ago) and EM Equity - Nikkei 225 (0.24 today vs. 0.43 a month ago). Meanwhile, increasing correlations were seen between Crude oil - Ripple (0.10 today vs. -0.11 a month ago), Global High Yield - Ripple (0.18 today vs. -0.02 a month ago), Crypto.com Coin - Global High Yield (0.24 today vs. 0.05 a month ago) and Global High Yield - Australian dollar (0.44 today vs. 0.24). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-13 04:02:27)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 53.38%. In our premium tier we have presented 130 signals that resulted in a loss (on average -5.98%). Meanwhile we have presented 150 signals that resulted in a gain (on average +31.20%). On average the (closed) signals were outstanding for a period of 21.6 days. Of the current live signals, we have 14 long calls, 11 neutral calls and 9 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-13 00:00:00)
Latest daily return for the model portfolio: 0.01%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-13 00:00:00)
Latest daily return for the crypto model portfolio: 0.84%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-10-13 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).