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NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-04 00:00:00)
Latest daily return for the model portfolio: -0.75%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-04 00:00:00)
Latest daily return for the crypto model portfolio: 4.24%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2020-08-04 00:00:00)
Latest daily return for the traditional model portfolio: 0.03%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-03 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 (48.1), peace (13.9), Putin (13.4) and Brazil (12.5). Meanwhile the lowest (negative) sentiment was seen for War (-20.7), Trump (-9.5), Lockdown (-4.3) and Geopolitics (-2.5). 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 (@ 2020-08-03 23:37:40)
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 Australian dollar (32.2), Tezos (28.9), Binance Coin (24.3) and Bitcoin Cash (23.0). Meanwhile the most negative sentiment could be seen for Crude oil (-39.7), Japanese yen (-10.2), US dollar index (-5.6) 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 (@ 2020-08-03 21:22:52)
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 0.68 (3 weeks ago it was 0.70), and minimum correlation between any pair was -0.57 (3 weeks ago it was -0.59). A few randomly picked correlation pairs are: S&P500 - Crypto.com Coin: 0.04. Tezos - ChainLink: 0.74. Tezos - Stellar: 0.64. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-03 20:50:35)

Euro Stoxx 50  +2.33%
Nikkei 225  +2.24%
Crude oil  +1.96%
S&P500  +0.72%
Gold  +0.06%
Global High Yield  +0.04%
EM Equity  -0.10%
Japanese yen  -0.12%
Euro  -0.14%
Australian dollar  -0.26%
Inv Grade Credit  -0.31%
US Treasury Bonds  -0.47%
EM LC Bonds  -0.64%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-03 20:50:34)

ChainLink  +13.24%
Tezos  +8.33%
Ripple  +6.69%
Bitcoin SV  +6.64%
Binance Coin  +5.78%
Ethereum  +5.57%
TRON  +4.77%
Bitcoin Cash  +4.51%
Monero  +4.21%
EOS  +3.69%
Litecoin  +3.40%
Cardano  +3.01%
VeChain  +2.55%
Stellar  +2.20%
Bitcoin  +1.98%
Crypto.com Coin  -0.72%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-03 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 VeChain (-35), Crypto.com Coin (-13), TRON (-5) and Japanese yen (3). Meanwhile the largest increases in search popularity were seen for Nikkei 225 (90), US dollar index (85), US Treasury Bonds (79) and Euro Stoxx 50 (78). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-03 20:45:43)
The largest latest daily returns (in absolute or negative sense) were on ChainLink (13.24%), followed by Tezos (8.33%), Ripple (6.69%), Bitcoin SV (6.64%) and Binance Coin (5.78%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-03 20:45:41)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 21.26% (our signals delivered 21.26%). Second and third highest came from Ethereum and ChainLink which delivered 13.45% (vs 13.45% in our models) and 9.59% (vs 9.59% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -6.32% (our signals delivered 6.43%). Second and third worst came from Cardano and EOS which delivered -4.18% (vs -4.18% in our models) and -2.30% (vs -2.30% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-03 20:45:39)
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 ChainLink came in at 54.9% (a month ago it was 42.7% so it has been rising). Meanwhile, VaR for Stellar came in at 52.7% (previously 35.3% meaning it has been rising). Finally, for Binance Coin we see VaR at 28.4% (which was 24.8% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-03 04:02:42)
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 - Ripple (0.04 today vs. 0.40 a month ago) and S&P500 - Bitcoin Cash (0.18 today vs. 0.51 a month ago). Meanwhile, increasing correlations were seen between Litecoin - Bitcoin Cash (0.36 today vs. -0.12 a month ago), EOS - Bitcoin Cash (0.32 today vs. -0.14 a month ago), Ripple - Litecoin (0.31 today vs. -0.13 a month ago) and Ripple - EOS (0.29 today vs. -0.15). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-03 04:02:41)
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 43 signals that resulted in a loss (on average -5.66%). Meanwhile we have presented 105 signals that resulted in a gain (on average +36.44%). On average the (closed) signals were outstanding for a period of 28.7 days. Of the current live signals, we have 22 long calls, 2 neutral calls and 5 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-03 00:00:00)
Latest daily return for the model portfolio: 0.79%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-03 00:00:00)
Latest daily return for the crypto model portfolio: -3.92%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-02 23:37:36)
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 (50.6), Silver (11.6), Putin (11.4) and Taiwan (8.6). Meanwhile the lowest (negative) sentiment was seen for War (-16.4), Latin America (-12.3), Hong Kong (-7.6) and Merkel (-7.6). 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 (@ 2020-08-02 23:37:35)
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 (40.8), Crypto.com Coin (27.0), Litecoin (24.2) and Algorand (23.8). Meanwhile the most negative sentiment could be seen for Crude oil (-29.0), US dollar index (-25.5), EM LC Bonds (-15.5) and EM Equity (-3.4). 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 (@ 2020-08-02 21:23:29)
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 0.69 (3 weeks ago it was 0.71), and minimum correlation between any pair was -0.57 (3 weeks ago it was -0.56). A few randomly picked correlation pairs are: Gold - LSS Model Portfolio: 0.19. Inv Grade Credit - Crude oil: 0.13. Bitcoin - Binance Coin: 0.33. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-02 20:50:31)

Gold  +0.98%
Crude oil  +0.84%
S&P500  +0.78%
US Treasury Bonds  +0.33%
Global High Yield  +0.20%
Inv Grade Credit  +0.16%
EM LC Bonds  -0.01%
EM Equity  -0.29%
Euro  -0.59%
Australian dollar  -0.72%
Japanese yen  -1.04%
Euro Stoxx 50  -1.06%
Nikkei 225  -2.82%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-02 20:50:30)

Ripple  +1.85%
ChainLink  -1.32%
Binance Coin  -2.27%
Ethereum  -2.55%
Monero  -3.44%
VeChain  -5.23%
Crypto.com Coin  -5.41%
Bitcoin  -5.60%
Litecoin  -6.33%
Tezos  -6.49%
TRON  -6.69%
Cardano  -7.07%
Stellar  -7.76%
Bitcoin Cash  -9.59%
EOS  -9.70%
Bitcoin SV  -10.71%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-02 20:45:47)
The largest latest daily returns (in absolute or negative sense) were on Bitcoin SV (-10.71%), followed by EOS (-9.70%), Bitcoin Cash (-9.59%), Stellar (-7.76%) and Cardano (-7.07%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-02 20:45:47)
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 EM Equity (-40), Monero (-20), Nikkei 225 (-18) and US Treasury Bonds (-13). Meanwhile the largest increases in search popularity were seen for Crypto.com Coin (56), S&P500 dividend unadjusted (51), S&P500 (48) and Japan government bond (38). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-02 20:45:45)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 19.06% (our signals delivered 19.06%). Second and third highest came from Stellar and Ethereum which delivered 17.43% (vs -17.06% in our models) and 16.42% (vs 16.42% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -1.15% (our signals delivered 1.14%). Second and third worst came from Cardano and Bitcoin which delivered 3.10% (vs 3.10% in our models) and 6.84% (vs 6.84% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-02 20:45:43)
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 Monero came in at 28.3% (a month ago it was 26.4% so it has been rising). Meanwhile, VaR for Crypto.com Coin came in at 29.4% (previously 37.3% meaning it has been falling). Finally, for Ripple we see VaR at 37.6% (which was 21.9% meaning it has been rising). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-02 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 S&P500 - Ethereum (0.07 today vs. 0.49 a month ago), Bitcoin - S&P500 (-0.14 today vs. 0.24 a month ago), Ripple - S&P500 (0.04 today vs. 0.40 a month ago) and S&P500 - Bitcoin Cash (0.18 today vs. 0.50 a month ago). Meanwhile, increasing correlations were seen between Ripple - EOS (0.33 today vs. -0.16 a month ago), Litecoin - Ripple (0.34 today vs. -0.13 a month ago), Litecoin - Bitcoin Cash (0.32 today vs. -0.12 a month ago) and Ripple - Binance Coin (0.25 today vs. -0.14). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-02 04:02:31)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 70.00%. In our premium tier we have presented 43 signals that resulted in a loss (on average -5.79%). Meanwhile we have presented 105 signals that resulted in a gain (on average +37.66%). On average the (closed) signals were outstanding for a period of 28.7 days. Of the current live signals, we have 23 long calls, 2 neutral calls and 4 short calls. -Albert Ingles

NEW VIEW (@ 2020-08-02 01:57:24)
Does Bitcoin do better on weekends?: Whenever Bitcoin does relatively well for a few weekends in a row, the discussion starts again about whether there is some sort of "weekend effect" present in Bitcoin returns that we should all be aware of. I should know, as I am writing this to you on a Saturday where Bitcoin is going up 5%. We did a little bit of digging of our own based on the latest data available to better understand to what extent this is or isn't true.  (est. 2 minutes reading time)

NEW QUICK VIEW (@ 2020-08-02 01:43:38)
Wanted to share a quick thought on some of our recent signals. Short calls on Tezos, VeChain and Stellar have produced outsized negative returns and the models have been persistent. This has caused our quant team to do some soul searching. Crux of the matter is that we calibrate our models on 3 regimes. If the average return in a regime is positive that gets signalled as a LONG, and negative returns get signalled as SHORT. While obviously the regimes with average return of say +7% work just fine, the positive or negative regimes that have averages closer to zero can have huge outliers and these have been causing troubles here. We will be looking to make some upgrades to improve performance. One of these is that signals won't flip to SHORT unless the models indicate the average expected return in a regime is worse than -0.75%. Expect more neutral signals for cryptocurrencies. -LSS Quant Team

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-08-02 00:00:00)
Latest daily return for the model portfolio: 0.20%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-08-02 00:00:00)
Latest daily return for the crypto model portfolio: 4.46%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-08-01 23:37:30)
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 (24.7), Retail (17.6), peace (16.9) and crypto (16.1). Meanwhile the lowest (negative) sentiment was seen for Macron (-28.8), South China Sea (-25.3), War (-20.2) and Merkel (-12.8). 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 (@ 2020-08-01 23:37:28)
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 (43.4), Australian government bond (42.2), Crypto.com Coin (32.7) and Litecoin (32.3). Meanwhile the most negative sentiment could be seen for Crude oil (-22.3), Bitcoin SV (-4.7), Japanese yen (0.0) and VIX volatility index (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 (@ 2020-08-01 21:23:06)
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 0.69 (3 weeks ago it was 0.71), and minimum correlation between any pair was -0.57 (3 weeks ago it was -0.56). A few randomly picked correlation pairs are: VeChain - Gold: 0.04. US Treasury Bonds - Japanese yen: 0.18. Model Portfolio Crypto - Ripple: 0.55. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-08-01 20:50:30)

Gold  +0.98%
Crude oil  +0.84%
S&P500  +0.78%
US Treasury Bonds  +0.33%
Global High Yield  +0.20%
Inv Grade Credit  +0.16%
EM LC Bonds  -0.01%
EM Equity  -0.29%
Euro  -0.59%
Australian dollar  -0.72%
Japanese yen  -1.04%
Euro Stoxx 50  -1.06%
Nikkei 225  -2.82%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-08-01 20:50:29)

Stellar  +16.08%
Ripple  +13.56%
Ethereum  +12.95%
Tezos  +8.83%
Bitcoin SV  +7.63%
ChainLink  +7.34%
EOS  +7.14%
Crypto.com Coin  +6.65%
Bitcoin Cash  +6.43%
Monero  +6.24%
Litecoin  +5.93%
TRON  +5.19%
Bitcoin  +4.87%
Binance Coin  +4.71%
Cardano  +4.20%
VeChain  +0.24%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-01 20:45:52)
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 EM LC Bonds (-37), S&P500 (-25), Nikkei 225 (-25) and S&P500 dividend unadjusted (-22). Meanwhile the largest increases in search popularity were seen for US Treasury Bonds (61), Monero (58), US dollar index (56) and Binance Coin (35). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-01 20:45:51)
The largest latest daily returns (in absolute or negative sense) were on Stellar (16.08%), followed by Ripple (13.56%), Ethereum (12.95%), Tezos (8.83%) and Bitcoin SV (7.63%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-01 20:45:50)
The latest performance calculations have been updated. Month-to-date performance on Bitcoin SV was the highest at 6.58% (our signals delivered 6.58%). Second and third highest came from Ripple and ChainLink which delivered 4.84% (vs 4.84% in our models) and 3.46% (vs 3.46% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -1.39% (our signals delivered 1.39%). Second and third worst came from Cardano and EOS which delivered -1.05% (vs -1.05% in our models) and 0.98% (vs 0.98% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-01 20:45:48)
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 EOS came in at 21.9% (a month ago it was 28.4% so it has been falling). Meanwhile, VaR for TRON came in at 19.8% (previously 32.0% meaning it has been falling). Finally, for Stellar we see VaR at 32.0% (which was 34.0% meaning it has been falling). -Albert Ingles

NEW CHART (@ 2020-08-01 18:02:52)

Does Bitcoin do better during weekends? Yes and no. We just found that Bitcoin doesn't exactly outperform on the weekend if strictly defined as Saturday and Sunday. But does Bitcoin outperform on the days around the weekend? You bet! If in 2020 you had invested only on Friday, Saturday and Monday, you would have outperformed Tuesday, Wednesday, Thursday and Sunday by 63.5%. Interestingly though, a strategy of simple buying and holding throughout remains the easy winner. -LSS Quant Team

NEW VIEW (@ 2020-08-01 07:05:03)
LongShortSignal lists on Tokenbox: We already shared a quick view about in our Feed but it's worth highlighting in a bit more detail here: LongShortSignal has officially completed the listing of our very own LSS Token on the promising up and coming platform of Tokenbox. In their own words, Tokenbox is a platform that provides a safe and flexible ecosystem for the trading and managing digital assets. You can look at it as a mutual fund platform for managed crypto portfolios by the likes of ourselves and a number of peers. It offers end investors an avenue to gain exposure to diversified crypto portfolios and we think that our quantitative trading strategy will soon be one of the top performers on there. (est. 2 minutes reading time)

NEW DATA INSIGHT (@ 2020-08-01 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 S&P500 - Ethereum (0.04 today vs. 0.50 a month ago), Ripple - S&P500 (0.00 today vs. 0.40 a month ago), S&P500 - Bitcoin (-0.15 today vs. 0.25 a month ago) and S&P500 - Bitcoin Cash (0.14 today vs. 0.51 a month ago). Meanwhile, increasing correlations were seen between Litecoin - Bitcoin Cash (0.27 today vs. -0.12 a month ago), Bitcoin Cash - Litecoin (0.27 today vs. -0.12 a month ago), Ripple - EOS (0.21 today vs. -0.15 a month ago) and Bitcoin Cash - Binance Coin (0.19 today vs. -0.14). -Albert Ingles

NEW DATA INSIGHT (@ 2020-08-01 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 70.67%. In our premium tier we have presented 42 signals that resulted in a loss (on average -5.35%). Meanwhile we have presented 106 signals that resulted in a gain (on average +35.63%). On average the (closed) signals were outstanding for a period of 29.0 days. Of the current live signals, we have 23 long calls, 0 neutral calls and 6 short calls. -Albert Ingles