LongShortSignal Feed

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

NEW DATA INSIGHT (@ 2020-10-12 23:39:46)
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 Binance (48.8), Travel (24.8), Canada (22.1) and Prices (19.6). Meanwhile the lowest (negative) sentiment was seen for Merkel (-22.3), War (-20.8), South China Sea (-16.2) and Macron (-13.0). 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 (@ 2020-10-12 23:39:44)
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 (66.1), Model Portfolio Crypto (44.0), Germany government bond (38.2) and Litecoin (27.8). Meanwhile the most negative sentiment could be seen for Crude oil (-35.1), Nikkei 225 (-29.6), S&P500 (-3.6) and Bitcoin SV (-2.6). 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 (@ 2020-10-12 21:26:17)
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 0.75 (3 weeks ago it was 0.74), and minimum correlation between any pair was -0.24 (3 weeks ago it was -0.32). A few randomly picked correlation pairs are: Inv Grade Credit - Stellar: 0.29. Bitcoin - Algorand: 0.35. Inv Grade Credit - Euro Stoxx 50: 0.06. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-12 20:50:32)

S&P500  +1.64%
EM Equity  +1.31%
Euro Stoxx 50  +0.76%
Japanese yen  +0.27%
Inv Grade Credit  +0.05%
Global High Yield  +0.03%
US Treasury Bonds  +0.00%
Euro  -0.12%
EM LC Bonds  -0.25%
Nikkei 225  -0.26%
Gold  -0.40%
Australian dollar  -0.43%
Crude oil  -2.64%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-12 20:50:31)

Binance Coin  +6.71%
ChainLink  +6.15%
Tezos  +4.42%
Cardano  +4.21%
Algorand  +3.75%
Ethereum  +3.25%
ICON  +3.13%
Monero  +2.73%
TRON  +1.90%
Bitcoin  +0.90%
Qtum  +0.43%
Litecoin  +0.20%
VeChain  -0.15%
Crypto.com Coin  -0.15%
Ripple  -0.19%
Stellar  -0.22%
Bitcoin Cash  -0.25%
EOS  -0.75%
DASH  -0.78%
Bitcoin SV  -1.58%
Cosmos  -1.65%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-12 20:45:50)
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 (-42), Monero (-40), Japanese yen (-23) and Algorand (-5). Meanwhile the largest increases in search popularity were seen for US Treasury Bonds (69), Euro Stoxx 50 (64), Nikkei 225 (60) and Crude oil (55). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-12 20:45:49)
The largest latest daily returns (in absolute or negative sense) were on Binance Coin (6.71%), followed by ChainLink (6.15%), Tezos (4.42%), Cardano (4.21%) and Algorand (3.75%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-12 20:45:47)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 25.93% (our signals delivered 27.01%). Second and third highest came from Litecoin and ChainLink which delivered 10.29% (vs 0.91% in our models) and 6.87% (vs 2.86% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -12.28% (our signals delivered -6.90%). Second and third worst came from US Treasury Bonds and Algorand which delivered -1.60% (vs -1.60% in our models) and -0.47% (vs -30.84% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-12 20:45:45)
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 Crypto.com Coin came in at 20.4% (a month ago it was 35.2% so it has been falling). Meanwhile, VaR for Algorand came in at 68.9% (previously 107.1% meaning it has been falling). Finally, for Bitcoin Cash we see VaR at 27.7% (which was 54.0% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-12 04:02:37)
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. 0.46 a month ago), VeChain - EM Equity (0.10 today vs. 0.34 a month ago), Nikkei 225 - EM Equity (0.25 today vs. 0.43 a month ago) and US Treasury Bonds - Ripple (0.18 today vs. 0.35 a month ago). Meanwhile, increasing correlations were seen between Monero - Crude oil (0.14 today vs. -0.17 a month ago), Euro - Cardano (0.12 today vs. -0.09 a month ago), Global High Yield - Australian dollar (0.44 today vs. 0.24 a month ago) and Ripple - Global High Yield (0.18 today vs. -0.02). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-12 04:02:35)
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 127 signals that resulted in a loss (on average -6.06%). Meanwhile we have presented 150 signals that resulted in a gain (on average +31.07%). On average the (closed) signals were outstanding for a period of 21.5 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 (@ 2020-10-12 00:00:00)
Latest daily return for the model portfolio: 0.35%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-12 00:00:00)
Latest daily return for the crypto model portfolio: 1.13%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-11 23:39:23)
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 (20.2), Work from home (20.1), Travel (19.6) and peace (19.4). Meanwhile the lowest (negative) sentiment was seen for Merkel (-26.9), War (-20.5), South China Sea (-13.2) and Black lives matter (-13.1). 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 (@ 2020-10-11 23:39:22)
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 (38.1), Litecoin (34.8), Bitcoin Cash (27.9) and Tezos (23.5). Meanwhile the most negative sentiment could be seen for Crude oil (-26.1), Japanese yen (-10.6), US dollar index (-7.8) and EM LC Bonds (-4.5). 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 (@ 2020-10-11 21:24:17)
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 0.22 which means correlations are rising). Maximum correlation between any pair was 0.75 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.25 (3 weeks ago it was -0.31). A few randomly picked correlation pairs are: Australian dollar - Binance Coin: 0.11. Algorand - EM Equity: 0.11. Euro Stoxx 50 - EM Equity: 0.41. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2020-10-11 20:50:24)

Cosmos  +9.78%
Monero  +8.72%
DASH  +5.98%
Algorand  +4.44%
ChainLink  +3.77%
Binance Coin  +2.99%
Tezos  +2.73%
Litecoin  +2.70%
Qtum  +2.62%
TRON  +1.18%
Ethereum  +0.92%
ICON  +0.88%
Bitcoin Cash  +0.82%
Bitcoin  +0.67%
Bitcoin SV  +0.52%
Ripple  +0.48%
Cardano  +0.42%
VeChain  +0.39%
EOS  +0.38%
Crypto.com Coin  -0.13%
Stellar  -0.23%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2020-10-11 20:50:24)

Gold  +1.93%
Australian dollar  +1.05%
EM LC Bonds  +0.96%
S&P500  +0.88%
Euro  +0.56%
Euro Stoxx 50  +0.53%
EM Equity  +0.45%
Japanese yen  +0.39%
Global High Yield  +0.35%
Inv Grade Credit  +0.26%
US Treasury Bonds  +0.21%
Nikkei 225  -0.12%
Crude oil  -1.13%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-11 20:45:42)
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 Monero (-63), US dollar index (-19), Japanese yen (-10) and Binance Coin (-8). Meanwhile the largest increases in search popularity were seen for Global High Yield (60), ChainLink (41), EM LC Bonds (33) and Litecoin (31). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-11 20:45:41)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (9.78%), followed by Monero (8.72%), DASH (5.98%), Algorand (4.44%) and ChainLink (3.77%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-11 20:45:39)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 15.83% (our signals delivered 16.83%). Second and third highest came from Litecoin and Stellar which delivered 7.39% (vs 0.91% in our models) and 5.24% (vs 2.64% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -12.63% (our signals delivered -6.53%). Second and third worst came from Algorand and Binance Coin which delivered -4.71% (vs -27.62% in our models) and -1.61% (vs -1.61% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-11 20:45:38)
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 45.5% (a month ago it was 76.9% so it has been falling). Meanwhile, VaR for Cosmos came in at 75.4% (previously 126.6% meaning it has been falling). Finally, for Monero we see VaR at 49.2% (which was 68.0% meaning it has been falling). -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2020-10-11 00:00:00)
Latest daily return for the model portfolio: 1.24%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2020-10-11 00:00:00)
Latest daily return for the crypto model portfolio: 0.18%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2020-10-10 23:38:48)
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 (29.0), Asia (25.5), Bonds (19.8) and Gold (15.6). Meanwhile the lowest (negative) sentiment was seen for War (-19.8), Black lives matter (-13.2), Coronavirus (-10.4) and Hong Kong (-9.8). 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 (@ 2020-10-10 23:38:47)
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 EOS (60.8), Australian dollar (35.4), Binance Coin (35.1) and Tezos (34.9). Meanwhile the most negative sentiment could be seen for Crude oil (-16.5), S&P500 dividend unadjusted (-5.7), Bitcoin SV (0.0) and Algorand (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 (@ 2020-10-10 21:24:21)
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 0.22 which means correlations are rising). Maximum correlation between any pair was 0.75 (3 weeks ago it was 0.73), and minimum correlation between any pair was -0.25 (3 weeks ago it was -0.31). A few randomly picked correlation pairs are: EM Equity - Euro Stoxx 50: 0.41. Tezos - Nikkei 225: 0.28. S&P500 - Gold: 0.33. -Albert Ingles

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

Gold  +1.93%
Australian dollar  +1.05%
EM LC Bonds  +0.96%
S&P500  +0.88%
Euro  +0.56%
Euro Stoxx 50  +0.53%
EM Equity  +0.45%
Japanese yen  +0.39%
Global High Yield  +0.35%
Inv Grade Credit  +0.26%
US Treasury Bonds  +0.21%
Nikkei 225  -0.12%
Crude oil  -1.13%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

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

Cosmos  +5.95%
Stellar  +2.55%
Bitcoin  +2.00%
Litecoin  +1.88%
Cardano  +1.51%
Crypto.com Coin  +1.15%
Ethereum  +0.87%
Bitcoin SV  +0.48%
DASH  +0.40%
Ripple  +0.10%
Tezos  +0.00%
Bitcoin Cash  -0.32%
Monero  -0.35%
EOS  -0.38%
TRON  -0.85%
ICON  -1.25%
Binance Coin  -1.85%
Qtum  -2.14%
VeChain  -2.35%
ChainLink  -2.54%
Algorand  -3.02%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-10 20:45:41)
The largest latest daily returns (in absolute or negative sense) were on Cosmos (5.95%), followed by Algorand (-3.02%), Stellar (2.55%), ChainLink (-2.54%) and VeChain (-2.35%). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-10 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 US dollar index (-48), Bitcoin SV (-30), Monero (-21) and Crude oil (-21). Meanwhile the largest increases in search popularity were seen for VIX volatility index (53), EM LC Bonds (53), US Treasury Bonds (46) and Algorand (39). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-10 20:45:39)
The latest performance calculations have been updated. Month-to-date performance on Monero was the highest at 16.24% (our signals delivered 17.24%). Second and third highest came from Crude oil and ChainLink which delivered 5.84% (vs 5.84% in our models) and 5.68% (vs 1.71% in our models) respectively. On the negative side, the lowest returns came from VeChain with a return of -10.52% (our signals delivered -8.68%). Second and third worst came from US Treasury Bonds and Algorand which delivered -1.81% (vs -1.81% in our models) and -1.73% (vs -29.74% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-10 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 ICON came in at 54.3% (a month ago it was 103.2% so it has been falling). Meanwhile, VaR for Tezos came in at 45.5% (previously 77.2% meaning it has been falling). Finally, for Bitcoin SV we see VaR at 34.7% (which was 63.6% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-10 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 Global High Yield - Nikkei 225 (0.20 today vs. 0.52 a month ago), S&P500 - Global High Yield (0.27 today vs. 0.54 a month ago), S&P500 - Euro Stoxx 50 (0.35 today vs. 0.57 a month ago) and Nikkei 225 - EM Equity (0.26 today vs. 0.47 a month ago). Meanwhile, increasing correlations were seen between Monero - Crude oil (0.14 today vs. -0.18 a month ago), US Treasury Bonds - Global High Yield (-0.06 today vs. -0.28 a month ago), Global High Yield - Monero (0.25 today vs. 0.04 a month ago) and VeChain - Global High Yield (0.33 today vs. 0.13). -Albert Ingles

NEW DATA INSIGHT (@ 2020-10-10 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 53.96%. In our premium tier we have presented 125 signals that resulted in a loss (on average -5.99%). Meanwhile we have presented 150 signals that resulted in a gain (on average +30.92%). On average the (closed) signals were outstanding for a period of 21.8 days. Of the current live signals, we have 12 long calls, 7 neutral calls and 15 short calls. -Albert Ingles

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