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NEW DATA INSIGHT (@ 2021-11-13 23:40:45)
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 peace (42.3), Investing (35.4), Proof of stake (29.1) and Monetary policy (28.5). Meanwhile the lowest (negative) sentiment was seen for Putin (-28.7), War (-24.9), Merkel (-18.6) and Deficit (-12.4). 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 (@ 2021-11-13 23:40:43)
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 ChainLink (50.4), Crypto.com Coin (43.3), Bitcoin (28.2) and Litecoin (23.2). Meanwhile the most negative sentiment could be seen for Japan government bond (-49.4), EM LC Bonds (-17.4), Australian dollar (-8.0) and Global High Yield (-1.5). 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 (@ 2021-11-13 21:39:23)
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 0.26 which means correlations are falling). Maximum correlation between any pair was 0.63 (3 weeks ago it was 0.68), and minimum correlation between any pair was -0.30 (3 weeks ago it was -0.34). A few randomly picked correlation pairs are: Ethereum - Bitcoin: 0.82. Model Portfolio Crypto - S&P500: 0.12. Crude oil - Ripple: -0.14. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-11-13 20:50:21)

Crypto.com Coin  +9.19%
Compound  +9.00%
Tezos  +5.77%
Monero  +5.17%
TRON  +4.99%
ICON  +4.91%
Binance Coin  +4.20%
EOS  +3.89%
DASH  +3.76%
Solana  +3.68%
Polkadot  +3.56%
Qtum  +3.00%
Litecoin  +3.00%
YFI  +2.47%
Cosmos  +2.14%
AAVE  +1.82%
SUSHI  +1.81%
Bitcoin SV  +1.77%
VeChain  +1.28%
Bitcoin  +0.89%
Uniswap  +0.85%
Filecoin  +0.84%
FARM  +0.71%
Cardano  +0.49%
Bitcoin Cash  +0.40%
Stellar  +0.28%
Ripple  +0.00%
ChainLink  -0.29%
Ethereum  -0.57%
Algorand  -1.40%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-11-13 20:50:21)

Nikkei 225  +1.13%
S&P500  +0.73%
Australian dollar  +0.52%
EM Equity  +0.32%
Euro Stoxx 50  +0.28%
Gold  +0.15%
Japanese yen  +0.14%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
Euro  -0.06%
US Treasury Bonds  -0.22%
EM LC Bonds  -0.47%
Crude oil  -0.84%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-13 20:45:30)
As of today, the largest declines in Google search popularity compared to a month ago were seen for VeChain (-32), Japanese yen (-28), Euro (-14) and Bitcoin (-13). Meanwhile the largest increases in search popularity were seen for US dollar index (35), Tezos (34), S&P500 dividend unadjusted (34) and Bitcoin SV (26). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-13 20:45:29)
The largest latest daily returns (in absolute or negative sense) were on Crypto.com Coin (9.19%), followed by Compound (9.00%), Tezos (5.77%), Monero (5.17%) and TRON (4.99%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-13 20:45:27)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 163.11% (our signals delivered 35.46%). Second and third highest came from Stellar and Cardano which delivered 162.56% (vs 144.03% in our models) and 82.79% (vs 43.37% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -20.80% (our signals delivered -1.48%). Second and third worst came from Cosmos and Tezos which delivered -14.00% (vs -0.53% in our models) and -9.49% (vs 5.64% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-13 20:45:25)
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 46.6% (a month ago it was 48.6% so it has been falling). Meanwhile, VaR for Bitcoin SV came in at 47.3% (previously 63.7% meaning it has been falling). Finally, for Bitcoin we see VaR at 28.0% (which was 36.3% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-13 04:00:47)
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 Crypto.com Coin - Litecoin (0.50 today vs. 0.81 a month ago), Monero - Crypto.com Coin (0.49 today vs. 0.80 a month ago), Gold - Inv Grade Credit (0.34 today vs. 0.59 a month ago) and Crypto.com Coin - Bitcoin Cash (0.57 today vs. 0.83 a month ago). Meanwhile, increasing correlations were seen between FARM - Compound (0.46 today vs. 0.05 a month ago), FARM - Ethereum (0.45 today vs. 0.08 a month ago), US Treasury Bonds - Crude oil (-0.05 today vs. -0.42 a month ago) and FARM - SUSHI (0.46 today vs. 0.10). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-13 04:00:43)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.67%. In our premium tier we have presented 1287 signals that resulted in a loss (on average -7.02%). Meanwhile we have presented 1141 signals that resulted in a gain (on average +16.84%). On average the (closed) signals were outstanding for a period of 9.8 days. Of the current live signals, we have 26 long calls, 12 neutral calls and 5 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-11-13 00:00:00)
Latest daily return for the model portfolio: 0.23%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-11-13 00:00:00)
Latest daily return for the crypto model portfolio: -0.73%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-11-13 00:00:00)
Latest daily return for the traditional model portfolio: 0.17%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DATA INSIGHT (@ 2021-11-12 23:40:48)
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 peace (43.6), volatility (28.2), Tesla (27.4) and Proof of work (27.0). Meanwhile the lowest (negative) sentiment was seen for Trump (-18.2), Putin (-15.1), War (-11.0) and Deficit (-10.8). 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 (@ 2021-11-12 23:40:46)
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 ChainLink (48.8), Bitcoin Cash (38.5), Crypto.com Coin (34.3) and Bitcoin (33.5). Meanwhile the most negative sentiment could be seen for Crude oil (-29.0), EM LC Bonds (-14.3), Japanese yen (-11.3) and Model Portfolio Crypto (-7.7). 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 (@ 2021-11-12 21:39:41)
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 0.26 which means correlations are falling). Maximum correlation between any pair was 0.63 (3 weeks ago it was 0.68), and minimum correlation between any pair was -0.32 (3 weeks ago it was -0.34). A few randomly picked correlation pairs are: Ripple - Uniswap: 0.67. Stellar - Ethereum: 0.74. Compound - Cosmos: 0.51. -Albert Ingles

NEW CRYPTO MARKET SNAPSHOT (@ 2021-11-12 20:50:20)

ICON  +7.18%
Crypto.com Coin  +5.71%
Algorand  +4.90%
Filecoin  +0.24%
Qtum  -0.18%
Binance Coin  -0.50%
Ethereum  -0.58%
Bitcoin  -0.79%
TRON  -0.86%
AAVE  -0.91%
SUSHI  -1.25%
Bitcoin Cash  -1.27%
Cardano  -1.44%
FARM  -1.52%
Monero  -1.60%
Compound  -1.62%
Solana  -1.65%
ChainLink  -1.77%
Cosmos  -1.86%
EOS  -2.00%
Ripple  -2.44%
VeChain  -2.58%
Tezos  -2.72%
Bitcoin SV  -2.72%
Polkadot  -2.75%
Uniswap  -2.82%
Stellar  -3.00%
YFI  -4.21%
DASH  -4.31%
Litecoin  -4.51%
Crypto market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW MARKET SNAPSHOT (@ 2021-11-12 20:50:20)

Nikkei 225  +1.13%
S&P500  +0.73%
Australian dollar  +0.52%
EM Equity  +0.32%
Euro Stoxx 50  +0.28%
Gold  +0.15%
Japanese yen  +0.14%
Inv Grade Credit  +0.00%
Global High Yield  +0.00%
Euro  -0.06%
US Treasury Bonds  -0.22%
EM LC Bonds  -0.47%
Crude oil  -0.84%
Market 1 day returns over the preceding 24 hours. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-12 20:45:33)
The largest latest daily returns (in absolute or negative sense) were on ICON (7.18%), followed by Crypto.com Coin (5.71%), Algorand (4.90%), Litecoin (-4.51%) and DASH (-4.31%). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-12 20:45:33)
As of today, the largest declines in Google search popularity compared to a month ago were seen for US Treasury Bonds (-38), Binance Coin (-38), Nikkei 225 (-34) and ChainLink (-32). Meanwhile the largest increases in search popularity were seen for Crypto.com Coin (61), Tezos (60), Cardano (48) and S&P500 dividend unadjusted (36). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-12 20:45:31)
The latest performance calculations have been updated. Month-to-date performance on Ripple was the highest at 163.11% (our signals delivered 35.46%). Second and third highest came from Stellar and Cardano which delivered 162.56% (vs 144.03% in our models) and 82.79% (vs 43.37% in our models) respectively. On the negative side, the lowest returns came from Crypto.com Coin with a return of -20.80% (our signals delivered -1.48%). Second and third worst came from Cosmos and Tezos which delivered -12.37% (vs -0.53% in our models) and -6.96% (vs 5.64% in our models) respectively. -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-12 20:45:29)
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 Litecoin came in at 56.4% (a month ago it was 51.2% so it has been rising). Meanwhile, VaR for SUSHI came in at 66.3% (previously 84.0% meaning it has been falling). Finally, for Ethereum we see VaR at 35.1% (which was 56.4% meaning it has been falling). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-12 04:00:35)
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 Monero - Crypto.com Coin (0.49 today vs. 0.80 a month ago), Crypto.com Coin - Litecoin (0.51 today vs. 0.81 a month ago), Bitcoin Cash - Crypto.com Coin (0.57 today vs. 0.83 a month ago) and Global High Yield - Nikkei 225 (-0.06 today vs. 0.20 a month ago). Meanwhile, increasing correlations were seen between US Treasury Bonds - Crude oil (-0.05 today vs. -0.43 a month ago), FARM - SUSHI (0.43 today vs. 0.10 a month ago), FARM - Stellar (0.43 today vs. 0.12 a month ago) and Ripple - FARM (0.46 today vs. 0.14). -Albert Ingles

NEW DATA INSIGHT (@ 2021-11-12 04:00:30)
Here are a few daily LSS data insights for you all... As it stands today, our overall since inception win rate amounts to 46.80%. In our premium tier we have presented 1281 signals that resulted in a loss (on average -7.03%). Meanwhile we have presented 1140 signals that resulted in a gain (on average +16.87%). On average the (closed) signals were outstanding for a period of 9.8 days. Of the current live signals, we have 24 long calls, 17 neutral calls and 2 short calls. -Albert Ingles

NEW DAILY MODEL PORTFOLIO RETURN (@ 2021-11-12 00:00:00)
Latest daily return for the model portfolio: -0.42%. (Sign up or upgrade to Premium to see attribution and model portfolio composition).

NEW DAILY CRYPTO MODEL PORTFOLIO RETURN (@ 2021-11-12 00:00:00)
Latest daily return for the crypto model portfolio: 0.60%. (Sign up or upgrade to Crypto or Premium to see attribution and model portfolio composition).

NEW DAILY TRADITIONAL MODEL PORTFOLIO RETURN (@ 2021-11-12 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).