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NEW VIEW (@ 2020-08-09 05:43:15)
Weekend thoughts on the market (August 9th 2020): I haven't done one of these in a while so figured today might be a good moment to pause and talk through the recent state of financial markets. 2020 has been a rollercoaster ride with a 35% equity sell-off and subsequent full recovery, a bond market rally that saw rates moving from 2% to 0.5% and never climbing back up, enormous dollar strength then weakness, the Fed buying sub investment grade corporate bonds. Gold is at an all-time high and crypto is moving there slowly. (est. 2 minutes reading time)

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 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 VIEW (@ 2020-07-29 05:17:34)
Premium Subscription - Walkthrough: What's up LSS readers, we hope you've had a stellar start to the week? Recently, we've received a lot of interest in our premium subscription and similarly, there have been many questions as to what the subscription includes by way of signals, services, functionality, etc.... Therefore, we have decided to put together a 'walkthrough' video which acts as a sneak preview of all the exclusive content available to premium subscribers. Should you be interested, please check out the video here. (est. 2 minutes reading time)

NEW VIEW (@ 2020-07-24 11:28:09)
Weekend thoughts on the market (July 24th 2020): I make it a habit to study both the micro structure and the macro structure of the market. What I mean by that is that I may spend a lot of time looking through correlation matrices, studying market structure and broader patterns over longer term data, but despite not really being much of a day trader I also find myself glued to Bloomberg screens daily to watch the minute and second ticks of a large number of asset classes. The reason I do that is that I believe often the micro charts provide information about market changes that are going to go on to become longer term trends. (est. 2 minutes reading time)

NEW VIEW (@ 2020-07-18 11:27:26)
Exclusive Look at our Open Signals: What's up LSS readers, hope you are all enjoying your weekend. We sure have, as a bit of normality seems to be returning to life in the crazy new COVID-19 world we are all facing. Today we want to share with you an exclusive snapshot of the latest signals we make available to our Premium subscribers. If you sign up for a premium account you can get these delivered straight to your mailbox as and when they get triggered but as a one off we would like to make our calls available to a broader public today. (est. 2 minutes reading time)

NEW VIEW (@ 2020-07-14 01:59:29)
On correlation between crypto and stocks: The easiest way to monitor how these two assets co-behave is through studying asset class correlations. The correlation between Bitcoin and the S&P500 over the last 3 months stands at 0.11. Meanwhile if we look at the same number towards the end of June 2020, it read 0.26. So correlations have been high but they have also been falling. In this Views piece we go into a bit of the recent history of the correlation between stocks, volatility and Bitcoin.   (est. 2 minutes reading time)

NEW VIEW (@ 2020-07-11 01:01:51)
Model Portfolio Performance Snapshot (July 2020): Just leaving this here.. a snapshot of our model portfolio performance thus far in 2020. Here at LongShortSignal.com we provide day to day quantitative trading signals on (as of writing) 25 assets, which on average have had a 72% win rate (with the winners gaining 23% on average and the losers losing 6%). However, the real strength of our approach shines through in our model portfolios which are up +66% (crypto and traditional), +28% (traditional only) or +237% (crypto only) on year-to-date basis. (est. 2 minutes reading time)

NEW VIEW (@ 2020-07-05 04:14:44)
Beat the Market with our Model Portfolio: Our premium and crypto subscribers get access to the full range of LSS (crypto) signals, which they can use to their own benefit in their own investment processes. In addition they get access to our flagship model portfolios for both traditional/crypto and pure crypto assets. This is the product where all of our best ideas come together and we wanted to highlight some of the recent risk/return characteristics and the benefits of following along with our trading signals here. (est. 2 minutes reading time)

NEW VIEW (@ 2020-07-02 09:29:09)
Six S&P500 stocks that outperformed during the sell-off: One of the more interesting things I've observed in the markets over recent years is that while there has undoubtedly been inter-asset class integration (meaning during periods of turmoil correlations tend to 1 between stocks, bonds, real estate, commodities etcetera), we have actually observed intra-asset class divergence in many places. Or to put it in a more quantitative way: the correlation of for instance Netflix and Amazon with the S&P500 was lower than that of emerging market stocks and real estate to the S&P500 during the worst of the 2020 sell-off. (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-28 06:15:32)
About Win Rates and Signals: I wanted to share a quick few thoughts with you about using our signals in your investment process, and what to expect in terms of win rates. Are we at LongShortSignal actually able to predict the market, if so why is no one else doing it and exactly how game-changing is our output? Those are a few of the things I will go into in this very short piece. For starters, it is my firm belief that markets are inherently unpredictable to an extent and there's no magic potion that will allow anyone to predict how assets will behave today, tomorrow or a week from now.  (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-27 10:20:12)
6 Tips for Achieving Portfolio Diversification in 2020: So far, 2020 has been nothing if not a wild ride for financial markets. The S&P500 started the year on a slow upwards grind and was up as much as 5% by February (which would have been a respectable result for the entire year if it had only stayed there). It then started dumping to the bottom from 19th February onwards, eventually going as far down as -30%. We all know what happened next as central banks stepped in to save the day, one after the other. Today, it would appear to me that markets remain fragile as risk levels remain elevated and concerns about things like global economic growth and the impact of COVID-19 but also geopolitics, trade friction, upcoming US elections etc. continue to weigh on sentiment. (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-26 07:39:31)
Moving into the Crypto Space: We are happy to announce that as of today we have expanded our premium model offering to include no fewer than 7 cryptocurrencies. Included in our signal coverage from today on are: Cardano, Ripple, Ethereum, Litecoin, Binance Coin, Bitcoin Cash and of course Bitcoin itself. And while generally, we will reserve our premium signals for premium users, on this special occasion we can let you know that all of them except for Bitcoin have incepted with a LONG signal. (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-19 17:43:07)
Deliberations About the Market: As I sit out here in Asia watching my Bloomberg screens on a late Friday night / early Saturday morning I thought to share a few quick thoughts on the markets with you all. On my screen I see predictable headlines passing by about Ray Dalio warning that we may be looking at a "zero decade" for US stocks as profit margins reverse, JPMorgan discussing the highest ever levels in cross-asset correlation and another warning to add to the pile of endless screaming about how Robinhood traders are going to be the sole cause of the biggest bubble ever. Nothing new under the sun. (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-16 03:34:17)
How to Trade our Signals?: LongShortSignal.com's free and premium subscriptions include assets from a variety of classes, such as stocks, bonds, commodities, currencies (Forex) and even cryptocurrencies. So what trading platform should I use and what ticker should I be trading? This will mainly depend on where you live. For those living in the United States, you will most likely have access to a normal trading account like Fidelity, TDAmeritrade, Charles Schwab and even the more recently popular Robinhood. All to varying degrees offer $0 trading commissions which greatly reduces our transaction costs. (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-11 07:43:25)
Shortest Bear Market in History: Last Monday, the S&P 500 returned positive year-to-date which is quite remarkable following the Covid-19 pandemic and resultant liquidity induced 34% correction witnessed mid-March. The Federal Reserve, and indeed other major central banks, unleashed unprecedented monetary stimulus to deal with this exodus of liquidity from risk assets. (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-09 09:46:31)
Model Quick Take: US Treasury: One of the best performing - if perhaps least exciting - models this year has been our US Treasury model which maintained its recommendation to be long US Treasury since December 2019. In fact, except for a quick trend break in December 2019 that lasted all of 17 days, the signal from our US Treasury model has pointed in this direction since November 2018, when the US 10 year yield peaked out at approximately 3.25%. What gives? (est. 2 minutes reading time)

NEW VIEW (@ 2020-06-07 02:23:50)
Our Quantitative Investing Process: Focusing on Structural Regime Shifts: Traditional portfolio management on the buy-side often still centres around Modern Portfolio Theory, a half a century old (!) model which describes the idea that the expected return of a portfolio can be maximized for a given level of market risk and one combination of portfolio exposures provides the "optimal" portfolio. This theory treats historical returns as a continuum: 2008 (-38% return on stocks) and 2019 (+30% return on stocks) are opposite parts of the same return distribution. Instead, our investment process utilizes quantitative regime shifting models which have the underlying understanding that markets behave differently during good and bad times, and with a degree of statistical certainty, we can estimate what regime we are in today, aiding your investment decisions. (est. 2 minutes reading time)

NEW VIEW (@ 2020-05-31 07:58:14)
Monthly Signals Recap - May: LongShortSignal.com officially launched in early 2020. Our signals are updated daily, but on a regular basis, we also want to share with you our views on how the models have been performing and the signals they have been giving. (est. 2 minutes reading time)