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So, we know that: 1. net flows into the bond market in May were positive 2. yields rallied despite 1. above from 2.90 to 3.10 at peak And you think idiosyncratic flows had no explanatory power? I think the opposite is more likely: Russia's unloading greatly influenced the big move above 3% that...

priceless... should file that one too right behind "there's no housing bubble" circa 2006/2007

Your point is? And also what was the period for the holding report you mention?

Russia was a net buyer of US Treasuries from April to late May?

the overlay of the Russian selling and move up in yields to the 3% level is breath-taking... can you imagine, all that talk of "ooh boy here comes inflation!" was in fact the red bear at work...

Thanks Bethany (and GlobalMacro above). You mean one can download historical data for thousands of stock tickers at once on that site? You probably meant downloading data for one ticker at a time.

of stocks, say 1k to 2k tickers. Would only need monthly close prices for last 10 years. Is anyone out there providing this sort of thing for an affordable price? Thanks

Look at how France won.... the decisive last 2 goals were power shots from outside the penalty box! Outside of a free kick (as you astutely pointed out) or penalty, I've never seen England score goals like that. Why? Maybe it's a lack of talent (although those two near misses were epic fails...

I have some thoughts but wouldn't do nowhere close to justice... I think they're just a different kind of clever. Note clever is not same as intelligent, although they have plenty of that. Intelligence is everywhere but clever is not

I was just listening to Leda Braga talk about "taking the emotion out of trading" with systematic approach and couldn't help but think what a load of wishful thinking. As has been pointed out on this thread, there are enough discretionary decisions being made over systematic strategies over time...

Re time frame, the sweet spot is days to weeks... About technicals, whatever your coding/testing uncovers is what I meant. Think of it as a subset of your work with data

I exclude Rentec from the rest of the pack. Simons and crew will find a way to avoid getting killed in the downturn that's coming. The others won't. Underperformance has already started, so get woke to reality

England has an amazing talent at losing... You would have thought that by now these guys would have understood that endlessly running the ball down the sides and doing hail-mary crosses in for headers is a crap strategy. But no, that's all they know to do. Headers, headers, corners, and more...

I believe you Santa, re lil' things... the devil is always in the details... That's precisely one of the key reasons why I expect the quant bandwagon at large to fail; the kind of mind it takes to decipher which details matter is not developed in the halls of a computer science department, no...

No confusion at all... Dear purveyor of all good gifts, how do you know that TwoSigma and Cubist approach is like Rentech's? Very very, very unlikely that they are doing the same thing... Flat on the year exactly fits my earlier predictions on this site re quants: PTJ must be thrilled at...

Sure, yes pls ask if you can re PTJ. https://www.bloomberg.com/news/articles/2018-07-11/equity-quants-reel-from-worst-run-in-8-years-as-aqr-takes-hit

Is the PPT back, this time with Powell's put parlayed against any rash selling decisions rational investors would make on the tariff headlines? Also, most of the gains in S&P from da faang (sounds Chinese btw, how a propos) as y'all know...

You sure that's right for this situation? How have Paul Tudor Jones and Steve Cohen done with their quant operations since they started late last year? Truetype should know...

Hi Ryker, I just saved the tickers first in a csv file and then dumped those in an array that then gets passed to the ek.get_data method which then grabs the historical data. The goal was to avoid downloading to excel altogether and instead go straight from API to dataframe sort of thing...

puttin' on carry trades? really? if that's not an indictment of trend following generally speaking then I don't know what is... only thing that is sustainable is fundamentals with a technical overlay. Anything short of that will fail longer term, including the recent 'quant'...