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Phd quants in the hedge fund space are generally there for window dressing and are useless at actually producing long term growth. They attempt to use complexity to predict the unpredictable.

This caught my interest. What are you trading 3am-5am EST?

Also, the AUD is correlated to the price of base metals such as Copper, Aluminum, Zinc due to their mining dependent economy. Base metals happen to be tanking in price from their Feb peak. Check out this graph of the AUDUSD (the blue line FXA) compared to base metal prices (the black line DBB):

These high yield investments are more sensitive to risk sentiment (the spread of junk yield over treasury yield) rather than just the prevailing interest rates in a vacuum.

Trading since the mid 1990's. Still alive and kicking!

here's a quick graph I put together. The Schiller PE right now is still way above normal => current bear might just be getting started.

How much money are we talking here? I never ask anybody this question in the real world but since this is an anonymous online forum....

This could present some interesting opportunities for pair trading versus the respective ETFs where returns would be too low with unleveraged instruments.

don't know if its going to be of 'biblical' proportions but I am hoping at least as bad as the 2000 tech bubble.

maybe the crypto is garbage and maybe it won't exist in 20 years but between now and that time, it seems to be a great trading/gambling instrument (momentum and volatility that few other assets can match). Trading long and short with BITO/BITI.

Its just another currency pair. Only special thing is it does not belong to any country.

instead of BITI calls I would rather look at BITO puts, more open interest presently.

You can trade ICE futures without data at IBKR.

The far end of the yield curve is not very much driven by short term policy rates. It's more directly affected by inflation expectations and risk-on/risk-off market regimes. What you're seeing now in the TLT is some upward mean-reversion after the extreme oversold bond market coupled with the...

75 basis points is priced in. Anything less, then the markets should take off in the last 2 hours (assuming Powell does not say anything crazy in his statements).

CSI is the gold standard for historical futures data

I have entered semi-retirement where I am no longer prospecting new clients. I keep my brain active with a lot of trading and research with my personal money. Those things keep my mind alive and vital and I intend to do it until the day I croak. And in addition to mental stimulation, ageing...

You want to do separately managed accounts. You can do taxable accounts and IRAs in the same block trade. If is securities then you need RIA registration, if it's futures then CTA. Setup costs are nominal but you will face regulatory audits once in a while. You gotta ask yourself if the...

I do that as well with other 3x etfs. Do you sometimes overlap a long and inverse when the direction is unclear? For example long TNA and long SPXU simultaneously.

He probably amended the notional funding requirements on his ddoc, hence the change in proforma reported returns. CTAs do that quite often and I don't think there's anything nefarious going on here.