Friends – Activity – cjwd123

Seth Golden posted an update 4 years, 9 months ago

$VIX avg. daily close 12.9 in 2020. Below historic mean, where both annual & just-January averages run 19.1. $SPX annual performance when January VIX average is…

Screen Shot 2020-01-24 at 7.09.15 AM

[Read more]

Seth Golden posted an update 4 years, 9 months ago

Morgan Stanley: “Rising consumer awareness of the environmental impact of the apparel industry is a potential game changer. ‘Peak Clothing’ takes center stage in 2020”

Seth Golden posted an update 4 years, 9 months ago

GS: virus impact short-lived: “While the severity of the economic impact is unknown, it is likely to be short-lived should it follow the pattern of historical cases. In…

Screen Shot 2020-01-23 at 7.47.37 AM

[Read more]

Seth Golden posted an update 4 years, 9 months ago

Alligator jaws didn’t close in 2019, will they close in 2020?

Screen Shot 2020-01-23 at 7.44.03 AM

Seth Golden posted an update 4 years, 9 months ago

Hedge Fund gross positioning up to a 24m high.

Screen Shot 2020-01-22 at 7.38.49 AM

Seth Golden posted an update 4 years, 9 months ago

Screen Shot 2020-01-22 at 7.27.37 AM

Seth Golden posted an update 4 years, 10 months ago

Cash levels stayed at 4.2% for the third consecutive month, which is the lowest since March 2013. The allocation to global equities rose 1 percentage point to a net 32% overweight, the highest in 17 months. The allocation to commodities rose 4 percentage points to a net 10% overweight, which is the highest level since March 2012.

Seth Golden posted an update 4 years, 10 months ago

Cash levels stayed at 4.2% for the third consecutive month, which is the lowest since March 2013. The allocation to global equities rose 1 percentage point to a net 32% overweight, the highest in 17 months. The allocation to commodities rose 4 percentage points to a net 10% overweight, which is the highest level since March 2012.

Seth Golden posted an update 4 years, 10 months ago

The monthly Bank of America fund manager survey found global growth expectations shot up 7 percentage points to 36% expecting global growth to improve.

Screen Shot 2020-01-21 at 6.56.53 AM

Seth Golden posted an update 4 years, 10 months ago

Despite popular belief, the VIX is not mean reverting but mode seeking

Screen Shot 2020-01-19 at 7.33.06 AM

Seth Golden posted an update 4 years, 10 months ago

Historic volatility by month for each year and determined mean

Seth Golden posted an update 4 years, 10 months ago

Very important folks, very important

Screen Shot 2020-01-18 at 7.14.49 AM

Seth Golden posted an update 4 years, 10 months ago

Currently, the beta of global Hedge Funds to the momentum factor is in its 99th historical %ile, and HFs are underexposed to value (15th %ile) and small caps (7th %ile)….