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| author | nic <ra@afu.re> | 2025-11-01 20:42:25 -0400 |
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| committer | nic <ra@afu.re> | 2025-11-01 20:42:25 -0400 |
| commit | c2ac8dcecee0cddd476275045e78e7650744c223 (patch) | |
| tree | 0caf1470d06aa35a551d157056036d033cf1a1e3 /Finance/Research/index.md | |
| parent | 8676abd8e09636295763120ea13964dabce25191 (diff) | |
Auto from nzxt - Sat 01 Nov 2025 08:42:25 PM EDT
Diffstat (limited to 'Finance/Research/index.md')
| -rw-r--r-- | Finance/Research/index.md | 75 |
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diff --git a/Finance/Research/index.md b/Finance/Research/index.md deleted file mode 100644 index a3c6dd0..0000000 --- a/Finance/Research/index.md +++ /dev/null @@ -1,75 +0,0 @@ - - - -# Citrini - -[[Effect of GLP-1's on investment landscape]] - - -# SpiralCal -Vix correlation to neap tide and low tides & moon -works best when market emotionals - - -excluding the 2010's historically one of 3 sector is the best perfoming since the 1980s - Consumer staples, Energy & Utlities - - -since 1986 the return of writing puts on the SPX as outperformed Buy and hold in both returns and vol - - - - -If you look back at the history of volatility not every vol crush is followed by a major volatility spike but there is never a major vol spike unless its preceded by a vol crush. -when vix curve goes into invertion it is one of the best signals ! -look at the standard deviation of the slope of the invertion >> you can pick bottoms like crazy - - - -The multifamily residential investment is effectively to buy dilapidated, low-yielding units, rehabilitate -them, increase the rent, and then refinance the investment via government agency loans - -Lingotto/Scolari, arguably one of the best investors in Europe of his generation - keep track of his trades -Some interesting holdings of theirs $Gato, $VEON, $RRC, $PCOR, $mrna, $sbsw, $PARA, $FATH $INDV - - - - -***Cesi & 10y t-note correlation*** -Citi group economic surprise index - - - -a recession is a process that starts way before it’s officially dated and never hinges on a single data point. - - - -Strat: Buy just before close on friday and sell monday morning gap up - -# Emerging markets -Big 4 are BRICS = BRASIL, RUSSIA, INDIA, CHINA -Characterics of emerging markets compared to Develloped markets -- less liquid -- less volume -- Higher Political risk -- Opaque regulation -- Lower P/E at the index lvl -- Investor Crowding into stock with growth -- low free float -- more pro cyclical -- high and uncertain correlation to fx exchange rate - -What not to do in EM -- Think you are a EM investor -- Have pair trade accross Developed market and EM -- Believe you have political insight -- Be surprised if the unexpected happens and nobody cares - -# Manipulation of LIBOR during GFC - -- real manipulation done by central bankers & way worse than traders who where jailed -- in 07-08 all banks were consistenlty lying about the true cost of borrowing dollars by lowballing their funding rate which lead to a massively depressed LIBOR -- Peter Johnson - The low ball tapes - - - -https://www.wallstreetoasis.com/files/DEUTSCHEBANK-AGUIDETOTHEOIL%EF%BC%86GASINDUSTRY-130125.pdf |