Garner Fox McCloud

co-founder/cto @ roble, early @datadoghq, orfe @princeton

[Garner Fox McCloud @GarnerFox]

@DSMMAprivate Thank you and happy Father’s Day!

[Garner Fox McCloud @GarnerFox]

@DsrPrivate Thanks Andy! Happy Father’s Day!

[Garner Fox McCloud @GarnerFox]

@DsrPrivate Has there been anything else with this characteristic in history that we can learn from?

[Garner Fox McCloud @GarnerFox]

@DsrPrivate With Vol being high, why not go long ES instead of doing SPX calls?

[Garner Fox McCloud @GarnerFox]

@factor_members Definitely a possibility. We’ve recently been getting early week rallies with late week dumps.

[Garner Fox McCloud @GarnerFox]

@DSMMAprivate Any opinion on the moves in HY and IG spreads? They are a bit wider but not showing doom yet. Would love to know how you look at them, if you do.

[Garner Fox McCloud @GarnerFox]

@factor_members $XAF (XLF futures contract): https://t.co/TkGMpOp43A

Decent open interest, sometimes limited volume but market makers provide good liquidity even when limited volume.

[Garner Fox McCloud @GarnerFox]

@factor_members Gold all time high close on the weekly chart. Very nice to see.

[Garner Fox McCloud @GarnerFox]

@factor_members Thanks for your dedication to the craft

[Garner Fox McCloud @GarnerFox]

@factor_members I appreciate these videos, Peter! They add a lot of context about trading that can be missed in X posts.

[Garner Fox McCloud @GarnerFox]

@factor_members These really are some remarkable moves across the board. Pretty interesting and slightly unnerving if they mean something about the world.

[Garner Fox McCloud @GarnerFox]

@DsrPrivate Do you think this was intervention tonight or just the market anticipating? And does it matter which one for you?

[Garner Fox McCloud @GarnerFox]

@DsrPrivate Respect

[Garner Fox McCloud @GarnerFox]

@factor_members Wish I knew how to smooth out the roll artifacts. Maybe someone else does?

[Garner Fox McCloud @GarnerFox]

@factor_members I think this is what you are looking for:

https://t.co/dbjpGOH56R

[Garner Fox McCloud @GarnerFox]

@factor_members There’s also an equivalent for the developed markets (equivalent to EFA ETF): https://t.co/wqraTvOG3h

[Garner Fox McCloud @GarnerFox]

@factor_members Hi Peter, why not trade this emerging markets futures contract? https://t.co/ZA2gu1rrYX

[Garner Fox McCloud @GarnerFox]

@factor_members Platinum is recovering some ground on gold

[Garner Fox McCloud @GarnerFox]

@DsrPrivate 🌮 & 🍻

[Garner Fox McCloud @GarnerFox]

@DsrPrivate DBMF, a CTA return replicator, showed a similar positioning update. It changed to short ES, extra long developed and emerging markets two weeks ago.