LbxxCapital

[LbxxCapital @LbxxCapital]

@HalfersPower What’s HRV?

[First Squawk @FirstSquawk]

FORMER HOUSE SPEAKER NANCY PELOSI HAS PRIVATELY INFORMED SOME HOUSE DEMOCRATS THAT SHE BELIEVES PRESIDENT BIDEN CAN BE PERSUADED TO EXIT THE PRESIDENTIAL RACE SOON AMID CONCERNS ABOUT HIS ABILITY TO WIN IN NOVEMBER

[PyQuant News 🐍 @pyquantnews]

Over the past 10 years, I've watched over 250 YouTube videos on quantitative finance.

And the truth is, 99% of them were a complete waste of time.

But these 8 are worth more than a 4-year degree:

[PyQuant News 🐍 @pyquantnews]

Skip the quant finance degree.

Dive into 17 code repos that will teach you more than all your professors at school.

All without costing you $90,000:

[Jack Farley @JackFarley96]

Terminal Fed Funds 3.84% 👀

[Randy Woodward @TheBondFreak]

5yr high yield CDX spreads +17 today hitting new recent highs but cash spreads (@lebas_janney) remain mostly muted. Could it be the Fed's safety net does not apply to the CDX market?

[LbxxCapital @LbxxCapital]

@Fullcarry Thanks. Much appreciated!

[Pat Hennessy, CMT @pat_hennessy]

One dynamic I am keep a close 👀 on is the performance of option selling strategies in this new environment we've found ourselves in.

The best performers YTD (Iron Condors, Bflys, OTM put selling) were all the laggards of the last few years.

[Thomas Thornton @TommyThornton]

The Fed is behind the curve. Way behind the curve. Get ready for their response to catch up

[Corry Wang @corry_wang]

1/ Lessons From The Tech Bubble:

Last year, I spent my winter holiday reading hundreds of pages of equity research from the 1999/2000 era, to try to understand what it was like investing during the bubble

A few people recently asked me for my takeaways. Here they are -

[LbxxCapital @LbxxCapital]

@Ksidiii @jp242x Any advantage of going long vol vs going short delta outright? Thanks!

[LbxxCapital @LbxxCapital]

@EffMktHype Genuinely surprised by the way the markets responded. Any thoughts?

[Robby @HalfersPower]

On Friday the SPY had a fire lit underneath it, it was the most illiquid day in a very long time. 332 of the 504 the S&P500 components printed 200 day Illiquidity Ranks above 90%. So what does it mean.

[LbxxCapital @LbxxCapital]

@BlacklionCTA Why is that? Thanks!

[Joseph Wang @josephwang]

For those interested in central banks - check out this new podcast series on CBs with @KalebNygaard and @StevenKelly49

[LbxxCapital @LbxxCapital]

@followe52342750 @SqueezeMetrics @spastikgramps @Ksidiii @jam_croissant @profplum99 @ARKInvest Call option loses value faster as it approach expiration.

[Sergei Perfiliev 🇺🇦 @perfiliev]

$500,000,000.

Half a billion dollars.

Currently, this is how much of $SPX index needs to be bought or sold for every 1% down or up move, respectively.

These flows are a result of a substantial options trade that was placed yesterday.

Let's have a look at what's going on 👇

[LbxxCapital @LbxxCapital]

@EffMktHype Seems like the 100 SMA is toast?

[Robby @HalfersPower]

Rolling 1m Sharpe on $SPY -4.5 here.