The Chameleon

Just a Chameleon, trying to adapt.
No investment advice.

Check my Smart Portfolio at @eToro

[The Chameleon @TheChameleon26]

Let me tell you a bit about myself

More info here: https://t.co/YEer1Ii2qN

[The Chameleon @TheChameleon26]

@CliffordAsness My unsupervised clustering just merged BTC and NQ into the same latent cluster after the synchronized moves. The autoencoder is now refusing to believe in alternative data 😆

[The Chameleon @TheChameleon26]

@CliffordAsness “How dare you”

[The Chameleon @TheChameleon26]

@Chartfest1 We want to see your handwritten chart 💪

[The Chameleon @TheChameleon26]

@stats_feed They ghost you 🦎

[The Chameleon @TheChameleon26]

@CliffordAsness Buttt….the Sharpe Ratios?!!

[The Chameleon @TheChameleon26]

@JungleRockRes Genius 😂

[The Chameleon @TheChameleon26]

@Qudsia_Malik33 9,000,000,001

[The Chameleon @TheChameleon26]

@RevShark @SenSchumer @AOC As a chameleon I am confused, they keep on adapting

[The Chameleon @TheChameleon26]

@CliffordAsness Private markets: Where Sharpe ratios are immaculate, volatility is mythical, and the only marking is to fantasy.

[The Chameleon @TheChameleon26]

@Soulofsuccess22 You are right; just trying to keep it simple

[The Chameleon @TheChameleon26]

Cast your votes! TACO Monday?

$SPY

[The Chameleon @TheChameleon26]

Did we get our TACO? 🌮?
Do we gap up or down tomorrow?

$SPY $QQQ $NVDA

[The Chameleon @TheChameleon26]

Did we get our TACO? 🌮?
Do we gap up or down tomorrow?

$SPY $QQQ $NVDA

[The Chameleon @TheChameleon26]

@SamanthaMcLemor @CliffordAsness Then why is my Sharpe Ratio 2.9?? 🤔 😆

[The Chameleon @TheChameleon26]

$NVDA….anyone else?

[The Chameleon @TheChameleon26]

Great stuff!

[Clifford Asness @CliffordAsness]

Paper: https://t.co/u0ETiOHYc5

Series page: https://t.co/Iwlc480ixZ

[Clifford Asness @CliffordAsness]

The Antti papers keep coming! Part 7 (yes, 7) of Antti‘s series on investor expectations (finally, after Parts 5-6 on historical returns and objective expected returns) drills into subjective expected returns on the S&P500. While objective expectations are often inferred from market yields, subjective expectations are best “heard directly from the horse’s mouth“ using survey data. Ever-growing academic research reveals overly extrapolative expectations among retail investors and equity analysts (while institutional investors and rates analysts are more contrarian), and more so at short than long horizons. Links below.

[The Chameleon @TheChameleon26]

@CliffordAsness Thinking of going long on houses and short on my paycheck

[The Chameleon @TheChameleon26]

🤔 maybe I should be more careful about what I post??

[The Chameleon @TheChameleon26]

@dampedspring Can someone please fire the guy managing the spreadsheet….these revisions are getting ridiculous.

[The Chameleon @TheChameleon26]

@dampedspring Can someone please fire the guy managing the spreadsheet….these revisions are getting ridiculous.

[The Chameleon @TheChameleon26]

@dampedspring Fantasitc article!