Factor Watch

The top tool for monitoring market internals

[Factor Watch @factorwatchai]

.@github actions have been down all day… so Factor Watch isn’t update and won’t until they fix their shit.

Thanks for your patience.

[Factor Watch @factorwatchai]

Fairly broad rally today with most factors green and Mags/Size leading

[Factor Watch @factorwatchai]

Best day for high beta in our record.

[Factor Watch @factorwatchai]

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[Factor Watch @factorwatchai]

AI Infrastructure leading alongside energy today.

For a few months in Q1/Q2 the 60/40 AI/Energy trade was one of the highest sharpe longs in the market.

Are we heading back to that?

[Factor Watch @factorwatchai]

Call your Mom, memory and optics are leading today

[Factor Watch @factorwatchai]

Relatively quiet day today with Momentum and High Beta still down significantly MTD. Interestingly our AI Software basket led the day even though it has tended to trade inverse to momentum

[Factor Watch @factorwatchai]

Solid day so far for Momentum and Beta which are still by far the biggest losers MTD