Christopher Cain

Global head of equity strategy for @Bloomberg Intelligence👨🏻‍💻 | 2020 Dow Award Winner 🏆 | Lover of hip hop and ankle picks | #Bitcoin

[Christopher Cain @PythonTrader]

@kgreifeld Im guilty of this, wore it this weekend

[Christopher Cain @PythonTrader]

@EricBalchunas Also low vol factor is having a historically terrible year performance wise.

[Christopher Cain @PythonTrader]

@EricBalchunas I think they have to show that they’re willing to sell something so the credit rating agencies give them a better rating. Also, this headline is insane.

[Christopher Cain @PythonTrader]

Value Factor valuation ratio, aka the ratio between the cheapest and the more expensive stocks, remains below averages. Cheap quintile in SPX trades around 13% the valuations of expensive.

[Christopher Cain @PythonTrader]

Some S&P 500 valuation charts...

TLDR; SPX valuations aren't as crazy as they look at first glance

Big diff between market cap weighted and equal weight valuations (forward P/E). Ratio close to highest in this data. EW valuations are right around medians (compared to itself)

[Christopher Cain @PythonTrader]

Same deal with margins. Forward profit margins highest since 2000. 67 months in our 316-month sample traded at higher valuations. However, those periods carried a median forward margin of just 12%, 340 bps below today.

[Christopher Cain @PythonTrader]

Thanks for the highlight @alexandraandnyc !

[Alexandra Semenova @alexandraandnyc]

Loading up on tech isn’t the only path to big gains. Value companies, too, stand a chance of trouncing the market

A portfolio of value, momentum, + upward EPS revisions returned 3,471% since 2000, more than 8 times the S&P 500

Analysis by @PythonTrader
https://t.co/MexlhWwnPq

[Christopher Cain @PythonTrader]

@stevehou @tracyalloway Nooo sad to see this brotha. Can’t wait to see what is next (geopolitical strategist? Lol)

[Christopher Cain @PythonTrader]

@BruniCharting @CMTAssociation Love this news. Congrats

[Christopher Cain @PythonTrader]

April 2026 ended up being the 5th strongest month for the S&P 500 in the last 35 years ... with most other instances happening after crises (April 2020, April 2009)

And the momentum typically continues, forward 3-6 month returns after the top 10 months outperform the baseline (average of all overlapping x-month returns since 1990)

[David Cohne @DavidCohne]

In our latest episode of Inside Active, @PythonTrader and I spoke with @BlackRock's Jeff Shen about the evolution of systematic active equity and how advances in data, AI and machine learning are reshaping alpha generation.
@BBGIntelligence
https://t.co/psqumhJ8Vl

[Christopher Cain @PythonTrader]

My latest strategy for capitalizing on the gold rally

(my kid's leprechaun trap)

Also proof Im a quant nerd

[Christopher Cain @PythonTrader]

@choffstein @DeepDishEnjoyer Loved this game

[Christopher Cain @PythonTrader]

@kgreifeld Yes congrats!

[Christopher Cain @PythonTrader]

@RyanPKirlin I know bc I hate at least one position everyday

[Christopher Cain @PythonTrader]

@macrocephalopod @longironcondor Genuine question what’s wrong with Seykota and Eckhart?

[Christopher Cain @PythonTrader]

@Todd_Sohn @EricBalchunas Jesus coming back might have better odds