Cecilia Cifuentes economista Chilena se refiere a un video de Gabriel Boric tratando de explicar como funciona el control de precios:
“Mandaría a Gabriel Boric a estudiar economía”…
I built an index that divides the S&P 500 by the Mississippi River.
Companies West of it: +18.6% CAGR (2016-2024).
Same equal-weight methodology as RSP, but filtered by geography.
The result? +4.40% annual alpha vs RSP, significant even under Newey-West.
Thread 🧵 #FinTwit#Quant
Caveats:
- 8 years in-sample. Not 30.
- Survivorship bias handled, COVID delistings matter.
- $WEST beats RSP with same weighting.
It's a backtest, not prophecy. But cleaner than most "smart beta" I've seen.
😳 The last time a Ferrari driver won in Silverstone & a driver named Kimi set the fastest lap of the race, that Ferrari driver made a huge comeback to win the championship that year.
Charles Leclerc just won in Silverstone & a driver named Kimi set the fastest lap 👀