Cracking Markets

The Best Investment Writing Volume 5: Amie Ko, Research Affiliates – A Quick Survey of “Broken” Asset Classes Author:  Amie Ko, a senior vice president and Head of Marketing, is responsible for Research Affiliates’ brand-building efforts. In this role, she leads the development and execution of the firm’s global... Read more

Here is a little study for the intraday traders out there. Looking simply at SPY performance in the last 30 minutes of trading on Opex Friday. Not a huge edge, but perhaps something worth keeping in mind as you consider how to close out the day. Want research like this... Read more

Episode #359: Africa Startup Series – Aaron Fu, Sherpa Ventures, “We Really Care About The Ability of Our Businesses To Uplift The Other Businesses in Africa” Guest: Aaron Fu leads growth at emerging market inclusive tech focused Catalyst Fund and is a general partner in Africa focused founder backed... Read more

As an application to the windowing technique described the the previous article, John Ehlers proposed a new trend indicator that he claimed is robust and yet simple. The latter is certainly true, as the MAD (Moving Average Difference) oscillator is, as the name says, just the difference of two moving... Read more

Algorithmic trading uses computer programs and automated instructions for trade execution. Also known as algo trading or black-box trading, it has captured over 50% of the trading volume in US markets today. Here’s a fascinating account of how algorithmic trading has evolved through phases and gained prominence recently.Key TakeawaysIn the... Read more

Episode #358: Africa Startup Series – Zachariah George, Launch Africa Ventures, “The Evolution of Tech In Africa Had To Always Start With Fintech” Guest: Zachariah George is the Managing Partner at Launch Africa Ventures – Africa’s leading Early-Stage VC Fund. He is also the Co-Founder and Chief Investment Officer... Read more

Learn how to insert free minutely crypto price data into PostgreSQL using SQLAlchemy, Python, and Pandas.[embedded content]LinksSteps to Insert the Crypto Price DataBelow is the Python code demonstrated in the video and Jupyter notebook.1. Get SymbolsWe get the unique index values for the ticker component of the MultiIndex.tickers = bars1m.index.get_level_values(1).unique()... Read more

Learn how to query price data from a PostgreSQL database using SQLAlchemy, Python, and Pandas.[embedded content]LinksSteps to Query Price Data Using SQLAlchemy, Python & PandasBelow is the Python code demonstrated in the video and Jupyter notebook.1. ImportsWe’ll start by getting our imports. We’ll need the standard stuff including datetime and... Read more

The Best Investment Writing Volume 5: Peter Chiappinelli, GMO – The Passive Aggressive Agg, Revisited Author:  Peter Chiappinelli is a member of GMO’s Asset Allocation team. Prior to joining GMO in 2010, he was an institutional portfolio manager on the asset allocation team at Pyramis Global Advisors, a subsidiary... Read more

Three Simple Tactical FX Hedging Strategies Introduction There are many ways one can lose money when investing, and exchange rates are one of the potential risk factors. Luckily, there are several ways to minimize this type of loss in your portfolio. Systematic tactical FX hedging that uses currency factor strategies... Read more

Learn how to create a price database for crypto, forex, futures and stocks in PostgreSQL using Python and SQLAlchemy.[embedded content]LinksSteps to Create the Price DatabaseBelow is the Python code demonstrated in the video and Jupyter notebook.1. Get Importsimport enum import numpy as np import pandas as pd from sqlalchemy import... Read more

Episode #357: Marko Papic, Clocktower Group, “If You Don’t Make Calls, Why Are You In This Industry?” Guest: Marko Papic is a Partner and Chief Strategist at Clocktower Group, an alternative investment asset management firm based in Santa Monica, California. He leads the firm’s Strategy Team, providing bespoke research... Read more

Episode #356: Jim Paulsen, The Leuthold Group, “The Wildcard Is Inflation and Whether It’s Truly Transitory” Guest: Jim Paulsen is Chief Investment Strategist of The Leuthold Group, LLC. He is a member of the investment committee, authors market and economic commentary, and works with the Leuthold investment team in... Read more

Learn how to connect to a PostgreSQL database using Python and SQLAlchemy. SQLAlchemy allows us to abstract away much of the implementation so we can work with Python to manage our database objects.[embedded content]LinksFirst, import the necessary imports so we can create a database engine and a session from that... Read more

Friday saw the market bounce after several indices closing at multi-month lows on Thursday. Fridays are interesting in that they are the least likely day of the week for a selloff to end or a rally to begin. But when rallies do start on a Friday, they have shown the... Read more