
Christopher Cain
@PythonTrader
U.S. Quantitative Equity Strategist for @Bloomberg Intelligence👨🏻💻 | 2020 Dow Award Winner 🏆 | Lover of hip hop and ankle picks | #Bitcoin
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In the latest episode of Inside Active, @PythonTrader & I spoke with @GQGPartners' Sid Jain about the firm’s focus on forward-looking quality, $GQEPX and why today’s market could prove worse than the dot-com bubble. @BBGIntelligence podcasts.apple.com/us/podcast/gqg…
The S&P 500 is on the verge of its fastest recovery from a 15%+ drawdown in 50 years... Past average: 490 days Tech bubble: 1,694 GFC: 1,480 If the market make a new ATH before June 30th ... it would break the previous shortest record of 83 days in 1982 & 84 days in 1998

This last month's rally has had a defensive tone .. but not today. Value finally working while low vol (factor star of 2025) and profitability are not. Momentum is also not working today, not surprising as momentum has really de-risked recently (as low vol becomes momentum)…


Something does seem different this time ... here is trailing 2-month (42 biz days) returns for SPX and DXY with todays result circled (DXY -8.2%, SPX -15.9% over last 2-months) This is actually the largest error (difference between dot and the line) using daily data back to…


Match day! Lets go! youtube.com/watch?v=LnMCcI… @NoBickal @pennstateWREST
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Bo Nickal Spladles & Pins Sammy Brooks in Under a Minute
Low vol/beta factors predictably working in US large caps so far today ... but interesting value is doing well also (value typically gets hit in short-term market selloffs, at least temporarily) Will be interesting to see if this continues throughout the day..

Attention NYC Area TA Fans: Join us next Wednesday (11/20 at 5PM) for our (BI + CMT) "The History and Evolution of Technical Analysis on Wall Street" event. Some true legends of the industry will be speaking. The event is free, and food and drink will be provided. You DO NOT…
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