Rishi Mishra (@arishisays) 's Twitter Profile
Rishi Mishra

@arishisays

Rates strategist | Patriot | Feminist | Allergic to hypocrisy. Follow me for some cheap tricks & cheesy one-liners! Whack follol de rah!

ID: 283627388

calendar_today17-04-2011 17:39:27

14,14K Tweet

19,19K Followers

495 Following

Rishi Mishra (@arishisays) 's Twitter Profile Photo

Think I need to translate this for everyone: When Bloomberg shows Canada sell side consensus for Payrolls is -2.5k, what that means in Canadian is that we expect payrolls to be somewhere between -250k to + 250k. 🍁🇨🇦😂

Rishi Mishra (@arishisays) 's Twitter Profile Photo

Global repricing in rates! Belly smashed everywhere! Other central banks were already at or below neutral, so it makes more sense! For the US, it seems like the neutral is being repriced higher, despite what the administration wants!!

Global repricing in rates! Belly smashed everywhere! Other central banks were already at or below neutral, so it makes more sense! For the US, it seems like the neutral is being repriced higher, despite what the administration wants!!
Win Monroe (@winmonroe) 's Twitter Profile Photo

Hi #EconTwitter! I’ve got a new working paper on central bank lending facilities in crises and their transmission to broader credit supply. 🚨A summary thread🚨

Hi #EconTwitter! I’ve got a new working paper on central bank lending facilities in crises and their transmission to broader credit supply. 

🚨A summary thread🚨
Rishi Mishra (@arishisays) 's Twitter Profile Photo

Gold vs Oil was the 'macro' pair of 2025! Previous jumps in this pair have been driven by spikes in oil, but this year it has been the relentless bid in gold. If we attribute this (in part) to anti-$ reserve diversification, then one can argue this was the best 'Trump' trade!

Gold vs Oil was the 'macro' pair of 2025! Previous jumps in this pair have been driven by spikes in oil, but this year it has been the relentless bid in gold. If we attribute this (in part) to anti-$ reserve diversification, then one can argue this was the best 'Trump' trade!
Rishi Mishra (@arishisays) 's Twitter Profile Photo

Core Services Ex Housing was 0.07% between Sep and Nov.., That is incredibly soft. If the market didn't believe that this CPI is biased because of sampling errors (due to govt shutdown), we would have rallied 25bps on this, given the labor outlook!

Core Services Ex Housing was 0.07% between Sep and Nov.., That is incredibly soft. If the market didn't believe that this CPI is biased because of sampling errors (due to govt shutdown), we would have rallied 25bps on this, given the labor outlook!
Objectively Random (@firoozye) 's Twitter Profile Photo

LLMs for Quantitative Investment Research: A Practitioner's Guide by Anna-Helena Mihov, Nick Firoozye, Philip Treleaven :: SSRN papers.ssrn.com/sol3/papers.cf…

Rishi Mishra (@arishisays) 's Twitter Profile Photo

JPY vs UST/JGB rate differential divergence - there’s a lot going on here, but I think it’s reflective of JGB traders not being convinced of a bottom in bond prices, since the BoJ’s forward guidance isn’t getting ahead of the inflation narrative (only catching up).

Rishi Mishra (@arishisays) 's Twitter Profile Photo

Martingale + systematic short vol mean reversion is the surest way to blow up! Only a question of When, not If. Can’t believe someone who had millions to lose was doing this!

Rishi Mishra (@arishisays) 's Twitter Profile Photo

There’s so much AI generated slop on the main feed now that the possibility of deriving any value from X is now entirely a function of knowing whom to follow! Counterintuitive, but this is the first “edge” that AI has created for me :)