Variant Perception (@vrntperception) 's Twitter Profile
Variant Perception

@vrntperception

Rigorous investment research grounded in auditable quantitative models–– no black boxes, no guru calls. All in pursuit of repeatable Variant Perception.

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linkhttps://variantperception.com calendar_today26-05-2009 18:46:03

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Corporate profit down poses a challenge for the long awaited Trump capex boom–– however banks continue to play along by easing lending standards to smaller firms.

Corporate profit down poses a challenge for the long awaited Trump capex boom––  however banks continue to play along by easing lending standards to smaller firms.
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$ETH reaching historically extreme levels on VP Fast Money indicator. VP Fast Money is a price and volume based proxy of speculative trading activity (liquidity takers vs patient money adding depth to the order book). The result is an improved oscillator to help time

$ETH reaching historically extreme levels on VP Fast Money indicator. 

VP Fast Money is a price and volume based proxy of speculative trading activity (liquidity takers vs patient money adding depth to the order book). The result is an improved oscillator to help time
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Last week we wrote that while inflation data was showing the first signs of tariffs flowing through to prices, underlying leading indicators did not point to a large or sustained tariff impact. The Fiber Leading Index and prices paid component of the ISM manufacturing survey have

Last week we wrote that while inflation data was showing the first signs of tariffs flowing through to prices, underlying leading indicators did not point to a large or sustained tariff impact. The Fiber Leading Index and prices paid component of the ISM manufacturing survey have
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US corporate credit spreads look very tight, but if you adjust for sovereign risks, the corporate spread component doesn't look as bad. Could read this as the market being more worried about sovereign risks than being complacent on corporate credit risks.

US corporate credit spreads look very tight, but if you adjust for sovereign risks, the corporate spread component doesn't look as bad. Could read this as the market being more worried about sovereign risks than being complacent on corporate credit risks.