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The Exchange Sentiment Survey
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Moritz HeidenExpert: Quant Finance
Head of Quant Research MunichRe Investment Partners and one of the @twoquants

Real Vision Exchange Survey Week 16/2021: Results

It's already one week since we launched the @Real Vision crypto survey and more than 650 votes in the first week. Wow.

So in addition to the weekly macro survey, I want to present the first insights. As always, I track the portfolio by looking at the weekly survey each Sunday. The portfolio will then be reallocated on Monday. For the first "allocation" of the Crypto portfolio I used Saturday evening because crypto trades 24/7 and that was the day when the majority of votes was already in.


Participate here in the weekly macro survey

Participate here in the weekly crypto survey

Crypto survey summary

The survey portfolio was relatively concentrated, as most people voted for an overweight of the top coins. I formed portfolio by substracting underweight from overweight, taking the absolute value (long only!) and standardizing the weights to sum up to one.

For the Bot's portfolio, I simply used the "Let the Bot decide". It's just a start, the Bot will get a more elaborate logic on top. So by construction, the Bot is currently more of a equally weighted portfolio of all the coins in the selection.

I tracked both portfolios from Saturday on until Friday so far (have to update this). But until last week the Bot was ahead thanks to Dogecoin.

In addition to the existing coins, I got some interesting suggestions, which I screened for the portfolio. I added the coins which are tradeable and make sense from a diversification point of... (More)

Weston NakamuraVisionary
Real Vision Exchange Manager, Programming and Community Engagement

EXCHANGE PORTFOLIO Q1 CONFERENCE CALL + 📰 INSIDE the HIVE MIND of the REAL VISION EXCHANGE

Forget earnings season, this is the only “conference call” you need to pay attention to.

The Real Vision Exchange Q12021 Portfolio Review with @Weston Nakamura and @Moritz Heiden 

https://vimeo.com/537484193

and of course, don’t forget the latest issue of Inside the Hive Mind of the Real Vision Exchange for the month (2 PDF links below)! 

CLICK HERE FOR THE EXCHANGE PORTFOLIO Q1 2021 REVIEW CONFERENCE CALL SLIDES

📰 INSIDE the HIVE MIND of the REAL VISION EXCHANGE REPORT

DOWNLOAD REPORT PDF HERE 

Many thanks to everyone who contributed to the Exchange portfolio - we’re absolutely killing it (again and again)!

Special mentions for the Hive Mind Report:

@Jaymes Rosenthal @Jeremiah S @John Ahearn @Oliver Anderson @Seahyung Park  @Craig P @Seth Dingle @Matt Daniell @Bradley Snyder  @Matt B @Farrell Murphy @Jack Farley @Ash Bennington @Max Wiethe @Haley Draznin @Nick Correa @Sebastian Moonjava 

and of course, a big thank you to @Moritz Heiden @Moritz Seibert at TwoQuants 

Moritz HeidenExpert: Quant Finance
Head of Quant Research MunichRe Investment Partners and one of the @twoquants

First results from the RV crypto survey

More information about the survey see here.

Looks like Dogecoin won't make it...But otherwise the Top selections looks solid. Still combing through the large list of additional coins that have been suggested, but not bad for the initial allocation.

 

 

 

Moritz HeidenExpert: Quant Finance
Head of Quant Research MunichRe Investment Partners and one of the @twoquants

Real Vision Exchange Survey Week 15/2021: Results

Welcome to the weekly results of the Real Vision Exchange Macro survey. You might wonder, why "Macro survey"? Well, on the weekend I launched a separate survey, the Real Vision Crypto Survey. You can find additional information here. If you like it, please participate. I already got a lot of suggestions for additional coins to include and will screen these over the next few days. The tracking portfolio will start today.

With all the surveys, the realvisionbot.com website will get an update soon to make it easier to find surveys/outputs.

So, what happened in the macro survey last week?

Last week's performance summary

Initially strong performance by Equities and Gold. Bitcoin performance was negative until the middle of the week. The recovery only came on the weekend. Commodities could make back some of its initial losses on Wednesday. Long VIX also cost some money. Overall weekly performance was slightly negative until Friday, then the portfolio bounced back due to Bitcoin.

Survey results

GO TO THE DASHBOARD FOR INTERACTIVE CHARTS

1. Market View and Sentiment

Bullish US equities. Europe and EM are mixed. Negative sentiment for Gold and the Dollar. Commodities bullishness increased.

US Equity sentiment is at its highest point since we started the survey. In contrast to the interviews, where it's approaching a new low.

2. Positioning

Interestingly, bullishness in US equities is not aligned with positioning. We have seen this in the past, positioning changes much slower than sentiment. Compared to last week, we see a slightly... (More)