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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 3/2021: Results

Here are last week's @Real Vision Exchange survey results. As an additional question we asked participants about the positioning in their Cryptocurrency portfolio. See below for some interesting insights.

If you are looking to do your own analysis with the numbers on the Bot's dashboard, you can download the values in each chart as a csv by clicking the little gear box that's at the top right of each chart.

GO TO THE DASHBOARD FOR INTERACTIVE WIZARDRY

Executive Summary

  1. Gold sentiment decreased strongly, Bitcoin sentiment on the other hand increased AGAIN despite the recent dip.
  2. Participants are less sceptical about Dollar performance, on the other hand they are less bullish on the Euro as well
  3. Treasury Bond yields are on aggregate expected to stay flat in the short term but decrease on the 3m horizon
  4. The view on Equities is overall less bullish. EM Equities has still the most positive view, Europe flat and S&P 500 slightly bullish
  5. The Real Vision Exchange Portfolio increased its Bitcoin and decreased its Gold weight and decreased exposure to Equities (slightly). The Bot went a little bit crazy. Apparently there was a lot of positive sentiment towards Bitcoin and the Euro in the last week but sentiment towards Equities receded. Hence he will massively go long EUR/USD on Monday (33%)...Not sure if that will work out for him, but let's see. The spread between the Exchange (ytd ~4.8%) and the Bot (~2.1%) is already widening a bit.

GO TO THE DASHBOARD FOR MORE... (More)

Hey guys - this is a tweet from Christine Lagarde about BTC. Is this a serious threat that we should be concerned about? ...

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

Real Vision Exchange Survey 03/2021

This week's Real Vision Exchange survey is live! Make sure to participate and tell the Bot your market outlook and position. I included a special topic this week given the recent interest: Positioning on Cryptocurrencies. 

CLICK HERE TO GO TO THE SURVEY

If you haven't already checked out previous week's results, you can find these on the dashboard or on the Exchange.

Additional information:

The survey will be open each week from Wednesday (around 9am EST) to Saturday (9am EST). Results will be made available on the weekend. I'll post results here as well as on Twitter. Once we have a decent history of sentiment, I'll make the raw data available as well for everyone to play around with it.

Have fund and enjoy the survey. Thanks for participating, really looking forward to the insights of the community.

If you have questions please contact me on the Exchange. 
If you enjoy sentiment, make sure to follow the Bot on Twitter and check out the Twoquants page.

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

Real Vision Exchange Survey Week 2/2021: Results

Here are last week's @Real Vision Exchange survey results with a little bit of a delay. As you might have noticed, markets were a little bit busy today. Another thing that came up yesterday and kept me a little bit busy was the recap of the Exchange Portfolio's performance WITHOUT Bitcoin.
So I'll start with some useful links here:

So, long story short: The Exchange portfolio is useful even without Bitcoin.

That's why your participation in the weekly Exchange survey is so valuable. By the way, if you are looking to do your own analysis with the numbers on the Bot's dashboard, you can download the values in each chart as a csv by clicking the little gear box that's at the top right of each chart.

GO TO THE DASHBOARD FOR INTERACTIVE WIZARDRY

Executive Summary

  1. Very positive outlook for Bitcoin and Gold on the short term (1m) but especially on the longer term (3m) horizon. Both the short term as longer term outlook on Equities has turned positive this week. Outlook for EM Equities is now very bullish.
  2. Participants are increasingly sceptical about Dollar performance, while the Euro is expected to appreciate.
  3. Treasury Bond yields are on aggregate expected to stay flat, but views are mixed. US Equity market... (More)