lukestein’s avatarlukestein’s Twitter Archive—№ 13,981

  1. Huge movements (↑) in emerging markets stocks today (A roughly 3-sigma event based on super-naively dividing yesterday’s CBOE emerging markets volatility index $VXEEM divided by 16 to make it daily)
    oh my god twitter doesn’t include alt text from images in their API
    On twitter.com Twitter logo lukestein’s avatar ♻️ 2 Retweets ❤️ 5 Favorites Mood +1 🙂
    1. …in reply to @lukestein
      Ten years of data cdn.cboe.com/api/global/us_indices/daily_prices/VXEEM_History.csv suggest • The biggest positive daily VWO return and • The only ≥ +3 sigma day (using VWO return / (lagged VXEEM/16))
      oh my god twitter doesn’t include alt text from images in their API
      Permalink On twitter.com Twitter logo lukestein’s avatar ♻️ 1 Retweets ❤️ 2 Favorites Mood 0