lukestein’s avatarlukestein’s Twitter Archive—№ 13,985

    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
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  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
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