Algorithmic Week In Review: 11/27/2022
Recent Performance - Friday
Variable Sector Neutral: +0.16%
Long Term Portfolio: +0.13%
Sector Neutral: +0.13%
The Market: +0.12%
Base Algorithm: +0.07%
Variable Market Neutral: +0.02%
Market Neutral: -0.07%
Friday was largely uninteresting across the board. Only SN outperformed its baseline, but with margins this narrow, I’m willing to let that go.
In much more important news: this week will be the end of our Market Game for November. We’ll announce the winners for the month Thursday, after market close. Remember - all answers submitted in November will count for the game, so the market movements on December 1 WILL affect the final scores. As a reminder, the prizes this month are:
First Place: A custom engraved trophy, a HaiKhuu t-shirt, mug, and an exclusive title in our Discord
Second Place: A HaiKhuu t-shirt, mug, and a less impressive (but still exclusive!) title in the Discord
Third Place: A HaiKhuu t-shirt, and a special title in our Discord denoting that you were a medalist in the first ever market game
If you want to win - remember to submit your answers.
Tomorrow’s Outlook
The full algorithm reports will be published tomorrow morning, once Allen has had a chance to vet its recommendations. In the meantime, here are our tentative exposures for the trading day tomorrow:
That’s all for tonight. Good luck this week, everyone. Let’s make some money and make some good competition for our first ever market game.
-Asher
