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Alphatica

@alphaticaio

Former HFM | Trading & Investing | Rigorous Quantitative Research | Institutional-grade for all Investors | Not Investment Advice | Youtube Channel: @alphatica

United States Katılım Temmuz 2023
59 Takip Edilen13.9K Takipçiler
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Alphatica
Alphatica@alphaticaio·
Signal #001: 20-Day Final Published March 30. Tracked publicly every single day for 20 trading days. Every pick timestamped. Every update posted, the good days and the bad. 20-Day Results: Longs +20.50% | Shorts +0.03% | L/S Spread: +20.52% SPY did +13.15% over the same period. Our long book beat it by 735bps. Our short book finished flat in a market that rallied 13%. That's the definition of a clean signal. $STX +64.4%, $MOH +36.3%, $AMAT +25.3%, $PANW +18.5%, $BAX +17.0%. 7 of 8 longs positive. $RSG +7.0% and $MCD +5.8% led the short book. This was our first public signal. We showed the work. Now it's closed. Signal #002 is live. Future signals go exclusively to email subscribers at entry. Sign up link in bio. Longs: $CRM $STX $PANW $GDDY $BRO $AMAT $MOH $BAX Shorts: $CMS $RSG $EVRG $ESS $CPT $MCD $DTE $VTR $SPY $SPX $QQQ
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Billy
Billy@Billy2861560381·
@alphaticaio Why do I feel like I'm still so early to this account?
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Alphatica
Alphatica@alphaticaio·
This one is for everyone who calls a crash every time an Iran headline drops. We turned dealer gamma mechanics into a rap video. Escalation with Iran creates puts. Resolution decays them. Decay forces dealer buying. The panic becomes the fuel. Turn the volume up. You might learn something. $SPY $QQQ $IWM #IranWar‌
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Alphatica
Alphatica@alphaticaio·
@Heyward1995 We know. We read the same thing from 1000's of accounts on this platform every single day. $SPY
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Alphatica
Alphatica@alphaticaio·
@Heyward1995 You will let us know when the bank runs start. Until then, dips continue to get bought. $SPY
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Heyward Jablomi 1995
Heyward Jablomi 1995@Heyward1995·
@alphaticaio Until one day dealers lose control and negative gamma causes a crash. Circuit breakers. PPT steps in. But the correction arrives
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Alphatica
Alphatica@alphaticaio·
@MoonCakeySTEPN Of course he does. His minions from Goldman and his hedge funds have briefed him.
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MoonCakeyUSA
MoonCakeyUSA@MoonCakeySTEPN·
@alphaticaio i wonder if trump understands dealer mechanics - the big conductor in our orchestra 😭😂
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Alphatica
Alphatica@alphaticaio·
We want to make sure this feed understands why the tension cycle with Iran is mechanically bullish for equities. Trump escalates. "Ceasefire is over. They're scum." Investors rush to buy puts. $2.07B of put premium in one session. Dealers sell shares to hedge those puts. Price drops. Hours later: "They called. They want a deal badly." The puts lose value. Dealers buy shares to unwind the hedges. Price recovers. The cycle repeats. Every escalation creates puts. Every de-escalation decays them. Every decay forces dealer buying. The net effect: each Iran headline cycle leaves the market higher than where it started because the put decay generates more mechanical buying than the initial hedge created in selling. We documented this in real-time last week. IV spiked to 19.3% on "ceasefire is over." Compressed to 12.7% four sessions later. The options market priced the de-escalation 18 hours before Trump announced it. The data led the headline. The tension is the fuel. The resolution is the spark. The mechanics underneath do the rest. Do not get shaken out. $SPY $QQQ $IWM
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Tom H.@tomaas26

@The_WholeArmour @alphaticaio and you do right? so wats the game plan?

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Alphatica
Alphatica@alphaticaio·
The loop: escalation creates puts, resolution decays them, decay forces dealer buying, market goes up. Runs it back every time. $SPY
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Alphatica
Alphatica@alphaticaio·
Live look at our office reading 'market is about to crash' posts on Fintwit while the blanket hit $1.11B and IV set a new series low. $SPY $QQQ $IWM
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Data Driven Stocks
Data Driven Stocks@stockdatamarket·
Korean $KOSPI is crashing on a daily basis. It chance little hope to go up. But remember that this hope also has a long tail - and this long tail is a very painful bear market. And 2 out of 14 times where the bear market did occur was when the KOSPI did top.
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Alphatica
Alphatica@alphaticaio·
SPX GEX LEVELS : Jul 13 The blanket crossed $1B. Net GEX hit +$1.11B on OPEX Friday. The $1B threshold that defined the suppression regime in April and May — the level that compressed daily ranges to 0.5%, made every dip bought within hours, and carried the index from 7,200 to 7,600, is restored. The structure that AVGO broke on June 4, that Iran pushed to -$618M on June 11, that the oscillation regime kept fragile for three weeks, has fully rebuilt. The cycle from +$1.23B (June 3) through crisis and back to +$1.11B (July 10) took 37 sessions. The round trip is complete. The OPEX strengthened the blanket rather than thinning it. +$844M before OPEX. +$1.11B after. The weekly drain cleared the last near-dated puts that were depressing the reading while the magnets above, sitting on longer-dated expirations, survived and grew. This is the pattern we documented at every OPEX since May: the drain strips the negative gamma, the positive gamma persists, the net result is a stronger blanket. The flip sits at 7,448, 127 points below spot. The widest cushion in the history of the series. For context, the oscillation regime ran with 3-8 points of cushion. The crisis had negative cushion (flip above spot). At 127 points, the flip is 1.7% below. A move that large would require either a major gap or multiple sessions of sustained selling. The regime boundary isn't near the edge. It's in a different zip code. All ten top strikes by magnitude are magnets for the second consecutive session. The max magnet shifted from 7,550 to 7,600 (+$84M). The magnet migration continues: 7,500 to 7,550 to 7,600, each level pulling price forward. The COG at 7,685 pulls 1.4% above. The corridor from 7,600 to 7,700 carries $604M: 7,600 (+$148M), 7,625 (+$127M), 7,650 (+$136M), 7,675 (+$75M), 7,700 (+$96M). Every $25 increment from spot to 7,700 is a magnet. No accelerators interrupt the path. Two risk factors for the week. Hormuz is the one headline this structure respects. The market has trained itself to ignore most geopolitics. The Iran MOU is strained. Iran attacked commercial vessels in the Strait of Hormuz. The US retaliated with strikes 4-5x larger than previous operations. The Treasury revoked the waiver allowing Iranian oil sales. Hormuz threat level remains "severe." The structure absorbed the initial strikes with a -21 point drawdown and then tripled the blanket. But Hormuz is different from airstrikes, it's an oil chokepoint that directly impacts energy costs, inflation expectations, and Fed policy. If Iran closes or restricts Strait transit, it's a supply shock that no gamma blanket absorbs. The structure proved it can handle military headlines. It hasn't been tested by a shipping closure. Bank earnings start this week. JPM, WFC, C. The earnings themselves matter less to the gamma structure than the vol expansion around them. Bank earnings historically compress IV further because they're the first signal of the reporting season. If the numbers come in clean, the vol compression that carried IV from 19.5% to 13.4% extends into the low 12s. If they miss, the vol expansion hits a structure that just crossed $1B with 127 points of flip cushion, the strongest buffer against earnings-driven vol the series has recorded. Eight consecutive positive gamma sessions. The longest streak in the series. The oscillation's maximum was three before reload. The suppression regime's pre-crisis average was seven. Eight exceeds both. The structure is in the regime that defined May, absorbing every headline, compressing every range, pulling price toward the next magnet. Monday's expected range: 7,525 – 7,625. The blanket at +$1.11B compresses. The 7,600 magnet at +$148M is 25 points above and pulls. The flip at 7,448 provides 127 points of cushion. The tightest effective range since April because the $1B blanket is doing what it did for seven weeks in the spring: absorbing everything. Structural floor: 7,448 (-1.7%) near / 6,910 (-8.8%) deep. solana:J3NKxxXZcnNiMjKw9hYb2K4LUxgwB6t1FtPtQVsv3KFr $SPY $QQQ
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Zee
Zee@SemperSursum01·
@alphaticaio Looking forward to it. You guys are awesome. 👏
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Alphatica
Alphatica@alphaticaio·
We will have coverage on the following topics on our youtube channel. It will be a gold mind of information. Macro / Fed / Rates Analyst Semiconductors / AI Hardware Analyst Equity Strategy / Sectors Analyst Short Research / Forensic Analyst Earnings / Company Deep Dive Analyst Youtube: @Alphatica $SPY $QQQ $IWM
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Thatguy@Tyberious2100

@alphaticaio Will there been additional sector reviews before earnings? Thanks

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Alphatica
Alphatica@alphaticaio·
@The_WholeArmour Lauren is going to share more actionable knowledge than Fintwit combined. $SPY
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Alphatica
Alphatica@alphaticaio·
Introducing Lauren Hayes, our Semi Conductor, Memory and AI hardware Senior analyst. In her first video she breaks down the full AI value chain and where we see the highest-conviction opportunities heading into Q2 earnings. The AI cycle is not slowing. It is broadening. From memory to power infrastructure to custom silicon, the companies building this ecosystem are signing multi-year contracts, raising capital spending, and telling you supply cannot meet demand through the end of the decade. Four minutes. Data-driven. No opinions without evidence. This is Alphatica. We track the data. $MU $SOXX $NVDA
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Alphatica
Alphatica@alphaticaio·
@BullTheoryio He is right. Something to watch. x.com/alphaticaio/st… $SPY
Alphatica@alphaticaio

Net Equity Supply Just Flipped Positive for the First Time in 18 Months. We estimate a ~$114 Billion Per Quarter Was Holding This Market Up For most of 2025, corporations bought back more stock than they issued. Not by a little. By a factor of two. We estimate roughly ~$114 billion per quarter in actual share retirements across approximately 504 companies. That is not authorizations. That is shares permanently removed from the market, verified. Against that, new equity issuance averaged $55-70 billion per quarter. The math was simple: more shares leaving than entering. Every quarter. For five consecutive quarters. That is the structural bid no one talks about. It does not depend on sentiment or flows. It shows up every quarter and shrinks the float. It is the reason the market kept going up even when every macro indicator said it should not. The quarterly net equity supply since Q1 2025: Q1 2025: -$61.9 billion (buyback dominant) Q2 2025: -$46.4 billion Q3 2025: -$60.3 billion Q4 2025: -$47.9 billion Q1 2026: -$43.6 billion Five consecutive quarters of net share reduction. The buyback machine absorbed everything the capital markets created and removed tens of billions more on top. Then Q2 2026 happened. Gross equity supply surged to $264.6 billion in a single quarter. Three deals drove it: Alphabet $84.75 billion, SpaceX $75 billion, Super Micro $7 billion. All three raised equity to fund AI infrastructure. For the first time in 18 months, supply overwhelmed the buyback bid. Net equity supply flipped to +$150 billion. The structural buyer that powered the rally was outmatched. The question is whether Q2 2026 was an event or a regime change. If it was an event, the buyback machine reasserts itself in Q3 and the structural bid returns. The three mega-deals were generational, not repeatable. If it was a regime change, the AI infrastructure buildout creates a sustained wave of equity issuance that permanently shifts the supply-demand balance. If every AI company follows the Alphabet playbook of raising equity at scale to fund capex, the buyback bid is no longer the dominant force. At 65.7% equity allocation and 44% rate hike probability, the pool of available buyers is already stretched. The market does not need to crash for this to matter. It needs new buyers to replace the structural bid that just disappeared. The easy part of this rally ended the day the supply wave started. $SPY $QQQ $SPCX

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Bull Theory
Bull Theory@BullTheoryio·
🚨 MICHAEL BURRY SAYS THE BIGGEST DEMAND FOR US STOCKS JUST VANISHED. US equity net issuance turned positive again, the first time since 2021. Companies are now issuing more new shares than they're buying back. For most of the last 20 years, buybacks were quietly shrinking the total supply of stock, pushing prices up on their own, regardless of earnings. The last time this flipped positive was 2021, right before the 2022 crash. Buybacks have been the largest source of demand for US stocks for two decades. That demand is now vanishing.
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Alphatica
Alphatica@alphaticaio·
Burry is right on this one. We flagged the net equity supply issue in early June. Research below. 👇 $SPY $QQQ $IWM
Alphatica@alphaticaio

Net Equity Supply Just Flipped Positive for the First Time in 18 Months. We estimate a ~$114 Billion Per Quarter Was Holding This Market Up For most of 2025, corporations bought back more stock than they issued. Not by a little. By a factor of two. We estimate roughly ~$114 billion per quarter in actual share retirements across approximately 504 companies. That is not authorizations. That is shares permanently removed from the market, verified. Against that, new equity issuance averaged $55-70 billion per quarter. The math was simple: more shares leaving than entering. Every quarter. For five consecutive quarters. That is the structural bid no one talks about. It does not depend on sentiment or flows. It shows up every quarter and shrinks the float. It is the reason the market kept going up even when every macro indicator said it should not. The quarterly net equity supply since Q1 2025: Q1 2025: -$61.9 billion (buyback dominant) Q2 2025: -$46.4 billion Q3 2025: -$60.3 billion Q4 2025: -$47.9 billion Q1 2026: -$43.6 billion Five consecutive quarters of net share reduction. The buyback machine absorbed everything the capital markets created and removed tens of billions more on top. Then Q2 2026 happened. Gross equity supply surged to $264.6 billion in a single quarter. Three deals drove it: Alphabet $84.75 billion, SpaceX $75 billion, Super Micro $7 billion. All three raised equity to fund AI infrastructure. For the first time in 18 months, supply overwhelmed the buyback bid. Net equity supply flipped to +$150 billion. The structural buyer that powered the rally was outmatched. The question is whether Q2 2026 was an event or a regime change. If it was an event, the buyback machine reasserts itself in Q3 and the structural bid returns. The three mega-deals were generational, not repeatable. If it was a regime change, the AI infrastructure buildout creates a sustained wave of equity issuance that permanently shifts the supply-demand balance. If every AI company follows the Alphabet playbook of raising equity at scale to fund capex, the buyback bid is no longer the dominant force. At 65.7% equity allocation and 44% rate hike probability, the pool of available buyers is already stretched. The market does not need to crash for this to matter. It needs new buyers to replace the structural bid that just disappeared. The easy part of this rally ended the day the supply wave started. $SPY $QQQ $SPCX

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Alphatica
Alphatica@alphaticaio·
Eventful week with the structure to absorb it. SPY's shock absorber is at +$620M with the engine at cycle highs. Falling wedge confirmed Friday at $754.95 with a 97% historical success rate and $789 target. Four independent patterns all targeting $789-$797. Correlations at 0.131, the lowest of the cycle, meaning cross-sector dispersion is healthy heading into CPI, PPI, and bank earnings simultaneously. The Strait of Hormuz reaction is the one to watch tonight. The last three Iran escalations produced IV spikes that compressed within 48 hours as the market priced rhetoric over policy. If the pattern holds, the put decay from tonight's hedging becomes fuel for the rally by Wednesday. It is going to be a profitable trading week. $SPY $JPM $QQQ
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The Kobeissi Letter
The Kobeissi Letter@KobeissiLetter·
Key Events This Week: 1. Markets React to Strait of Hormuz Closure - Today, 6 PM ET 2. June CPI Inflation data - Tuesday 3. June PPI Inflation data - Wednesday 4. June Retail Sales data - Thursday 5. July Philly Fed Manufacturing Index - Thursday 6. July MI Inflation Expectations data - Friday 7. July MI Consumer Sentiment data - Friday 8. ~10% of S&P 500 Companies Report Earnings We have a highly eventful week ahead of us.
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Alphatica
Alphatica@alphaticaio·
What can we do about this? We spend at least 1 hour a day checking each post and blocking these spam accounts. Out of control. @nikitabier
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Keşfet

@Billy2861560381 @Heyward1995 @MoonCakeySTEPN @50Cows @MarsSTRonaut @stockdatamarket @SemperSursum01 @elonmusk