88 Comments
May 30, 2022Liked by Alfonso Peccatiello (Alf)

Good work.......I like the VAMD....I need to understand it, more

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May 30, 2022Liked by Alfonso Peccatiello (Alf)

Excellent work and looking forward to the position sizing tool. Great writing as well, your communication is outstanding.

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May 30, 2022Liked by Alfonso Peccatiello (Alf)

Hello Alf,

mille gracie for the unbelievable valuable Information you provide to a small retail Investor, as i am. I live in Germany, and sometimes struggle to get access to the ETFs that are discussed in the macro channels. For example, the other day you mentioned a Proshares short S&P ETF, which is not accessable in the EU asfaik. What do you recommend? Get a swiss Broker Account? ;-) Or are there other options?

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May 30, 2022Liked by Alfonso Peccatiello (Alf)

Anxious to see the TMC Portfolio. Thanks.

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May 30, 2022Liked by Alfonso Peccatiello (Alf)

Thank you as always Alf! You're king among men

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

you are sooooo good!!!! looking forward to play with it!

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

Great information and leaned about you from Emil and Jeff

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

I’ve been using the fed’s published Svennson model of nominal rates to calculate 1m18m and 3m18m. If anyone is unsure how to calculate those rates, Engstrom and Sharpe provide some clarity in their paper’s appendix A.

https://www.federalreserve.gov/data/nominal-yield-curve.htm

https://www.federalreserve.gov/econres/feds/the-near-term-forward-yield-spread-as-a-leading-indicator-a-less-distorted-mirror.htm

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

No Alf, you're our hero! Thanks for all that you do and I look forward to seeing the VAMD and your other models!

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

Hello Alf,

Are you planning to publish VAND project as an open source/community project (so that other can also contribute) or would you rather keep it as the properiary/your own tool for macro compass/twitter content creation?. Cheers, Adam

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

This reminds me a lot of what people like Antti Ilmanen, Meb Faber and the ReSolve Crew are always talking about in interviews and their podcasts/books.

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

Looking forward to it!! sounds amazing and you have definitely capture the spirit of Applied Macro! Macro without a pragmatic view or trade is worthless! :)

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

Alf I love your articles and all your work on blockworks and wealthion. I shout your name from the rooftops to anyone who would listen. These new tools you are releasing are a godsend to individual investors like me. Thank you so much for doing what you love to do.

You motioned for suggestions of people to interview in your last vid. I would suggest a youtuber by the name of Maverick of Wallstreet. He's tremendously entertaining and his viewpoints overlap those of you and your crew. I don't think he ever shows his face though. He's still a working fund manager and has mentioned that he's got into trouble before for sharing his opinions.

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

Sempre al TOP

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

is this... a project of macro investment liberalization?

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May 31, 2022Liked by Alfonso Peccatiello (Alf)

Thank you Alf! Great overview of our macro environment.

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