Edinburgh Financial Analytics
@edinburghfa.bsky.social
EFA is a business with a mission to provide high quality analytics to investors so they can build robust and strongly performing portfolios.
www.edinburghfinancialanalytics.com
www.edinburghfinancialanalytics.com
Pinned
It starts with spotting opportunities like Peru — where systematic signals triggered entry and exit.
Those decisions feed through to model performance quarter by quarter.
Over time, a disciplined process delivers consistent results.
Those decisions feed through to model performance quarter by quarter.
Over time, a disciplined process delivers consistent results.
It starts with spotting opportunities like Peru — where systematic signals triggered entry and exit.
Those decisions feed through to model performance quarter by quarter.
Over time, a disciplined process delivers consistent results.
Those decisions feed through to model performance quarter by quarter.
Over time, a disciplined process delivers consistent results.
January 5, 2026 at 5:51 PM
It starts with spotting opportunities like Peru — where systematic signals triggered entry and exit.
Those decisions feed through to model performance quarter by quarter.
Over time, a disciplined process delivers consistent results.
Those decisions feed through to model performance quarter by quarter.
Over time, a disciplined process delivers consistent results.
Equity benchmarks are highly concentrated.
We rank investable equity indices using behavioural signals (to improve your odds). Right now, Asia sits at the top of the rankings.
Passive exposure isn’t neutral when concentration is extreme. Time to diversify?
Link in reply.
We rank investable equity indices using behavioural signals (to improve your odds). Right now, Asia sits at the top of the rankings.
Passive exposure isn’t neutral when concentration is extreme. Time to diversify?
Link in reply.
December 23, 2025 at 4:50 PM
Equity benchmarks are highly concentrated.
We rank investable equity indices using behavioural signals (to improve your odds). Right now, Asia sits at the top of the rankings.
Passive exposure isn’t neutral when concentration is extreme. Time to diversify?
Link in reply.
We rank investable equity indices using behavioural signals (to improve your odds). Right now, Asia sits at the top of the rankings.
Passive exposure isn’t neutral when concentration is extreme. Time to diversify?
Link in reply.
1/
What (yield curve) do you want for Christmas? 🎄
Views on the US economy in 2026 are diverging fast.
Capex boom? Or labour-market wobble?
A short thread with charts...
#YieldCurve #Macro #Banks #Markets #FixedIncome #Investing #USEconomy
What (yield curve) do you want for Christmas? 🎄
Views on the US economy in 2026 are diverging fast.
Capex boom? Or labour-market wobble?
A short thread with charts...
#YieldCurve #Macro #Banks #Markets #FixedIncome #Investing #USEconomy
December 15, 2025 at 10:08 AM
1/
What (yield curve) do you want for Christmas? 🎄
Views on the US economy in 2026 are diverging fast.
Capex boom? Or labour-market wobble?
A short thread with charts...
#YieldCurve #Macro #Banks #Markets #FixedIncome #Investing #USEconomy
What (yield curve) do you want for Christmas? 🎄
Views on the US economy in 2026 are diverging fast.
Capex boom? Or labour-market wobble?
A short thread with charts...
#YieldCurve #Macro #Banks #Markets #FixedIncome #Investing #USEconomy
1/7 While everyone obsesses over equities and AI, some powerful FX trends are showing cracks, possibly flashing an opportunity.
November 26, 2025 at 5:08 PM
1/7 While everyone obsesses over equities and AI, some powerful FX trends are showing cracks, possibly flashing an opportunity.
1/
Divergence is everywhere.
Plenty of stocks are rising, plenty are falling. Breadth is fractured across markets.
And searches for the Hindenburg Omen hit a 5-year high!
Divergence is everywhere.
Plenty of stocks are rising, plenty are falling. Breadth is fractured across markets.
And searches for the Hindenburg Omen hit a 5-year high!
November 21, 2025 at 11:15 AM
1/
Divergence is everywhere.
Plenty of stocks are rising, plenty are falling. Breadth is fractured across markets.
And searches for the Hindenburg Omen hit a 5-year high!
Divergence is everywhere.
Plenty of stocks are rising, plenty are falling. Breadth is fractured across markets.
And searches for the Hindenburg Omen hit a 5-year high!
𝐏𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐜𝐨𝐧𝐬𝐭𝐫𝐮𝐜𝐭𝐢𝐨𝐧 𝐟𝐨𝐫 𝐚 𝐩𝐨𝐨𝐫 𝐥𝐢𝐪𝐮𝐢𝐝𝐢𝐭𝐲 𝐞𝐧𝐯𝐢𝐫𝐨𝐧𝐦𝐞𝐧𝐭
Liquidity is drying up fast and that means it’s time to think about protecting portfolios against bad scenarios.
🧵[1/7]
Liquidity is drying up fast and that means it’s time to think about protecting portfolios against bad scenarios.
🧵[1/7]
November 12, 2025 at 3:40 PM
𝐏𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐜𝐨𝐧𝐬𝐭𝐫𝐮𝐜𝐭𝐢𝐨𝐧 𝐟𝐨𝐫 𝐚 𝐩𝐨𝐨𝐫 𝐥𝐢𝐪𝐮𝐢𝐝𝐢𝐭𝐲 𝐞𝐧𝐯𝐢𝐫𝐨𝐧𝐦𝐞𝐧𝐭
Liquidity is drying up fast and that means it’s time to think about protecting portfolios against bad scenarios.
🧵[1/7]
Liquidity is drying up fast and that means it’s time to think about protecting portfolios against bad scenarios.
🧵[1/7]
Seasonality is strong but the options market is sending a warning...
🧵
[1/8]
#Investing #Volatility #OptionsTrading #BehavioralFinance
🧵
[1/8]
#Investing #Volatility #OptionsTrading #BehavioralFinance
November 10, 2025 at 12:09 PM
Seasonality is strong but the options market is sending a warning...
🧵
[1/8]
#Investing #Volatility #OptionsTrading #BehavioralFinance
🧵
[1/8]
#Investing #Volatility #OptionsTrading #BehavioralFinance
The double whammy of a US govt shutdown 🧵
Liquidity is taking centre stage in markets right now.
A US shutdown hits in two key ways...
But first here's a chart of SPX (yoy) v our (falling) index of liquidity (green).
#Markets #USEconomy #Liquidity #AssetAllocation
[1/6]
Liquidity is taking centre stage in markets right now.
A US shutdown hits in two key ways...
But first here's a chart of SPX (yoy) v our (falling) index of liquidity (green).
#Markets #USEconomy #Liquidity #AssetAllocation
[1/6]
November 7, 2025 at 11:52 AM
The double whammy of a US govt shutdown 🧵
Liquidity is taking centre stage in markets right now.
A US shutdown hits in two key ways...
But first here's a chart of SPX (yoy) v our (falling) index of liquidity (green).
#Markets #USEconomy #Liquidity #AssetAllocation
[1/6]
Liquidity is taking centre stage in markets right now.
A US shutdown hits in two key ways...
But first here's a chart of SPX (yoy) v our (falling) index of liquidity (green).
#Markets #USEconomy #Liquidity #AssetAllocation
[1/6]
Curious what’s really driving markets?
Our 𝐟𝐫𝐞𝐞 weekly Chart Pack distils behavioural & macro signals into a few key visuals, for investors who prefer signal to noise.
🔗https://edinburghfinancialanalytics.com/#sign_up
#BehaviouralFinance #MarketInsights #Investing #CatsOfBluesky
🧵[1/5]
Our 𝐟𝐫𝐞𝐞 weekly Chart Pack distils behavioural & macro signals into a few key visuals, for investors who prefer signal to noise.
🔗https://edinburghfinancialanalytics.com/#sign_up
#BehaviouralFinance #MarketInsights #Investing #CatsOfBluesky
🧵[1/5]
October 24, 2025 at 11:05 AM
Curious what’s really driving markets?
Our 𝐟𝐫𝐞𝐞 weekly Chart Pack distils behavioural & macro signals into a few key visuals, for investors who prefer signal to noise.
🔗https://edinburghfinancialanalytics.com/#sign_up
#BehaviouralFinance #MarketInsights #Investing #CatsOfBluesky
🧵[1/5]
Our 𝐟𝐫𝐞𝐞 weekly Chart Pack distils behavioural & macro signals into a few key visuals, for investors who prefer signal to noise.
🔗https://edinburghfinancialanalytics.com/#sign_up
#BehaviouralFinance #MarketInsights #Investing #CatsOfBluesky
🧵[1/5]
🔹Q3 2025 performance review 🔹
How did Edinburgh Financial Analytics’ models fare this quarter?
Here’s the breakdown ⬇️
#PerformanceReview #Investing
How did Edinburgh Financial Analytics’ models fare this quarter?
Here’s the breakdown ⬇️
#PerformanceReview #Investing
October 3, 2025 at 10:47 AM
🔹Q3 2025 performance review 🔹
How did Edinburgh Financial Analytics’ models fare this quarter?
Here’s the breakdown ⬇️
#PerformanceReview #Investing
How did Edinburgh Financial Analytics’ models fare this quarter?
Here’s the breakdown ⬇️
#PerformanceReview #Investing
[1/5]
Our volatility model (using #VIX, #SKEW & #GAMMA) shows us where in the past conditions in #options activity are like today.
The most similar period is the end of 2021 closely followed by the pre-covid peak in early 2020.
#Markets #Equities #Volatility #QuantFinance
Our volatility model (using #VIX, #SKEW & #GAMMA) shows us where in the past conditions in #options activity are like today.
The most similar period is the end of 2021 closely followed by the pre-covid peak in early 2020.
#Markets #Equities #Volatility #QuantFinance
September 26, 2025 at 1:38 PM
[1/5]
Our volatility model (using #VIX, #SKEW & #GAMMA) shows us where in the past conditions in #options activity are like today.
The most similar period is the end of 2021 closely followed by the pre-covid peak in early 2020.
#Markets #Equities #Volatility #QuantFinance
Our volatility model (using #VIX, #SKEW & #GAMMA) shows us where in the past conditions in #options activity are like today.
The most similar period is the end of 2021 closely followed by the pre-covid peak in early 2020.
#Markets #Equities #Volatility #QuantFinance
What does option pricing tell us about future equity performance?
1/n
If you're heavily invested in equities you'll want to look through the charts that follow. Not investment advice but hopefully valuable information.
#equities #volatility #gamma #riskmanagement
1/n
If you're heavily invested in equities you'll want to look through the charts that follow. Not investment advice but hopefully valuable information.
#equities #volatility #gamma #riskmanagement
September 16, 2025 at 2:55 PM
What does option pricing tell us about future equity performance?
1/n
If you're heavily invested in equities you'll want to look through the charts that follow. Not investment advice but hopefully valuable information.
#equities #volatility #gamma #riskmanagement
1/n
If you're heavily invested in equities you'll want to look through the charts that follow. Not investment advice but hopefully valuable information.
#equities #volatility #gamma #riskmanagement
𝐀𝐫𝐞 𝐦𝐚𝐫𝐤𝐞𝐭𝐬 𝐫𝐞𝐯𝐨𝐥𝐭𝐢𝐧𝐠?
The bond market narrative and recent price action don't match.
Global financial headlines are dominated by talk of steeper yield curves, driven by fears of persistent inflation and unsustainable government debt.
[1/7]
The bond market narrative and recent price action don't match.
Global financial headlines are dominated by talk of steeper yield curves, driven by fears of persistent inflation and unsustainable government debt.
[1/7]
September 4, 2025 at 1:32 PM
𝐀𝐫𝐞 𝐦𝐚𝐫𝐤𝐞𝐭𝐬 𝐫𝐞𝐯𝐨𝐥𝐭𝐢𝐧𝐠?
The bond market narrative and recent price action don't match.
Global financial headlines are dominated by talk of steeper yield curves, driven by fears of persistent inflation and unsustainable government debt.
[1/7]
The bond market narrative and recent price action don't match.
Global financial headlines are dominated by talk of steeper yield curves, driven by fears of persistent inflation and unsustainable government debt.
[1/7]
{1/9}
𝐇𝐨𝐰 𝐦𝐚𝐧𝐲 𝐦𝐨𝐫𝐞 𝐛𝐥𝐨𝐜𝐤𝐬 𝐜𝐚𝐧 𝐰𝐞 𝐫𝐞𝐦𝐨𝐯𝐞?
Two of the important drivers of global equity markets are #liquidity and #investorbehaviour.
In the last 2 weeks another block has been pulled from the 𝐉𝐞𝐧𝐠𝐚 𝐭𝐨𝐰𝐞𝐫.
#GlobalEquities #RiskManagement
𝐇𝐨𝐰 𝐦𝐚𝐧𝐲 𝐦𝐨𝐫𝐞 𝐛𝐥𝐨𝐜𝐤𝐬 𝐜𝐚𝐧 𝐰𝐞 𝐫𝐞𝐦𝐨𝐯𝐞?
Two of the important drivers of global equity markets are #liquidity and #investorbehaviour.
In the last 2 weeks another block has been pulled from the 𝐉𝐞𝐧𝐠𝐚 𝐭𝐨𝐰𝐞𝐫.
#GlobalEquities #RiskManagement
August 25, 2025 at 9:54 AM
{1/9}
𝐇𝐨𝐰 𝐦𝐚𝐧𝐲 𝐦𝐨𝐫𝐞 𝐛𝐥𝐨𝐜𝐤𝐬 𝐜𝐚𝐧 𝐰𝐞 𝐫𝐞𝐦𝐨𝐯𝐞?
Two of the important drivers of global equity markets are #liquidity and #investorbehaviour.
In the last 2 weeks another block has been pulled from the 𝐉𝐞𝐧𝐠𝐚 𝐭𝐨𝐰𝐞𝐫.
#GlobalEquities #RiskManagement
𝐇𝐨𝐰 𝐦𝐚𝐧𝐲 𝐦𝐨𝐫𝐞 𝐛𝐥𝐨𝐜𝐤𝐬 𝐜𝐚𝐧 𝐰𝐞 𝐫𝐞𝐦𝐨𝐯𝐞?
Two of the important drivers of global equity markets are #liquidity and #investorbehaviour.
In the last 2 weeks another block has been pulled from the 𝐉𝐞𝐧𝐠𝐚 𝐭𝐨𝐰𝐞𝐫.
#GlobalEquities #RiskManagement
1/8
Market liquidity matters.
It drives risk-taking and shapes investor behaviour.
When liquidity is plentiful, leverage and FOMO often push prices higher.
When it’s scarce, caution dominates.
#MarketLiquidity #InvestorBehaviour #FOMC #USD #GlobalMarkets
Market liquidity matters.
It drives risk-taking and shapes investor behaviour.
When liquidity is plentiful, leverage and FOMO often push prices higher.
When it’s scarce, caution dominates.
#MarketLiquidity #InvestorBehaviour #FOMC #USD #GlobalMarkets
August 12, 2025 at 9:35 AM
1/8
Market liquidity matters.
It drives risk-taking and shapes investor behaviour.
When liquidity is plentiful, leverage and FOMO often push prices higher.
When it’s scarce, caution dominates.
#MarketLiquidity #InvestorBehaviour #FOMC #USD #GlobalMarkets
Market liquidity matters.
It drives risk-taking and shapes investor behaviour.
When liquidity is plentiful, leverage and FOMO often push prices higher.
When it’s scarce, caution dominates.
#MarketLiquidity #InvestorBehaviour #FOMC #USD #GlobalMarkets
📈 𝐈𝐧𝐭𝐞𝐫𝐞𝐬𝐭𝐞𝐝 𝐢𝐧 𝐜𝐨𝐦𝐦𝐨𝐝𝐢𝐭𝐢𝐞𝐬?
[1/4] We’ve just added a new trading model, built on commodity index ETFs and grounded in investor behaviour + chaos theory.
edinburghfinancialanalytics.com#alloc
Snapshot below ⬇️
#Commodities #QuantInvesting #MarketSignals
[1/4] We’ve just added a new trading model, built on commodity index ETFs and grounded in investor behaviour + chaos theory.
edinburghfinancialanalytics.com#alloc
Snapshot below ⬇️
#Commodities #QuantInvesting #MarketSignals
July 18, 2025 at 3:14 PM
📈 𝐈𝐧𝐭𝐞𝐫𝐞𝐬𝐭𝐞𝐝 𝐢𝐧 𝐜𝐨𝐦𝐦𝐨𝐝𝐢𝐭𝐢𝐞𝐬?
[1/4] We’ve just added a new trading model, built on commodity index ETFs and grounded in investor behaviour + chaos theory.
edinburghfinancialanalytics.com#alloc
Snapshot below ⬇️
#Commodities #QuantInvesting #MarketSignals
[1/4] We’ve just added a new trading model, built on commodity index ETFs and grounded in investor behaviour + chaos theory.
edinburghfinancialanalytics.com#alloc
Snapshot below ⬇️
#Commodities #QuantInvesting #MarketSignals
𝐈𝐬 𝐓𝐫𝐮𝐦𝐩 𝐢𝐫𝐫𝐞𝐥𝐞𝐯𝐚𝐧𝐭 𝐚𝐥𝐫𝐞𝐚𝐝𝐲?
We held back this equity update after his 30% tariff bombshell …
But markets barely reacted.
Have we discounted the TACO follow-up already? Or is the Epstein fallout the beginning of the end for MAGA?
[🧵 More ⬇️]
We held back this equity update after his 30% tariff bombshell …
But markets barely reacted.
Have we discounted the TACO follow-up already? Or is the Epstein fallout the beginning of the end for MAGA?
[🧵 More ⬇️]
July 14, 2025 at 12:55 PM
𝐈𝐬 𝐓𝐫𝐮𝐦𝐩 𝐢𝐫𝐫𝐞𝐥𝐞𝐯𝐚𝐧𝐭 𝐚𝐥𝐫𝐞𝐚𝐝𝐲?
We held back this equity update after his 30% tariff bombshell …
But markets barely reacted.
Have we discounted the TACO follow-up already? Or is the Epstein fallout the beginning of the end for MAGA?
[🧵 More ⬇️]
We held back this equity update after his 30% tariff bombshell …
But markets barely reacted.
Have we discounted the TACO follow-up already? Or is the Epstein fallout the beginning of the end for MAGA?
[🧵 More ⬇️]
🧵How safe are Consumer Staples?
1/
The latest CFTC data gave us some food for thought (pun intended 😄).
Speculators who’ve consistently been profitable in Consumer Staples are now extremely short.
If they’re right again, the sector is in trouble.
#ConsumerStaples #CFTCdata
1/
The latest CFTC data gave us some food for thought (pun intended 😄).
Speculators who’ve consistently been profitable in Consumer Staples are now extremely short.
If they’re right again, the sector is in trouble.
#ConsumerStaples #CFTCdata
June 18, 2025 at 2:46 PM
🧵How safe are Consumer Staples?
1/
The latest CFTC data gave us some food for thought (pun intended 😄).
Speculators who’ve consistently been profitable in Consumer Staples are now extremely short.
If they’re right again, the sector is in trouble.
#ConsumerStaples #CFTCdata
1/
The latest CFTC data gave us some food for thought (pun intended 😄).
Speculators who’ve consistently been profitable in Consumer Staples are now extremely short.
If they’re right again, the sector is in trouble.
#ConsumerStaples #CFTCdata
1/
𝐁𝐞𝐰𝐚𝐫𝐞 𝐨𝐟 𝐠𝐨𝐨𝐝 𝐧𝐞𝐰𝐬 𝐨𝐧 𝐭𝐡𝐞 𝐃𝐨𝐥𝐥𝐚𝐫!
There hasn't been much of it lately. Uncertainty from the US administration has weighed on trading partners, companies, and households.
The result? Weaker growth expectations… and a weaker currency. 🧵
𝐁𝐞𝐰𝐚𝐫𝐞 𝐨𝐟 𝐠𝐨𝐨𝐝 𝐧𝐞𝐰𝐬 𝐨𝐧 𝐭𝐡𝐞 𝐃𝐨𝐥𝐥𝐚𝐫!
There hasn't been much of it lately. Uncertainty from the US administration has weighed on trading partners, companies, and households.
The result? Weaker growth expectations… and a weaker currency. 🧵
June 14, 2025 at 1:07 PM
1/
𝐁𝐞𝐰𝐚𝐫𝐞 𝐨𝐟 𝐠𝐨𝐨𝐝 𝐧𝐞𝐰𝐬 𝐨𝐧 𝐭𝐡𝐞 𝐃𝐨𝐥𝐥𝐚𝐫!
There hasn't been much of it lately. Uncertainty from the US administration has weighed on trading partners, companies, and households.
The result? Weaker growth expectations… and a weaker currency. 🧵
𝐁𝐞𝐰𝐚𝐫𝐞 𝐨𝐟 𝐠𝐨𝐨𝐝 𝐧𝐞𝐰𝐬 𝐨𝐧 𝐭𝐡𝐞 𝐃𝐨𝐥𝐥𝐚𝐫!
There hasn't been much of it lately. Uncertainty from the US administration has weighed on trading partners, companies, and households.
The result? Weaker growth expectations… and a weaker currency. 🧵
Hayek warned about credit booms. Bernanke warned about deflation.
Only one of them saw it coming (it wasn't Bernanke).
Why are we so afraid of falling prices?
Time to question the 2% target.
#Macro #Deflation #CentralBanks #QE #InflationTargeting
www.linkedin.com/pulse/good-d...
Only one of them saw it coming (it wasn't Bernanke).
Why are we so afraid of falling prices?
Time to question the 2% target.
#Macro #Deflation #CentralBanks #QE #InflationTargeting
www.linkedin.com/pulse/good-d...
Good Deflation, Bad Deflation and the 2% Target Trap
For decades, deflation has been framed as a threat to growth and stability—something policymakers must avoid at all costs. The narrative goes like this: falling prices make consumers delay spending, w...
www.linkedin.com
June 9, 2025 at 2:40 PM
Hayek warned about credit booms. Bernanke warned about deflation.
Only one of them saw it coming (it wasn't Bernanke).
Why are we so afraid of falling prices?
Time to question the 2% target.
#Macro #Deflation #CentralBanks #QE #InflationTargeting
www.linkedin.com/pulse/good-d...
Only one of them saw it coming (it wasn't Bernanke).
Why are we so afraid of falling prices?
Time to question the 2% target.
#Macro #Deflation #CentralBanks #QE #InflationTargeting
www.linkedin.com/pulse/good-d...
Revisions to US #payrolls:
March revised down by 65,000, from +185,000 to +120,000.
April revised down by 30,000, from +177,000 to
+147,000.
In the past this has been the most useful component of the jobs release as new data corrects for birth / death model assumptions.
March revised down by 65,000, from +185,000 to +120,000.
April revised down by 30,000, from +177,000 to
+147,000.
In the past this has been the most useful component of the jobs release as new data corrects for birth / death model assumptions.
June 6, 2025 at 2:11 PM
Revisions to US #payrolls:
March revised down by 65,000, from +185,000 to +120,000.
April revised down by 30,000, from +177,000 to
+147,000.
In the past this has been the most useful component of the jobs release as new data corrects for birth / death model assumptions.
March revised down by 65,000, from +185,000 to +120,000.
April revised down by 30,000, from +177,000 to
+147,000.
In the past this has been the most useful component of the jobs release as new data corrects for birth / death model assumptions.
1/🌪️ Eye of the Storm — An Eerie Calm?
With VIX in the low 20s and market moves no longer headline news, we’ve got a 🧭 window of opportunity to reassess portfolios.
#markets #investing
With VIX in the low 20s and market moves no longer headline news, we’ve got a 🧭 window of opportunity to reassess portfolios.
#markets #investing
April 29, 2025 at 2:54 PM
1/🌪️ Eye of the Storm — An Eerie Calm?
With VIX in the low 20s and market moves no longer headline news, we’ve got a 🧭 window of opportunity to reassess portfolios.
#markets #investing
With VIX in the low 20s and market moves no longer headline news, we’ve got a 🧭 window of opportunity to reassess portfolios.
#markets #investing