@hugodevere Profile picture

Hugodevere

@hugodevere

Engineer. Student of the game.

Similar User
Scott Skyrm photo

@ScottSkyrm

zeibars photo

@zeibars

Beth Stanton photo

@beth_stanton

Ira Jersey, US Fixed Income photo

@IraFJersey

Macropotamus 🦛 🤡🚗 🐉 photo

@macropotamus

Edward Bolingbroke photo

@EddBolingbroke

PNT Options photo

@PntOptions

Rishi Mishra photo

@aRishisays

Jon Turek photo

@jturek18

Market Interest photo

@MarketInterest

olm photo

@Rates_Trader

Young_buck27 photo

@will34trentford

Macro Punting photo

@macro_punting

Macro “KING LEEROY” Tactical 👑 photo

@MacroTactical

Brian Gierke photo

@BrianGierke

The big 🍎 and the honorable Janet Yellen

Tweet Image 1
Tweet Image 2
Tweet Image 3
Tweet Image 4

Hugodevere Reposted

Ok, so I posed the question on Treasury Auction results last night and how to track them and @hugodevere already did some really good work here on scraping it through headlines. And thanks to @Fullcarry and @SnopesNYC it got me thinking of other ways and I kind of found another…

Tweet Image 1
Tweet Image 2

For anyone interested in extracting thru/tail results from auction data and who has access to a terminal (like Bloomberg or Eikon), here's a simple code snippet for extracting that data from headlines. Essentially, you need to search for those headlines that contain this…

Tweet Image 1
Tweet Image 2

Hugodevere Reposted

I’ve started a campaign called “Macro for Migdal Ohr” to support the initiative I shared last week. Assisting over 1,500 evacuated families, individuals, & recent-orphans who survived the horrific attacks in southern Israel. To learn more and donate- donorbox.org/macroformigdal…


Some random thoughts on Jackson Hole: "Time does not run in a straight line, like the markings on a wooden ruler. It stretches and shrinks, as if the ruler were made of balloon rubber. This is true in daily life: We perk up during high drama, nod off when bored. Markets do the…

Tweet Image 1
Tweet Image 2
Tweet Image 3
Tweet Image 4

Powell did touch on R-star but mirrored his views back in JH 2018 about the uncertainty about this measure, as he said, navigating by the stars under a clouded sky. No clue whether he thinks it has shifted higher. Higher for longer was the theme. Flattener trades dominate the…


Via MNI, Nomura sees a significant risk that the median longer-run dot rises to 2.75% at the Sept FOMC meeting.


Stargazing the R-star My 2 cents on Powell's speech tomorrow: This year's Jackson Hole Symposium, themed 'Structural Shifts in The Global Economy,' has spurred speculation that Powell will address the subject of R-star. The rumors were fueled further by Nick Timiraos, who…

Tweet Image 1
Tweet Image 2
Tweet Image 3
Tweet Image 4

Hey guys, First of all, thanks for the interactions, support, and feedback given to me along with my publications. I've recently graduated and am actively seeking a full-time role in trading or research. If you come across any opportunities or leads, please DM me. Your help…


I have now published my first work on sports betting. The project ended up just being an attempt to identify and exploit inefficiencies in bets placed on the first basket in games. Paper available here: papers.ssrn.com/sol3/papers.cf… Full code here: github.com/hugodevere/Fir…

Tweet Image 1

It is a mixed report but stronger than the headline miss suggests, with AHE remaining 0.4 M/M and UR down to 3.5%. PA was also mixed; the knee-jerk selloff has now reversed into t+30 min. Usually, t+30 min tends to persist thru eod (See table below). The exception is Nov 2022

Tweet Image 1

Is BoJ resetting the floor on neutral rates? - Thoughts Ahead of Payrolls

Tweet Image 1
Tweet Image 2

Is BoJ resetting the floor on neutral rates? Look at US 5y5y (purple) vs JP 5Y5Y (green) all while US 3m3m stays unchanged (orange). Am looking at Govie forwards here.

Tweet Image 1

Loading...

Something went wrong.


Something went wrong.