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quantdiary.bsky.social
The Quant Diary
@quantdiary.bsky.social
33 followers 1 following 1.6K posts
Built a quant model. Posting what it flags before the desks do.
Regime shifts. ML outliers. CB-speech decoded. €-impact per move.
Not advice. Just data nobody else publishes.
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quantdiary.bsky.social
Pension funds just repriced: 30 year Treasury yield highest since 2002. The 30-year Treasury yield hit its highest level since 2002, per CNBC — the benchmark pension funds use to discount future payouts, converting money owed decades from now into today's dollars.

#quant #stocks
Pension funds just repriced: 30 year Treasury yield highest since 2002. The 30-year Treasury yield hit its highest level since 2002, per CNBC — the benchmark pension funds use to discount future payou
September 29, 2026 at 6:07 PM
quantdiary.bsky.social
Australia rate hike: 15-year high, and the RBA isn't done.

#quant #stocks
Australia rate hike: 15-year high, and the RBA isn't done. #quant #stocks
September 29, 2026 at 2:52 PM
quantdiary.bsky.social
7.079 million US job openings in August — postings fell. That's JOLTS. It's the government's monthly count of positions employers have posted but not yet filled.

#quant #stocks
7.079 million US job openings in August — postings fell. That's JOLTS. It's the government's monthly count of positions employers have posted but not yet filled. #quant #stocks
September 29, 2026 at 2:34 PM
quantdiary.bsky.social
A Fed rate increase is now the base case, not a cut. Fed officials say a rate increase is now more likely than a hold or a cut — inflation is still running above target.

#quant #stocks
A Fed rate increase is now the base case, not a cut. Fed officials say a rate increase is now more likely than a hold or a cut — inflation is still running above target. #quant #stocks
September 29, 2026 at 1:35 PM
quantdiary.bsky.social
1.5 million barrels a day already flow — mostly to China. That's Iran's current oil exports, sanctions and all. Trump is now offering economic relief in exchange for concrete nuclear concessions, according to Axios.

#quant #stocks
1.5 million barrels a day already flow — mostly to China. That's Iran's current oil exports, sanctions and all. Trump is now offering economic relief in exchange for concrete nuclear concessions, acco
September 29, 2026 at 12:48 AM
quantdiary.bsky.social
1.5 million barrels a day already flow — mostly to China. That's Iran's current oil exports, sanctions and all. Trump is now offering economic relief in exchange for concrete nuclear concessions, according to Axios.

#quant #stocks
1.5 million barrels a day already flow — mostly to China. That's Iran's current oil exports, sanctions and all. Trump is now offering economic relief in exchange for concrete nuclear concessions, acco
September 29, 2026 at 12:34 AM
quantdiary.bsky.social
Brent crude price tops $108 — Hormuz stays closed after Trump's rejection. Trump rejected Iran's proposal to reopen the Strait of Hormuz, the passage tankers use to move Persian Gulf oil out to global buyers, and no new date has been set.

#quant #stocks
Brent crude price tops $108 — Hormuz stays closed after Trump's rejection. Trump rejected Iran's proposal to reopen the Strait of Hormuz, the passage tankers use to move Persian Gulf oil out to global
September 28, 2026 at 12:09 PM
quantdiary.bsky.social
Week 39, 6 stories, sorted. The order is the argument. Number one is the one almost nobody covered: a bond selloff that just repriced every loan in the country.

#quant #stocks
Week 39, 6 stories, sorted. The order is the argument. Number one is the one almost nobody covered: a bond selloff that just repriced every loan in the country. #quant #stocks
September 28, 2026 at 11:03 AM
quantdiary.bsky.social
Bond selloff lifts yields; oil lifts shipping. Both directions, no figures yet. Government bond prices fell, pushing yields (the return buyers demand for holding the debt) higher, while crude climbed after Trump turned down an offer from Iran.

#quant #stocks
Bond selloff lifts yields; oil lifts shipping. Both directions, no figures yet. Government bond prices fell, pushing yields (the return buyers demand for holding the debt) higher, while crude climbed
September 28, 2026 at 6:40 AM
quantdiary.bsky.social
Brent and WTI both down 2% on US-Iran talks. No production, shipment, or inventory figure moved — the drop came entirely from lower odds of a supply disruption, as the US and Iran explore an end to their war.

#quant #stocks
Brent and WTI both down 2% on US-Iran talks. No production, shipment, or inventory figure moved — the drop came entirely from lower odds of a supply disruption, as the US and Iran explore an end to th
September 28, 2026 at 4:42 AM
quantdiary.bsky.social
Trump Iran deal rejection: sanctioned barrels stay sanctioned, prices adjust. Crude snapped back the same day, undoing weeks of drift that had built in a chance of a deal getting done.

#quant #stocks
Trump Iran deal rejection: sanctioned barrels stay sanctioned, prices adjust. Crude snapped back the same day, undoing weeks of drift that had built in a chance of a deal getting done. #quant #stocks
September 28, 2026 at 12:21 AM
quantdiary.bsky.social
September consumer confidence fell. Holiday spending plans get measured next. Survey respondents named rising prices as the reason — not job losses, not weaker hiring.

#quant #stocks
September consumer confidence fell. Holiday spending plans get measured next. Survey respondents named rising prices as the reason — not job losses, not weaker hiring. #quant #stocks
September 27, 2026 at 10:31 PM
quantdiary.bsky.social
Hormuz shipping risks just repriced: no treaty, higher premium per tanker. Trump rejected a proposed deal on the strait; Iran's foreign minister says only negotiation ends the standoff, per BBC.

#quant #stocks
Hormuz shipping risks just repriced: no treaty, higher premium per tanker. Trump rejected a proposed deal on the strait; Iran's foreign minister says only negotiation ends the standoff, per BBC. #qua
September 27, 2026 at 6:12 PM
quantdiary.bsky.social
Saudi Arabia oil exports set a record for the war period — outage included. The barrels went out anyway.

#quant #stocks
Saudi Arabia oil exports set a record for the war period — outage included. The barrels went out anyway. #quant #stocks
September 27, 2026 at 2:45 PM
quantdiary.bsky.social
China US tariff cuts plus the first standing US-China AI dialogue. Signed contracts count too.

#quant #stocks
China US tariff cuts plus the first standing US-China AI dialogue. Signed contracts count too. #quant #stocks
September 27, 2026 at 2:19 PM
quantdiary.bsky.social
U.S.-Canada trade war is repricing beef, pork and chicken right now. A calf born in Alberta can be shipped to Iowa to be fattened, then shipped back to Alberta to be slaughtered — three border crossings, three chances for a tariff to apply.

#quant #stocks
U.S.-Canada trade war is repricing beef, pork and chicken right now. A calf born in Alberta can be shipped to Iowa to be fattened, then shipped back to Alberta to be slaughtered — three border crossin
September 27, 2026 at 1:24 PM
quantdiary.bsky.social
Chicago Fed inflation fight: the pain is in hiring, not headlines. Chicago Fed president Austan Goolsbee says the disinflation fight will be "painful," pointing to hiring plans and pay decisions as where it lands — months before it shows up in any inflation report.

#quant #stocks
Chicago Fed inflation fight: the pain is in hiring, not headlines. Chicago Fed president Austan Goolsbee says the disinflation fight will be "painful," pointing to hiring plans and pay decisions as wh
September 26, 2026 at 6:53 AM
quantdiary.bsky.social
Chicago Fed inflation message, translated: smaller raises, fewer job openings. Chicago Fed president Austan Goolsbee says the disinflation fight will be "painful," pointing to hiring plans and pay decisions as where it lands — months before it shows up in any inflation report.

#quant #stocks
Chicago Fed inflation message, translated: smaller raises, fewer job openings. Chicago Fed president Austan Goolsbee says the disinflation fight will be "painful," pointing to hiring plans and pay dec
September 26, 2026 at 6:40 AM
quantdiary.bsky.social
Nearly 8% off crude in one week pressures exporters' budgets. Five trading sessions gave back the geopolitical premium — the extra per-barrel price markets added for war risk — that had built into U.S. crude. The price came out almost as fast as it went in, per CNBC.

#quant #stocks
Nearly 8% off crude in one week pressures exporters' budgets. Five trading sessions gave back the geopolitical premium — the extra per-barrel price markets added for war risk — that had built into U.S
September 26, 2026 at 12:27 AM
quantdiary.bsky.social
Mortgages: New York Fed rate hike back in play this year. New York Fed President John Williams just said the opposite: another hike before December is "reasonable," per CNBC.

#quant #stocks
Mortgages: New York Fed rate hike back in play this year. New York Fed President John Williams just said the opposite: another hike before December is "reasonable," per CNBC. #quant #stocks
September 25, 2026 at 6:09 PM
quantdiary.bsky.social
Fed bank oversight thresholds moving up affects mid-sized banks, not the largest. Reuters reports the central bank plans to raise the asset threshold that triggers them. No figure has been made public yet.

#quant #stocks
Fed bank oversight thresholds moving up affects mid-sized banks, not the largest. Reuters reports the central bank plans to raise the asset threshold that triggers them. No figure has been made public
September 25, 2026 at 4:37 PM
quantdiary.bsky.social
One number, one source: Eurozone bank lending to businesses halved in August. A company borrowing for stock or a new hire found half the credit on offer. Same bank, same month, half the money.

#quant #stocks
One number, one source: Eurozone bank lending to businesses halved in August. A company borrowing for stock or a new hire found half the credit on offer. Same bank, same month, half the money. #quant
September 25, 2026 at 12:08 PM
quantdiary.bsky.social
US Iran sanctions grounded Iranian flights. Tehran's air routes close now. New US sanctions cut off the fuel and payment channels airlines need abroad — without them, planes don't fly.

#quant #stocks
US Iran sanctions grounded Iranian flights. Tehran's air routes close now. New US sanctions cut off the fuel and payment channels airlines need abroad — without them, planes don't fly. #quant #stocks
September 25, 2026 at 4:41 AM
quantdiary.bsky.social
Hormuz reopening would restore the Gulf's main oil and cargo route. Right now, nothing moves. The strait has been shut under a US blockade, with no alternative route open for oil or cargo out of the Persian Gulf at all.

#quant #stocks
Hormuz reopening would restore the Gulf's main oil and cargo route. Right now, nothing moves. The strait has been shut under a US blockade, with no alternative route open for oil or cargo out of the P
September 25, 2026 at 12:24 AM
quantdiary.bsky.social
Global bond sell off deepens as oil returns to $105. Bond yields — the interest rate governments and companies pay to borrow — are rising as investors sell government debt, while oil trades back above $105 a barrel.

#quant #stocks
Global bond sell off deepens as oil returns to $105. Bond yields — the interest rate governments and companies pay to borrow — are rising as investors sell government debt, while oil trades back above
September 24, 2026 at 12:13 PM