Is margin debt the secret to timing the stock market? In this deep dive, we explore whether tracking investor borrowing behavior can give us an edge in predicting SPY movements. We analyze historical data, compare trend-following strategies, and see if combining price and margin debt insights leads to smarter investing.

Join us as we break down the numbers, discuss risk-adjusted returns, and ask the big question—what other real-time signals could improve market predictions? Don’t miss this fascinating look at market sentiment and strategy!

Find the full research paper here: https://community.quantopian.com/c/community-forums/can-margin-debt-help-predict-spy-s-growth-bear-markets-quantpedia

For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.

Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.