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

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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.

Quant Radio: Can Margin Debt Help Predict SPY’s Growth?