Flipper's place
Market commentator on Telegram (@true_flipper). Focused commentary on IPO flows, AI-related equity issuance, and trading mechanics that affect short-term volatility and cross-listing price dislocations.
Past bets that played out
Highlights a thematic view that the IPO market is re‑heating and an 'AI cashout' is beginning — annual placement plans were roughly $160bn and some AI issuers (example: Cerebras) have enlarged IPO size (upsizes ~+50% vs preliminary figures). The posts suggest IPO activity could approach or exceed 2021 levels (~260bn).
Post (RU) argues prior discussions overstated Starlink profitability; claims SpaceX/Starlink IPO materials suggest telecom/launch services are a smaller share and the real growth narrative is AI, which the author thinks is heavily overstated in the prospectus.
Report (unverified, via Asian media) claims the US and Iran discussed a plan where Tehran would reopen the Strait of Hormuz ~30 days after a deal ends hostilities. The author argues actual physical normalization of oil flows would be slow (tanker cycle times + risk aversion), with a cited view (ADNOC) that even by year-end only ~80% of traffic may be restored. Net: any ‘reopening’ headline may not translate into immediate supply normalization; geopolitics/shipping risk premium could persist for
Report claims a US export-control directive (national security) suspends all access to “Fable 5” and “Mythos 5” by any foreign national anywhere, including foreign-national Anthropic employees. If true, it signals tighter US controls on advanced AI model access/weights and potentially broader restrictions on AI services provided to non‑US persons. However, the named models are not clearly identifiable public products and the underlying directive details are not provided, limiting tradability.
What this channel is watching now
Top tickers under discussion: NDAQ (mentioned 3x), GS (2x), MS (2x), ICE (2x); also coverage of ARKK, HOOD, SMH, NVDA. Typical emphasis is on capital markets, IPO supply, and the trading mechanics that drive day‑one volatility and cross‑listing timing.
Latest videos and market context
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"Мне бы жизнь свою, как кинопленку, прокрутить на 10 лет назад..." MOEX: HOLD MY BEER! После серии отсечек грядущей е...
Пост на русском с эмоциональной подачей: после серии дивидендных отсечек по рынку РФ автор ожидает отсутствие «баунса» (отскока), что «автоматом» сместит рынок ближе к уровню ~1900 (ассоциация с ценами лета 2016). Конкретных компаний/катализаторов не названо.
"Мне бы жизнь свою, как кинопленку, прокрутить на 10 лет назад..." MOEX: HOLD MY BEER! После серии отсечек грядущей е...
Пост на русском про рынок РФ/индекс MOEX: после серии дивидендных отсечек ожидается (или не ожидается) отскок; если «баунса» не будет, автор допускает автоматическое смещение к уровню ~1900 по индексу (аналог «цен лета 2016»). Конкретных эмитентов/катализаторов нет, тезис в основном про технику/уровни после отсечек.
"Мне бы жизнь свою, как кинопленку, прокрутить на 10 лет назад..." MOEX: HOLD MY BEER! После серии отсечек грядущей е...
Пост эмоциональный и общий: после серии дивидендных отсечек по рынку РФ/индексу IMOEX автор допускает отскок, но если «баунса» не будет — ожидает перестановку/снижение ближе к 1900 (уровни как летом 2016). Конкретных компаний, триггеров и тайминга почти нет.
Когда-то уже в прошлой наверное жизни до "новых времен" - ходил на вручение очередное премий российско-снгшным хеджфо...
Фрагмент — личное воспоминание об участии в церемонии награждения российско/СНГ хедж‑фондов «до новых времен». Конкретных рыночных событий, активов, отраслей, катализаторов или проверяемых утверждений для торговых выводов нет (текст обрывается).
Proof-backed call history
Published 13 recommendations/evaluations to date with an average return of -3.10% and a win rate of 38.46%. Coverage has repeatedly flagged larger IPO sizing among AI issuers and potential market‑wide implications if issuance accelerates toward 2021 levels.
CME Group plans to launch a very small oil contract (10 barrels, ~$700 notional) with 24/7 trading starting end of August, aimed at retail participation and competing with crypto venues offering commodity-linked products. This is moderately actionable for CME/derivatives exchange exposure; direct oil price implications are minimal.
CME Group plans to launch a very small oil contract (10 barrels, ~$700 notional) with 24/7 trading starting end of August, aimed at retail participation and competing with crypto venues offering commodity-linked products. This is moderately actionable for CME/derivatives exchange exposure; direct oil price implications are minimal.
Источник (на русском) описывает, что «быки» по золоту приуныли после резкого снижения прогнозов Deutsche Bank и Goldman Sachs. Далее — в основном анекдот про поведение sell-side аналитиков в бычьем/медвежьем рынке (частые апгрейды в бычьем и даунгрейды в медвежьем), без новых конкретных данных по золоту, уровням цен или срокам.
Источник (на русском) описывает, что «быки» по золоту приуныли после резкого снижения прогнозов Deutsche Bank и Goldman Sachs. Далее — в основном анекдот про поведение sell-side аналитиков в бычьем/медвежьем рынке (частые апгрейды в бычьем и даунгрейды в медвежьем), без новых конкретных данных по золоту, уровням цен или срокам.
Источник (на русском) описывает, что «быки» по золоту приуныли после резкого снижения прогнозов Deutsche Bank и Goldman Sachs. Далее — в основном анекдот про поведение sell-side аналитиков в бычьем/медвежьем рынке (частые апгрейды в бычьем и даунгрейды в медвежьем), без новых конкретных данных по золоту, уровням цен или срокам.
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options (net length down 94,763 contracts to 114,128) in week ending Jun 16, driven by lower long-only and higher short-only positioning. This is typically a near-term bearish/volatility signal for Brent-linked assets, though it can also set up for short-covering if fundamentals tighten.
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options (net length down 94,763 contracts to 114,128) in week ending Jun 16, driven by lower long-only and higher short-only positioning. This is typically a near-term bearish/volatility signal for Brent-linked assets, though it can also set up for short-covering if fundamentals tighten.
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options (net length down 94,763 contracts to 114,128) in week ending Jun 16, driven by lower long-only and higher short-only positioning. This is typically a near-term bearish/volatility signal for Brent-linked assets, though it can also set up for short-covering if fundamentals tighten.
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options (net length down 94,763 contracts to 114,128) in week ending Jun 16, driven by lower long-only and higher short-only positioning. This is typically a near-term bearish/volatility signal for Brent-linked assets, though it can also set up for short-covering if fundamentals tighten.
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options to 114,128 for week ending Jun 16, driven by lower long-only and much higher short-only positions. Comment notes the data cut-off excludes later-week volatility (“the passions didn’t enter the statistics”).
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options to 114,128 for week ending Jun 16, driven by lower long-only and much higher short-only positions. Comment notes the data cut-off excludes later-week volatility (“the passions didn’t enter the statistics”).
CFTC-style positioning update: money managers sharply cut net-long Brent crude futures/options to 114,128 for week ending Jun 16, driven by lower long-only and much higher short-only positions. Comment notes the data cut-off excludes later-week volatility (“the passions didn’t enter the statistics”).
About this channel
Flipper's place posts concise market observations on Telegram (@true_flipper), focusing on primary issuance dynamics, IPO microstructure, and the implications of concentrated AI fundraising for market liquidity and risk appetite.
@true_flipper
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