Method. Weekly taste levels from Qloo
/v2/trending (log change in
population_percentile), one affinity-weighted basket per sub-sector from Qloo
/v2/insights, every name in the book excluded from every basket. Per holding:
OLS of
the aligned weekly returns on SPY and
its sub-sector's basket. The basket coefficient is the cultural beta; standard errors in grey;
ΔR² is the gain over the market-only fit.
How to read this desk.