I have a friend who has one, and he's constantly moving and playing, but he can have a little attitude at times. He'll warn you most of the time, but sometimes he'll just bite (hard).
I don't have any first-hand experience with them, but a different friend breeds parrots and when I was trying to figure out what kind of bird to get a couple of years ago, I was considering a caique, and he suggested that I re-think that idea. He said he just doesn't like their personality changes.
My friend'scaique is "conure loud", but he doesn't really make all that much noise. Now someone that has them might be able to tell you different things. This is only what I got from my two friends.

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Sydney Alex Tiki Chiquita Luna Devon Rogan

Caiques can be be quite a handful sometimes. They are very playful but can be very unpredicatable and aggressive. My worst bite was from a caique that flew to my face to bite but thankfully missed and bit my hand instead. Personally I would go with a conure instead.

I've had Puck for a couple months now. He seems to have a "period" or something where he's moody for a few days, but then he gets over it, and it's sweet most of the time. I'm very happy with my little buddy!