Goldman Goes Full-Kolanovic: Warns Systematic Strats Are Overexposed, Will Exacerbate S&P Selloff

Goldman Goes Full-Kolanovic: Warns Systematic Strats Are Overexposed, Will Exacerbate S&P Selloff

Marko Kolanovic. You know the name. He's Gandalf. Nostra'quant'mus. JPMerlin. If you frequent these pages, you're well acquainted with Marko. He's JPMorgan's quant wiz and his star has risen over the past several years along with the market's interest in the systematic strats he covers. More specifically, Kolanovic likes to shed light on the shadowy corners of the market inhabited by programatic "devils" like CTAs (the "trend followers"), risk parity (who is having a tough go of it as stock-b
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2 thoughts on “Goldman Goes Full-Kolanovic: Warns Systematic Strats Are Overexposed, Will Exacerbate S&P Selloff

  1. Good job on this article, thanks for staying on point.. This is a much better use of your time and ours… you can connect with your readers or you can bitch and whine about Trump, but you can’t have it both ways.

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