Is “Tantrum” Risk Rising Behind The Scenes?

Is “Tantrum” Risk Rising Behind The Scenes?

So this is something that's worth watching... We've said time and again that investors would do well to remember what risk parity knows all too well. Namely that you really, really need a negative stock-bond return correlation when vol spikes and there's blood in the water in one asset class or the other. Why? Simple: if everything's moving in the same direction, there's no buffer in a drawdown. Remember, there was a moment last September where it looked like this was in jeopardy. As Deutsche
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