CTA quant volatility

A Nightmare On Wall Street – Updating The Feedback Doom Loop

Remember “Investigating The Market’s ‘Nightmare Scenario'”? Of course you don’t. That post is from May and you’ve been drunk slept
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2 comments on “A Nightmare On Wall Street – Updating The Feedback Doom Loop

  1. Oh well, the whole thing could collapse. Look, a balloon. Nothing to see here. Almost 9:30. Time to BTFD and short vol. Nobody seems to be listening.

  2. Sometimes when the fire drill is pulled, you find that some exits are blocked (few buyers).

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