10Y central banks CTA inflation risk parity

Commodus And The Tantrum Tail Risk

Those are the dominoes. Don't tip one.

Those are the dominoes. Don't tip one.
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2 comments on “Commodus And The Tantrum Tail Risk

  1. Anonymous says:

    inflation surprise seems to be the most common concern, as common as the knowledge that stocks will go up nicely again next year. automation, the amazon effect, and general underemployment are keeping costs low…no surprise inflation is going to occur.

    this morning kramer claimed an inverted yeild curve will mean nothing. today’s wsj says japan will very much slow their QE program, the fed already is, and the ecb also already is having cut in half their monthly bond purchases. its all relative, going from a nice flow to much less flow is akin to outright tightening…theres just a lag time we need to identify.

  2. […] cycle expansionary fiscal policy) could end up triggering just the kind of inflation shock that was at the top of everyone’s “tail risk” lists headed into […]

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