algos bonds CTA FANG Markets S&P 500 stocks volatility


It's autopsy time.

It's autopsy time.
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1 comment on “Post-Mortem.

  1. How can anyone really know positioning? CTAs, HFs (quant, fundy), plain vanilla. And how they roll up. I don’t believe there is a roll up of prime brokers etc. so how can these guys know positioning? Say i am long calls at Citi but short at Goldman. Citi guessesi might be long and Goldman guesses I might be short. And i dont tell either where I am at. Guessing maybe but really know? Of course if enough money follows it it can be self fulfilling and be made to look right but I am just not buying the positioning. Count me as skeptical. Not a biz model I would stake my money or career on. I’ll stick to fundamentals, technicals and events.

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