Back on December 29, in "Trump, Machines And Markets: A Willing Suspension Of Disbelief", I talked at length about the extent to which some in the quant community (i.e., some who employ quantitative strategies) were engaged in an increasingly desperate-sounding effort to convince the investing public that systematic flows don't have a meaningful impact on markets.
That effort, I argued, stems at least in part from self-preservation concerns and an effort to stave off the inevitable in terms of heightened scrutiny from regulators.
We have of course written voluminously on the subject over the course of this site's relatively short existence and one overarching goal of our coverage is to provide a take that's some semblance of credible, a goal that permeates everything we write on markets. As mentioned in "Depth Charge, Gamma Gravity And A Dark, Twisted Fantasy Come True", one of the other publicly-available portals that does a fairly decent job covering the impact of systematic flows long ago became a victim of its own success, succumbing to the allure of clickbait vis-à-vis their political commentary and general market coverage at the expense of veracity. An unfortunate side eff
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