Mad Greeks.
On Wednesday, we brought you some highlights from the latest note emanating from the digital pen of JPMorgan's Marko Kolanovic, who endeavored to lay out the "liquidity-volatility-flows feedback loop" for anyone who (still) doesn't quite grasp the nexus.
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Marko Kolanovic Explains The ‘Liquidity-Volatility-Flows Feedback Loop’
Part of that analysis found Marko reminding everyone that "the largest of all systematic flows by size and impact is that of index options hedging.
Any chance we could get a 12- or 20-year chart on the long/short beta? I’d love to see the long term but I don’t have access to the terminal.
Nevermind. Found a version in Macrovoices’ chart book for the week if anyone else was interested.