Markets momentum stocks value volatility

Marko Kolanovic Again Warns Of Potential ‘Crash’ In Low Volatility Stocks, Flags Massive CTA Commodity Short

"Low volatility crowding turned the conventional economics upside down".

"Low volatility crowding turned the conventional economics upside down".
This content has been archived. Log in or Subscribe for full access to thousands of archived articles.

1 comment on “Marko Kolanovic Again Warns Of Potential ‘Crash’ In Low Volatility Stocks, Flags Massive CTA Commodity Short

  1. Question for the enlightened readership (or authorship). Does anyone have a reliable definition of value and low-volatility, or failing that, do we know what definitions Kolanovic uses in his analysis? When I look at the value and low-volatility ETFs for US large caps , the holdings seem to vary within each of those categories quite markedly.

Speak On It

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Skip to toolbar