Markets stocks volatility

Nomura’s McElligott On ‘Classic Short Gamma’ And $62 Billion In Potential Vol. Target Fund De-Risking

Just another example of why it's crucial to understand the dynamics driving the price action.

Just another example of why it's crucial to understand the dynamics driving the price action.
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2 comments on “Nomura’s McElligott On ‘Classic Short Gamma’ And $62 Billion In Potential Vol. Target Fund De-Risking

  1. The SPX expected move was ~52 for this week and we bounced off it three times yesterday so looks like support. If we break through, watch out below.

  2. Useful short term signals. Especially with some buy-backs suspended for earnings season. But, sorry, buy backs still overwhelm other flows.

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