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Deutsche’s Kocic On ‘5 Major Crises’ And ‘The Big Whipsaw Of 2020’
"Markets are not behaving in a conventional way, in any historical, traditional or logical metric ev
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Admire the creativity in Kocic’s approach….I think when you empty the toolbox onto the floor looking for the elasticity needed in a time of crisis there is a definite propensity to generate somewhat disorganized chart data like he demonstrates…GOOD POST …
This must be wreking havoc on the returns at funds using momentum models
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One of your best posts for a while.
Very good article and well summarized. Re Figure 3: structural shift in IG credit spread may be due to structural Treasury shift. While Fed may not buy them below zero, investment grade may approach zero
Just looking for a bit of negative beta