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Demand Destruction
Sentiment was muted Tuesday, as investors searched for something to latch onto in the void before US
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Risk in markets appeared elevated- potential returns not so much. A traditional view of the mean variance model would suggest that risky assets are worth somewhat less than before- that correction has already happened in a number of corners of financial markets (riskier market segments such as high growth/high beta/lower earning speculative stocks, crypto, chinese equities/real estate….. etc.). Question is will this spread more broadly into credit and higher grade equity segments?
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