‘Forced Selling’ On The S&P? Here Are The Numbers
In "Waiting For Inflation," I noted that potential vol control de-leveraging is still a subplot worth watching in the equities space.
That probably understates the case. The exposure add in 2023 has vol control cohorts sitting with a very high equity allocation, and with base vol as low as it is, it wouldn't take much in the way of movement to destabilize that exposure.
Notwithstanding a few interesting days courtesy of a lively long-end in the US Treasury curve, there's been no real range exp
What an amazing coincidence that someone at Bloomberg keeps coming up with the same ideas for articles as you! It’s even crazier that by pure chance, you have the idea first and them second. What are the odds???