![A Big Source Of Systematic Stock-Buying Is Back. Will It Matter?](https://i0.wp.com/heisenbergreport.com/wp-content/uploads/2024/08/BullRobotAug222024Green.jpg?fit=1152%2C655&ssl=1)
A Big Source Of Systematic Stock-Buying Is Back. Will It Matter?
This'll seem a bit repetitious to some readers, but it's worth another mention: Vol control strategies have only just begun to add back risk exposures purged during this month's growth scare.
I've been over this several times in recent days, and while I don't want to belabor the point, trailing realized is starting to roll over, and that's the crux of the issue.
Have a look at the figure below, which shows both 10-day and one-month rVol.
The shorter lookback already collapsed. But one-month
I’m guessing buyback blackout window shuts again in September?
Well, blackout starts around ~Sept 13