Funds Trapped In ‘Doom Loop’ Amid ‘Spot Up, Vol Up’ Trade
Some unlucky folks on the buy-side might be trapped in a “doom loop” with little
Search Results for: doom loop
‘Agnostic’ Sellers: The ‘Doom Loop’ During The Pandemic
Name something more potentially dangerous than “a large, fundamentals-agnostic, owner of equities.” Go ahead, I’ll
Commodities Stand Corrected As Demand Destruction Doom Loop Beckons
Coal mine canaries?
Nightmare: Goldman Explains How VIX ETPs Activated The Doom Loop On Monday
“Come play with us Danny”…
‘The Biggest Risk Is A Quick SPX Selloff At The End Of The Day’: It’s Time For A ‘Doom Loop’ Update
“Come and play with us, Danny”…
Market Doom Loop Update: Risk From VIX ETPs, CTAs Flashes Red
It’s all about “loops” and “spirals” these days.
‘The Automatic Flow That Poses The Most Immediate Risk Is VIX ETPs’: Goldman Takes On The ‘Doom Loop’
When the proverbial shit hits the fan, don’t blame risk parity and the trend followers. Rather, point the finger at the Target manager next door.
Doom Loop Update: VIX ETP ‘Risk’ Remains High
According to the latest read on this, the potential for an ETP rebalance to cause problems is still near record highs.
‘The Risk Remains Large’: Updating The VIX ETP ‘Doom Loop’
“With VIX futures several points below their historical average, a several point move would not be a tail scenario.”
The Doom Loop Is Back: ‘VIX ETP Risk’ Hits All-Time High
“This vega-to-buy is at a record highs, almost doubling since mid-July on inflows to short VIX ETPs.”
The ‘Doom Loop’: How VIX ETPs Exacerbated Last Week’s Vol. Spike
That is all kinds of precarious for all kinds of reasons that should be obvious to anyone with any sense.
A Nightmare On Wall Street – Updating The Feedback Doom Loop (Again)
Listen, there is a non-negligible chance that you have unwittingly sowed the seeds of this
A Nightmare On Wall Street – Updating The Feedback Doom Loop
Remember “Investigating The Market’s ‘Nightmare Scenario’”? Of course you don’t. That post is from May
The Chinese Capital Flight Doom Loop & Why A One-Off Depreciation Could Cause A Crisis
” We take the contrary position and believe that a big devaluation might turn out instead be the final straw on the camel’s back of China’s credit bubble, leading to an even greater crisis.”
‘You Can Feel It Turning’: Stock Melt-Up Takes A Toll
Increasingly, funds are concerned they might miss the proverbial boat, and one bank’s client conversations
UK’s Economic Nightmare Rolls On
The UK’s inflation problem isn’t getting better. “These figures reaffirm exactly why we must continue
Bank Of England, Markets 1. Truss 0.
Bank of England governor Andrew Bailey deserves plaudits. I guess. Earlier this week, while speaking
Markets Are Sick. QT Is Dead
“Signs of sickness are growing in markets,” Nomura’s Charlie McElligott said Tuesday. It was a
UK Financial Crisis: Analysts Weigh In On ‘Calamity’
I doubt I was alone Monday in scouring the thesaurus for adjectives sufficient to convey
ECB Rendered Irrelevant By War, Energy Crisis
The ECB delivered a 75bps rate hike on Thursday, but it could’ve just as easily
These ‘Crucial’ Levels Matter Most In News-Driven Market
In early February, one bank’s equity derivatives team suggested market participants were assigning too much
Equity Market Liquidity Has (Almost) Never Been Worse
Early last month, three weeks prior to Russia’s invasion of Ukraine, Goldman called liquidity the
Dealer Gamma As Modern Market Structure’s ‘Core Truth’
Last week, I talked a bit about market depth and a seemingly acute dearth of
Nomura’s McElligott On A ‘Messy’ Nasdaq Amid Duration Drama
“This further acceleration in the rates selloff is re-triggering the same point I’ve made in
Nomura’s McElligott: ‘The VIX Is Broken — Again’
“From a Vol market perspective, the issue is that the VIX is broken — again,”
Back To The Tinderbox
Headed into December, one key part of the year-end, melt-up thesis is that realized volatility
Gather ‘Round Children, It’s Time For A Liquidity Ghost Story
“If Democrats take control of the Senate after the January 5th Georgia runoff elections, our
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