Category: CTA
The Usual Suspects And A Theory On Global Macro Funds
Selloffs following record highs should probably be viewed as some semblance of cathartic, but that’s not the way people think about things in the post-crisis world.
‘Gamma Gravity’ And A Literal ‘Red’ Alert ‘Psyche Shift’
Latent “strike risk” – if you will.
January All Over Again?
Back to the “melt-up”.
Nomura’s Charlie McElligott Outlines The ‘Two-Speed’ Research Thesis For A ‘Vol-Centric World’
“The changes, the inflections that are made happen unemotionally and happen with significant leverage behind them.”
New From Epsilon Theory: The Many Moods Of Macro
“At their core, most macro models are central banking models and macro managers are carry investors. They willingly tied themselves to success in predicting bank actions, and in so doing had a wonderful stretch of good returns and low correlations with stocks.”
Where Are The Institutional Investors When You Need Them?
Who is going to buy these goddamn stocks?
One Analyst Suggests CTAs Face Existential Crisis After February Quant Quake
“In fact, the opposite happened during February’s correction.”
Good News: Marko Kolanovic Still Sounds Pretty Bullish
Gandalf. Need more Gandalf.
Quant Crash: Human-Robot Blame Game Escalates As CTA, Risk Parity Scapegoating Reaches Fever Pitch
To fear them or not to fear them?