Guess what, sports fans?
Category: CTA
‘We’ve Squeezed The Max Amount Of Blood From The Stone’: Why Nomura’s McElligott Sees A ‘Re-Correction’
“I see scope for Spooz to revisit 2525 level over the next two weeks.”
Here’s An Hour-Long Interview With Nomura’s Charlie McElligott
“…what is important to note here are a number of things.”
Narrative Check: Brexit, Trump, China Stimulus And An Update On Charlie’s CTA Model
Ok, it’s time for “narrative” check – as it were.
Sophia Don’t Fail Me Now: One Bank Worries ‘Algo Rally’ Will ‘Run Out Of Steam’
Who knows – maybe ask Sophia.
Nomura’s McElligott Outlines The Gap Higher ‘Force-In’ As Risk ‘Foams At The Mouth’
Don’t fade the risk rally just yet.
Amid The Volatility, Here’s The Latest From Marko Kolanovic, Goldman On Systematic Flows And Liquidity Provision
The phenomenon is not only real, but in fact pervasive. There are, of course, caveats…
Nomura’s McElligott Tells You ‘Why We’re Here’ And Where He Thinks We’re Going
“This seizure-like behavior isn’t endearing risk-taking in the final days of 2018″…
As Chanos Warns On ‘Fragility’, Goldman Tells You Where The Tail Risks Are
Putting some nuance on Jim’s “fragility” warning and “chasing tail” with Goldman.
A Behind-The-Scenes Look At The Great November Oil Collapse
If you’re in the mood for more CTAs and gamma effects, you’re in luck.
‘Sad Nonsense’: A ‘Whodunit?’ Guide To Tuesday’s Wall Street Mayhem
Line up the usual suspects.
Post-Mortem.
It’s autopsy time.
On Wall Street: Midday Massacre
So much for the G20 bounce.
‘Greeks’ In Argentina, ‘Systematic’ Chaos And A Binary Nightmare In Buenos Aires
“It’s gonna be mental.”
Synthetic Short Gamma, More CTA Levels And ‘The Moment Everything Broke’
“The local pain-trade remains Equities higher.”
As G20 ‘Binary Nightmare’ Looms, Here Are The Key CTA Levels To Watch
“Yeah…this is gonna be a binary nightmare to trade.”
Bear Market Bounces And CTA Pinball Ahead Of Event Risk-Strewn Calendar
“This risk then becomes that today’s CTA Equities re-leveraging sees another de-leveraging wave”…
Why We’re ‘More Vulnerable Now’: Modern Market Structure Meets Low ‘Ammo’
Fragility and a lack of policy breathing room.
Marko Kolanovic Lists Multiple Bullish Catalysts For Stocks Following Midterms
“We still think that the market will move higher into the year-end, and investors may have to participate on the upside.”
‘Max Pain’: Nomura’s McElligott Calls For ‘Broad Based’ Stock Rally
Brace yourselves.
‘Spastic Spooz’: An (Implicit) Short Gamma Odyssey
“Hello Dave”.
This ‘Freakout’ Isn’t The ‘Big One’ – That Comes Later: Nomura’s McElligott
The ‘main event’ comes in 2019.
Robots Are Screaming ‘Fire’ In A Crowded Theatre
This should come as no surprise.
Marko Kolanovic: Systematic Flows Largely Explain This Week’s Price Action
“Many macro fundamental narratives were presented to explain the price action the past week, but”…
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