“Recent oversized loss in response to a relatively minor sell off suggests a substantial overweight: A 20bp rise in rates has produced comparable losses as a 50bp sell off across the presidential elections in November.”
Category: CTA
‘The Real Fun Is Just Beginning’: Quants Stare Blankly At Worst Losses In 10 Years
It’s been a long time coming, but the week(s) of reckoning have finally come for
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
Investigating The Market’s “Nightmare Scenario”
Right, so one thing people are becoming increasingly concerned about is the extent to which
Hellz Yeah! European Stocks Explode, US Set To Rally As Market Celebrates Macron
The final tally was Macron 23.75%, Le Pen 21.53% and to say markets are relieved
“This Is No Different” From 1987: Is Marko Kolanovic Right?
“When an institution allocates to a momentum strategy in the hope of cushioning itself from stock market downdraughts it is really commissioning someone to sell stocks on its behalf into a falling market.”
You must be logged in to post a comment.