Bridgewater ‘Tweaks’ Risk Parity Model, Moves Into Gold As Bonds Get More Risky
“Is risk parity dead?” probably isn’t the right question. In the same vein, “the end of 60/40” likely isn’t theContinue Reading
Category: risk parity
Are 60:40 And Risk Parity Funds Doomed? (And The Two Weeks Gold Bulls Like To Forget)
Are 60:40 and risk parity funds “doomed”? It’s a question worth considering in a world where bond yields don’t haveContinue Reading
March Madness: How The Treasury Market Blew Up
“…market monitoring should look beyond current conditions and ask the ‘what if’ questions.”
As Virus Deaths Climb, Equity Positioning Drops To All-Time Low. Cue Helicopter Money
“The package is coming in at about 10% of GDP. It’s very large”.
Gamma Drop-Off Offers Hope, But Now We Know: The Babadook Is Real
You can’t get rid of the Babadook.
‘When Risk Parity Goes Wrong’ And The Coming ‘New World Order’
“I believe that investors are realizing that, in fact, this dual ‘Left Tail’ is now clearly about to dictate a ‘new world order'”.
‘We’re Living In A Black Swan Scenario’: Equity Positioning Just Plunged To GFC Lows
There have only been two other periods characterized by these kinds of wild swings: The GFC and the Depression.
QE Has Returned. And The Risk Parity Kraken Has Been Unleashed.
The drama continues.
1987
It looks as though it’s time to finally exorcise all our post-crisis demons.
Oh Well, There’s Always Crypto…
“…at least optically.”
Nomura’s McElligott: ‘Carry Mania’ Is Back As Central Bank Vol. Suppression Returns ‘With A Vengeance’
“It all comes down to the renewed ‘Carry is King’ worldview in light of central banks being scared of their own shadows.”
‘Boom!’ Nomura’s McElligott Talks Possible Breakdown In ‘Bond Love Affair’ Ahead Of ‘Ides of March’ Risk For Stocks
“… it sets up a dangerous dynamic where ‘late-comers’ are forced-in.””