Why We’re ‘More Vulnerable Now’: Modern Market Structure Meets Low ‘Ammo’
Fragility and a lack of policy breathing room.
Category: risk parity
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.
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.”
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?
How Much Did CTAs And Risk Parity Sell During The Friday-Monday Bloodbath?
There are lingering questions.
This Has Only Happened To 60/40 Portfolios And Risk Parity 5 Times In 27 Years…
What does it mean to be “diversified” when everything is expensive?
Nightmare: Goldman Explains How VIX ETPs Activated The Doom Loop On Monday
“Come play with us Danny”…
Commodus And The Tantrum Tail Risk
Those are the dominoes. Don’t tip one.