January All Over Again?
Back to the “melt-up”.
Category: risk parity
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.”
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Retail Investors Turn Net Sellers Of Global Stocks For First Time Since October 2016
Half full, or half empty?
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‘Investors Have Been Struggling To Make Money This Year’: One Bank Details A ‘Tricky’ Environment
“Milk was a bad choice”.
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Good News: Marko Kolanovic Still Sounds Pretty Bullish
Gandalf. Need more Gandalf.
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Marko Kolanovic Is Back: ‘Systematic De-Leveraging Is Behind Us’, Markets To Rally
All clear!
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Quant Crash: Human-Robot Blame Game Escalates As CTA, Risk Parity Scapegoating Reaches Fever Pitch
To fear them or not to fear them?
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How Much Did CTAs And Risk Parity Sell During The Friday-Monday Bloodbath?
There are lingering questions.
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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?
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Nightmare: Goldman Explains How VIX ETPs Activated The Doom Loop On Monday
“Come play with us Danny”…
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Commodus And The Tantrum Tail Risk
Those are the dominoes. Don’t tip one.
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Nobody Worry, Because The Dallas Fed Has Its Eye On ‘These So-Called Risk Parity Funds’
“And I’ve learned when they do build, they can build very quickly, so we have to be very vigilant about this.”
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‘And Yet Here He Is, Laying It All Out Again’: Jim Grant Is Bearish On Ray Dalio.
“They are not investing. Yet here he is, laying it all out to the world again – necessarily doing less of his day job than he would otherwise do.”
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You Still Have Made a Choice: The 5 Things that Matter
“It may not be optimal to own the most diversified portfolio you can possibly own, because anti-diversifying decisions might, in fact, be worth it. But it is exactly that thought process that must become part of our code as investors. It’s OK to turn down a free lunch, but you’d damn well better know that what you’re going to spend your money on is better.”
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‘I Come Back To You Now’: Kolanovic Returns, Everyone Panics
“…at the turn of the tide.”