Category: risk parity
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.””
Like Hannibal Smith, Nomura’s Charlie McElligott ‘Loves It When A Plan Comes Together’
Fresh off Tuesday’s sweeping assessment…
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…