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…
Category: risk parity
As Chanos Warns On ‘Fragility’, Goldman Tells You Where The Tail Risks Are
Putting some nuance on Jim’s “fragility” warning and “chasing tail” with Goldman.
‘Sad Nonsense’: A ‘Whodunit?’ Guide To Tuesday’s Wall Street Mayhem
Line up the usual suspects.
Why We’re ‘More Vulnerable Now’: Modern Market Structure Meets Low ‘Ammo’
Fragility and a lack of policy breathing room.
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.