Nomura’s McElligott Talks Flow Catalysts As VaR Shock Fades, Markets Eye Stimulus, Recession
“…despite everybody knowing this is just the beginning of a horrific few months of data to come.”
Category: VIX
Nomura’s McElligott: The Fed Is Now ‘Chief Risk-Taker And CIO’ (And Other Fun Market Notables)
So much to backstop, so little time.
After ‘Great Liquidity Crisis,’ JPMorgan’s Kolanovic, Nomura’s McElligott Look Back And Ahead
“Many aspects of this crisis have played out in-line with our prediction”.
‘There Are Calls For A Market Closure To Stop The Bleeding’
“Equities players voice no desire to even think about playing offense”.
Unshackled!
“…daily amplitudes not seen since 2011.”
‘Cross-Asset Pandemonium’: Market Crash Triggers Circuit Breaker On Black Monday For Wall Street
“Describing the conditions as turbulent is an understatement”.
Nomura’s McElligott: ‘Last Of The Generals’ Falls, As Legacy ‘100%’ CTA Nasdaq Long Up In Smoke
“CTA ‘trigger’ levels for equities will increasingly matter again”…
And I’ll Dance With You In Vienna.
“There’s a tree where the doves go to die”…
We’re All Momentum Traders Now
“We are all subject to the same risk management parameters.”
Nomura’s McElligott: ‘One Left Tail Down, One To Go’
The ever-present COVID-19 tape bomb risk notwithstanding…
Sometimes, The Entire Edifice Simply Implodes
“Which investors drove this selloff?” Another market “whodunnit”.
What Just Happened? The Historic Selloff Explained By Nomura’s Charlie McElligott
Stability breeds instability.