Averting The Worst-Case, Calling The Top, And Prepping For Vol. Events
Earnings season isn’t turning out as dire as expected. That statement is both true and absurd — akin to suggestingContinue Reading
Category: VIX
Nomura’s McElligott: Systematic Strategies Helping Drive Rally As CTAs, Vol-Control Mechanically Buy
“With the simple mathematical reality of realized volatilities over short-term (trailing) windows likely collapsing lower under their own prior weight, it wasContinue Reading
The Final Leap: America’s Overlapping Crises May Make Fed Stock Buying Inevitable
“If you don’t think that the mechanical processes that have been worked out over the course of the past monthContinue Reading
Deutsche’s Kocic On ‘5 Major Crises’ And ‘The Big Whipsaw Of 2020’
“Markets are not behaving in a conventional way, in any historical, traditional or logical metric even when one includes theContinue Reading
Fast and Furious.
2020 is not a year during which you can write off indeterminacy using that old adage: “There’s always uncertainty”.
Nomura’s McElligott: The Machines Are Getting Long And Covering Shorts In Real-Time
“Remember my generic thinking on these strategies: ‘Volatility is the exposure toggle.'”
‘We Need To Re-Evaluate Our Understanding Of Volatility’: The Babadook Revisited
To be sure, we had ample warning.
Nomura’s McElligott On ‘Big Deal’ Trend Inflections And June Sequencing
“…a broader distribution of outcomes [and] a wider range thereafter”.
Unshackled (Redux): Nomura’s McElligott Sees Potential For Wider Price Moves Next Week
Prepare for a possible ‘unclenching’.
Characteristically Surreal.
“If you don’t [think] the Fed is buying stock ETFs on the next market shock, you are wrong.”
With Stocks In ‘No Man’s Land,’ Nomura’s McElligott Delivers Summer Outlook, ‘Roadmap’ For Second Half
The summer fade, and a possible bounce thereafter.
Nomura’s McElligott: New US-China Fight Could Be ‘Dreaded Macro Shock-Down Catalyst’
Just when you thought it was safe…
Nomura’s Charlie McElligott Explains Why Stocks Rallied In Face Of Depression
These are modern markets. You must learn to speak the language.
