Earnings season isn’t turning out as dire as expected. That statement is both true and
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
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
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
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.
Collapse In Vol Of Vol Shows ‘Grab For Tails’ Out Of Steam, Nomura’s McElligott Says, As Stocks Try To Normalize
“If you’ve learned anything post-crisis…”
Depressions Used To Mean Something.
“Black & white memories”.
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.”
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”.
‘It’s Bad’
Pride goeth before destruction, and an haughty spirit before a fall.
‘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 CircuitĂ‚Â 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”…
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