Any takers?
Category: volatility
‘There Are Calls For A Market Closure To Stop The Bleeding’
“Equities players voice no desire to even think about playing offense”.
‘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.
The Treasury Market Is Broken. ETFs Are Cracking. Risk Parity’s ‘Footprints’ Have Been Spotted.
“USTs are a ‘broken market’”, Nomura’s Charlie McElligott writes, in a Thursday note recapping some
Unshackled!
“…daily amplitudes not seen since 2011.”
After The Crash, Nomura’s Charlie McElligott Looks Ahead
“Peak calamity”. Now what?
‘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.”
Depth Charge And The Biden Affair
“…since the beginning of the COVID-19 panic, there’s been a ~90% plunge in futures market depth.”
Nomura’s McElligott: ‘One Left Tail Down, One To Go’
The ever-present COVID-19 tape bomb risk notwithstanding…
Nomura’s McElligott Explains The Market’s ‘Embedded Short’, Looks Ahead
And yet, through it all…
The Cat’s Out Of The Bag.
Traders have questions.
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.
All Bets Are Off.
“Unimaginable violence” and emergency intervention…
‘Previously Unthinkable’ CTA Deleveraging ‘In Play’, As Legacy ‘Long’ Signal Vulnerable: McElligott
The last few days have made the unthinkable suddenly thinkable.
Nomura’s McElligott: This Is ‘The Next Battle In Equities’
And, as an aside, “Bernie Sanders matters”.
Werewolves, Emergency Rate Cuts And Peak COVID-19 Panic
A watershed moment?
‘All Roads Lead To Lower Rates’: Kocic
“The least ambiguous trade”…
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