These ‘Crucial’ Levels Matter Most In News-Driven Market
In early February, one bank’s equity derivatives team suggested market participants were assigning too much
Search Results for: doom loop
Equity Market Liquidity Has (Almost) Never Been Worse
Early last month, three weeks prior to Russia’s invasion of Ukraine, Goldman called liquidity the
Dealer Gamma As Modern Market Structure’s ‘Core Truth’
Last week, I talked a bit about market depth and a seemingly acute dearth of
Nomura’s McElligott On A ‘Messy’ Nasdaq Amid Duration Drama
“This further acceleration in the rates selloff is re-triggering the same point I’ve made in
Nomura’s McElligott: ‘The VIX Is Broken — Again’
“From a Vol market perspective, the issue is that the VIX is broken — again,”
Back To The Tinderbox
Headed into December, one key part of the year-end, melt-up thesis is that realized volatility
Gather ‘Round Children, It’s Time For A Liquidity Ghost Story
“If Democrats take control of the Senate after the January 5th Georgia runoff elections, our
‘We Need To Re-Evaluate Our Understanding Of Volatility’: The Babadook Revisited
To be sure, we had ample warning.
So You Wanna Be A Grizzly Man?
It’s perilous.
March Madness: How The Treasury Market Blew Up
Over the past several weeks, central banks globally have been keen to emphasize the extent
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”.
Gamma Drop-Off Offers Hope, But Now We Know: The Babadook Is Real
You can’t get rid of the Babadook.
Unshackled!
“…daily amplitudes not seen since 2011.”
We’re All Momentum Traders Now
“We are all subject to the same risk management parameters.”
The Cat’s Out Of The Bag.
Traders have questions.
REDRUM.
Pavlov is still missing.
‘El Chop-o’ And What May Be Next, According To Nomura’s Charlie McElligott
Daisy chains, knock-ons and seasonals amid the macro melee.
EU Officially Comes For Italy
“We’re not concerned.”
Trump-O-Nomics, Italian Style
“What I care about is a Trump-like revolution.”
‘Shut Up And Get To Work’: The World Is Underestimating Matteo Salvini
“That’s the final warning.”
The Acquittal Of Fear: How The Financial Crisis Changed Our Perception Of Reality
“Fear has been elevated to a new heuristic.”
‘A Delicate Moment’: IMF Laments Slowest Pace Of Global Growth In A Decade
“…there are many downside risks.”
‘NIRP Mania’ And A Record Streak Of Negative Data Surprises
More bond markets “gone mad”.
Oh, Good: ‘Global Recession’ Tops Worry List In Closely-Watched Credit Survey
Don’t worry, China will save us.
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