Search Results for: risk parity

Goldman’s Scott Rubner is “back on all-time high watch.” Writing Monday at the beginning of

We know systematics — pejoratively “the machines,” accurately, and in order of speed, CTAs, target

The Nasdaq 100 just had a very, very bad day. July 24 counted as the

Headed into this month, investors were running higher stock exposure than they were last summer,

All eyes were once again on the rates complex Thursday, as traders and investors of

In “Waiting For Inflation,” I noted that potential vol control de-leveraging is still a subplot

“We retain a firmly negative stance in equities.” So said JPMorgan analysts led by Marko

Market pricing for prospective Fed cuts in the back half of 2023 is indicative of

The systematic crowd has done all it can. The burden of sustaining the equity rally

The market is “dominated by option sellers.” That’s according to JPMorgan analysts led by Marko

If last year’s cross-asset malaise taught us anything, it’s that no correlation, no matter how

Just prior to one of the most challenging years in history for multi-asset investors, Goldman

“Pause is not enough.” That’s one of four possible macro scenarios included in JPMorgan’s 2023

If you’re wondering why 2022 is set to be the worst year for global bonds

I left the car running. I always do. It’s still scorching hot around here, and

Fade it at 4,200. That’s still the mantra for some strategists convinced the nascent rebound

It’s been a tough year for multi-asset investors, where “tough” means all assets have incurred

Cash is trash. Just ask Ray Dalio, he’ll tell you. That’s one of his favorite

On one measure, real money investors’ allocation to cash is the highest in more than

Although the bar for the Fed to slow the pace of rate hikes remains very