Volatility Review 19 February 2019 Equity Derivatives Strategy Bram Kaplan, CFA AC, Marko Kolanovic, PhD Positioning update, RTY and NDX structured product issuance & dynamics, trading commodity sectors Despite the remarkable V-shaped market recovery since December, equity positioning remains light across systematic and macro investors. CTAs, Volatility Targeting portfolios and Hedge Funds’ equity exposure is in the lowest decile,…
Macro Strategy—Fixed Income Positioning: Be Circumspect and Mind the Disconnect: For the past several months, risk assets including credit...
The S&P 500 (SPX) closed a volatile, ugly week with a major correction and it’s largest since Q4 2018....
This trading week was probably highly frustrating for a great many traders and investors alike. For anyone trying to...
Good weekend investors/traders and happy holidays. As I embark upon my December vacation, please stay connected to our weekly...
Week in Review In the face of drum beating bears and prior tech sector meltdown quarterly reporting from FANG...
While expected, we think the Fed’s pivot to a more aggressive tapering schedule poses a larger risk for asset...
Don’t be late. Life often throws us curve balls and when it does,all we can do is adjust our...
S&P 500’s annual return after a NEGATIVE RETURN year. Average return the next year = 18%. Remember, however, the...
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