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,…
Look for further upside in 2022, the cycle is far from finished… the dip driven by new variant scare...
That was the longest, short trading week I’ve ever experienced (Seth Golden taking the helm of this week’s reporting,...
If you would like to watch this week’s video blog, please feel free to click the provided link! Have...
Another week, another record high for the S&P 500 (SPX). This makes 20 record highs already in 2021. While...
by Barry Napp Our 2022 outlook note was titled Inflation Politics & Policy and began with a section titled “liquidity...
The post-Trump election victory did not produce the widely anticipated and/or forecast downtrend in the equity markets. In fact,...
“Nobody can catch all the fluctuations. In a bull market your game is to buy and hold until you...
Welcome to this week’s State of the Markets. Please click the following link to review this week’s SOTM. In this week’s episode, we record live on...
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