Narrative vs. Flows, Liquidity-Volatility-Flows Feedback Loop, QE/QT and Liquidity Narrative vs. Flows By Marko Kolanovic, PhD and Bram Kaplan, CFA Since our last note, the market continued moving higher from heavily oversold levels and low investor positioning. Positioning has somewhat increased but still remains subdued (all HF beta: ~9th %ile, Volatility Targeting Beta: ~1st %ile, CTA beta ~15th %ile, Equity…
Volatility Review Monetizing the convexity risk premium, US structuredproduct dynamics, Positioning update Implied convexity continues to exhibit very high...
Correction right on schedule.2 weeks ago we called for a second 10% correction in as many months as we...
What a week, month I mean. The first three quarters of 2022 have been disasterous for investors of all...
Macro Strategy—QT Kicks into Second Gear: Financial conditions are likely to remain under pressure as the Federal Reserve’s (Fed)...
Every time the market falls a little, we worry it’s going to fall a lot. ~Michael Batnick When it...
Macro Strategy—Fixed Income Positioning: Be Circumspect and Mind the Disconnect: For the past several months, risk assets including credit...
1Q 2019 Market Letter The bull market that began in early March 2009 passed its 10th birthday last month,...
The U.S. money supply is shrinking for the first time since 1949, as savings deposits decline and the Federal...
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