Macro & Volatility™ #32: De-Grossing, Momentum Shifts, and the VIX: Not Coincidences
Macro & Volatility™ por Josh Silva and Michael Purves
Notas del episodio
- This is a different type of de-leveraging
- Higher equity correlation ≠ VIX explosion
- Geopolitical and oil risks are for real
Palabras clave
VIXde-grossingmomentumcorrelations