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