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Assessing Recent Dynamics in the World of Vol

Alpha Exchange

CHAPTER

The Importance of Forecasts in Markets

In Q2 the TLT was down 5%. The triple Q is up 16% and the S&P of 8%. I'm actually reasonably sympathetic to the notion that especially when rates are pin near zero and valuations are highly elevated. But what from experts like AQR throws their relationship into statistical doubt.

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