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The Era of Product Chasing - Did I miss the trade? S03:E11

Pirates of Finance

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Is There a Risk to CTA's Today?

The CTA's have been very long dollar short rates this year. The amount of diversity they have in their portfolio has converged like they're it's multiple trades all expressing the same view. Is that a risk to CTA's nowadays? I said it was more long dollar than short rates, but both incredibly powerful explanatory variables.

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