Market Rotation Tremors S04:E05
Pirates of Finance
00:00
Time Slash Price Based Factor Indexes Are Based On
The Minsky quote that I love the most is stability reads instability. And we'll find out exactly what it is a few months from now and then we'll dig through all the debris or maybe never. So in January CTA's looks like they bought about 100 billion in global equities. But with fall and fall coming down and stock ball coming down it gives risk parity the opportunity to target ball indices. If you had super negative trends, it means that their the CTA is a really short as trends become less strong, less negative, they need to buy back their shorts.
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