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False Dawn: Why The Rally Is Over | Andy Constan & Joseph Wang
Forward Guidance
How Much Worse Has the Volatility Become?
Since quantitative titing was announced, unlevered funds have sold a hundred and forty five billion dollars worth of s and p 500 futures. Long only managers had sold a lot of equities, banks had sold a lots of bonds; there was a great portfolio de leveraging that had occurred. Anded perhaps, perhaps you wnt to comment on a jostph's point there. But i also want to turn you. So now that we have a framework, i want to a quote somein your damp spring report. How much worse has it gotten? And also, could you explain how the the level of reserves now that it's going down, you know, how is that reverberating with
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