• Seth Golden posted an update 6 days, 3 hours ago

    Goldman Sachs: The market has shed a significant amount of risk in the past month, but I wouldn’t characterize as an all clear just yet. unpacking this:

    i. index positioning is considerably cleaner than it was a month ago. length held by the systematic trading community has moved from near-record levels to essentially zero. while not all encompassing of the entire length held in the futures market, the model-driven cohort should be less of a factor going forward.

    ii. at this point in time, the expected asset rebalancing around month end +

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