“This is like the chaos bet,” said Kathryn Kaminski, chief research strategist and portfolio manager at AlphaSimplex, who added that the last time trend-followers reversed positions so dramatically was in 2007 and 2008. “Pretty much any way you run the models, you end up net short a lot of asset classes.”


mk:

It seems all bullish articles talk about market movements, and all bearish articles talk about the fundamentals of a credit cycle.


posted by kleinbl00: 192 days ago