Exacerbated by risk parity funds that mechanistically rebalance as volatility moves, driving stocks lower and thus volatility higher in a feedback loop.
This might be the answer re the vix spike. Shorting volatility has been a very crowded and profitable play, but it was bound to blow up in people's faces eventually. Classic short squeeze.https://twitter.com/Namajapa/status/960633649774448641 …
-
-
-
My guess is this is not an indication of a serious market crash ahead (yet)
-
The Conservative Treehouse has a good writeup today. I think you're right.
End of conversation
New conversation -
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.