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alexharfouche1
Risk is currently many sigmas above what it was at any other point since 09 and in some cases at ATH. Some aspects like extreme leverage, positioning, valuations, bullish skew,
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Markets are still on razor’s edge here. But it is encouraging that volatility have migrated mostly towards FX. The likely scenario here is for the $ to absorb most of
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The divergence between eq and rates vol widened significantly. The 3m10Y swaption vol went through 70 bps yesterday as wrong-footed positioning triggered option-driven selling. Vol is becoming sticky in rates,
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#irrationalebullience If you want to understand the nature of this asset bubble and the epic capital mis-allocation at it’s heart, look no further than rates. CB’s only tool to push
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$TSLA am not an expert on shorting stocks, just your average Joe with a Casio calculator. But for the 1st time ever, the time looks ripe for a short. Let
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$TSLA I am no equity analyst and do not have an in-depth knowledge of $TSLA nor do I really care to. I am applying non-expert basic common sense here to
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@OlympusQuant 1/5 thanks for asking me to review the below. I appreciate your hard work and willingness to share it. I found your work well thought, executed and informative. I
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1/13 Thread. Demographics and labour market dynamics. Prelude: the scariest chart for the US eq market, and the reason I believe the upcoming top will be a secular one. Chart
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1/8 Thread I reacted to the JPM projections earlier and many have asked why do I consider this to be total bullshit. Here is a detailed analysis that debunks these
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1/6 Thread. Volume and Flows. The most important aspect of trading is understanding the dynamic of flows. Here is a measure I have used for years. Simple metric that cumulatively
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1/7 Thread on liquidity. Credit conditions tightening since May. Happened in Q4 ‘18 and Q4 ‘19. We know what came next. To be clear, after the Fed capitulation in March,
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