A rally like few others
Beneath the sea of green in risk assets right now is a rippling tide of doubt and anxiety.
Volatility-sensitive buyers are back
Volatility-linked strategies are adding $US1 billion to stocks each day, according to two JPMorgan quantitative analysts.
Kolanovic cops to bad stock call
Conceding his prediction of a December rally in equities was "wrong", JPMorgan strategist Marko Kolanovic said stocks may yet recover.
Nomura blames, defends quants
After Nomura apportioned blame for Tuesday's dramatic stock plunge on trend-following quants, an unlikely defender has emerged for the systematic hedge funds: Nomura.
German prosecutors search BlackRock
Prosecutors searched the Munich offices of BlackRock as part of the country's largest post-war fraud investigation.
Tesla short-sellers run over by Citron
Investors betting against Tesla took a $1.6 billion hit when a key short seller changed his mind about the outlook for the electric car make...
Don't blame risk-parity quants for sell-off
Turns out Wall Street's favourite whipping boy isn't to blame for the market sell-off.
US stocks-VIX correlation breaks down
The stickiness of the Cboe Volatility Index eerily echoes conditions that prevailed in early 2018.
Tesla short-sellers hit with $2.3b loss
A 16 per cent surge in Tesla shares means short-sellers were slammed with $2.3 billion in paper losses on the day.
Volatility goes AWOL from global markets
The outperformance of US financial markets amid a projected wave of upbeat earnings is - for now - helping to cap implied volatility premium...
