RBC Notes Thematic Unwinding Amid Volatility – ValueWalk Premium

RBC Notes Thematic Unwinding Amid Volatility

The markets are engaging in unusual patterns of behavior, a research note from RBC notes, pointing to the “quantitative nature” of some unusual unwinding behavior. In the end, though, the volatility might just be due to "correlation desks gamma hedge with ZERO tolerance for pain."

As Fed talks down dollar, reversions a plenty amid unwinding
Consider, for instance, some of the most crowded trades that are moving in reverse. RBC Managing Director and Head of US Equities Salestrading Charlie McElligott notes the reversions:


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