Kolanovic: A Small Bit Of Volatility Could Cause A Tidal Wave Of Stock Selling – ValueWalk Premium
Tail Risk

Kolanovic: A Small Bit Of Volatility Could Cause A Tidal Wave Of Stock Selling

Stock market volatility and central bank tail risk are about to both increase, a more reserved Marko Kolanovic write in a September 7 research report. The highly watched JPMorgan quantitative derivatives analyst noted that over the summer stocks were exiting a “dead zone” and that leverage and resulting equity risk exposure is at high levels among risk parity, volatility targeting and even CTA strategies. This leverage could turn around and send the market lower with the slightest of nudging from negative stock market price trends. Two of the . . .

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