Kolanovic Warns Of Volatility Ahead

Just day’s after Baupost’s Jim Mooney wrote a letter warning of dangerous volatility patterns and risks of systematic strategies such as risk parity exacerbating a S&P 500 sell off, JPMorgan’s derivatives strategist Marko Kolanovic is piling on the issue, one he has long addressed. In a research note out Thursday afternoon, Kolanovic also notes troubling market patterns that point to the tranquil market environment being disrupted by the withdrawal of central bank quantitative . . .

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