Technical issues could lead CDS spreads to go negative, but it would not be a normalized market condition
Can CDS Spreads Go Negative? Citigroup Has A Surprise Answer
Mark Melin
Technical issues could lead CDS spreads to go negative, but it would not be a normalized market condition
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.