Morgan Stanley Peels Back Algorithmic Market Environments, Determines All Good… For Now – ValueWalk Premium

Morgan Stanley Peels Back Algorithmic Market Environments, Determines All Good… For Now

Adam Parker, Morgan Stanley’s Chief Economist who doesn't like Wall Street sheep and is a skeptic of “smart beta,” looks at an odd algorithmic market environment with quantitative equity strategist Brian Hayes and sees anomalies. But don’t worry, the unusual market behavior isn’t likely to create a reversal… yet.

Adam Parker - Inverse volatility schemes -- selling above mean vol and buying low mean vol is working
In today’s market environment, with stocks having grinded their way higher amid mid-teen volatility, what's working . . .

SORRY!

This content is exclusively for paying members.

If you are subscribed and having an account error please clear cache and cookies if that does not work email [email protected] or click Chat.


X
Saved Articles
X
TextTExtLInkTextTExtLInk