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 . . .
![]() 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.
|