'Brace Yourselves' - Top Goldman Trader Sees $132 Billion CTA-Buying In Next Month
CTA buying is in 3rd gear...but about to go to 6th gear, according to top Goldman trader. Nelson Armbrust in a brief note this morning.
Realized vol's plunge opens the door for more exposure:
Last week saw the early-April observations drop out of this gauge, and as a result, the drop in realized volatility here is historic.
