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'Brace Yourselves' - Top Goldman Trader Sees $132 Billion CTA-Buying In Next Month

Tyler Durden's Photo
by Tyler Durden
Authored...

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.