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Bonds, Stocks, Dollar, & Gold All Bid As COVID Chaos Continues
06/29/20
… the financial crisis. Source: Bloomberg Finally, we note Nomura's Charlie McElligott's warnings over the 'excitement' …
Futures Rebound From Early Losses Thanks To Old Faithful Overnight Ramp
06/29/20
… demand for haven assets. Additionally, as Nomura's Charlie McElligott writes, "equities start lower and USTs start …
This Week's Market Malaise Was Entirely Predictable... But Should You Buy This Dip?
06/25/20
… As June started, Nomura's Charlie McElligott warned of the Option-expiration … experienced for the 2w window post Op-Ex As such, the Nomura MD suggests (going back to the second chart above), we … Charlie explaining the way forward on CNBC this morning: Nomura's McElligott breaks down a technical analysis of …
Will The Market Break Out Higher? According To Nomura, It Depends On This One Thing
06/19/20
… funds... ... and CTAs. Confirming this muted sentiment, Nomura's Masanari Takada writes overnight that "factor trends … value and buy momentum as a matter of course, according to Nomura which warns that " by falling back into familiar … simple: 10yr UST yield staying consistently low . As the Nomura quant explains, "we are not seeing any significant …
Trader: "It's Going To Be One Of Those Days"
06/19/20
… about after? Charlie McElligott, cross-asset strategist at Nomura Securities, warns that if history is any guide, …
What To Expect After Tomorrow's Massive Option Expiration
06/18/20
… generally a non-event. But what about after? According to Nomura's Charlie McElligott, "the short-term setup for an SPX … serial expiration." Picking up where Goldman left off, the Nomura quant notes that as a result of a growing number of … a 42% decline once the front expiry clears, which to the Nomura strategist suggests there is "a meaningfully larger …
Gamma Turns Negative As Futures Slide On Florida Covid Surge Report
06/12/20
… Earlier this week we published an in-depth note from Goldman laying out "all you need to know" about gamma and …
All You Ever Wanted To Know About Gamma, Op-Ex, And Option-Driven Equity Flows
06/10/20
… for a primer of why this data is important, overnight Goldman's equity derivatives strategist Rocky Fishman has … flows in the market. So, without further ado, here is Goldman's "greeksplainer" on Gamma and option-driven equity …
Yield Spike Sparks "Calamity" In Quant Funds; Macro Managers Massacred By Market Meltup…
06/08/20
… during the current market meltup, and as Nomura's Charlie McElligott notes, Druck is far from alone as Macro Hedge … "flat-footed" by the "rip-show" in global equities. As McElligott notes, the recovery in risk-sentiment into the … bulls and stock bears that have suffered a bloodbath. As McElligott points out, the bond selloff and bear-steepening …
Is The Momentum-To-Value Rotation Real? The Answer Is In The 5s/30s
06/03/20
… yields and a weaker dollar, this morning Nomura's Charlie McElligott breaks it down in simpler terms, writing that the … However, the story is different for Global Bonds where McElligott has seen a deleveraging "pivot" develop " as the … trigger points to go from max long to short the 10Y TSY, McElligott suggests that " perhaps the asset to watch …