Momentum handlere følger slavisk trenden: “MoMo” i hurtigste og største kursfald i historien
19/7 14:42
The GS high beta momentum pair (GSPRHIMO) is now approximately 10x more volatile than SPX. This is the only other instance of such a dramatic vol ratio apart from Covid (Nov 2020) on a 20yr lookback Source: GS Prime Unprecedented in the vol markets Single stock volatility has risen sharply relative to index volatility. “Despite extremely […]...