"Quant Quake": What Was Behind Last Week's Historic CTA Crash, And Is Another One Imminent
!["Quant Quake": What Was Behind Last Week's Historic CTA Crash, And Is Another One Imminent "Quant Quake": What Was Behind Last Week's Historic CTA Crash, And Is Another One Imminent](https://5ux.com/sites/5ux.com/files/styles/medium_250/public/resize/remote/6109bae7d280653e833a04c7bd2ca208-600x304.jpg?itok=2HFiShAC)
While on the surface the market last week did nothing all that exciting, below it things were in abrupt turmoil - driven by the decoupling between stocks and bonds and the volatile, countertrend move in commodities and oil in particular - which was nowhere more evident than in the world of Risk-Parity funds and CTA, which suffered their worst two-week plunge since 2003.