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If Vol-Neutrals Are Finally Liquidating, Could They Crash The Market? Here Is The Math

If Vol-Neutrals Are Finally Liquidating, Could They Crash The Market? Here Is The Math

It was just over two months ago - well before VIX hit its record stretch of nearly 20 days below 11 - when we first discussed why one of the major threats to the complacent market was the danger of a forced liquidation by trend-following and vol-neutral, CTA, risk-arb and other systematic funds - many of whom have been the fundamental catalyst for the unprecedented VIX compression seen in May -  resulting in an explosive unwind of vol positions.

Trumpquake: Futures Wipe Out Month's Gains In One Session, VIX Spikes

Trumpquake: Futures Wipe Out Month's Gains In One Session, VIX Spikes

A risk-off mood dominated the overnight session amid growing concern over the turmoil engulfing the Trump administration, as fresh allegations add to deepening political scandals in Washington, the latest coming from Tuesday's NYT report citing former FBI director Comey’s memo which raises possibility of obstruction of justice, an impeachable offense. The dollar, already in retreat after a report that the U.S.

Mapping Europe's Secessionist Movements

Mapping Europe's Secessionist Movements

Despite the elites' desperate hope that recent 'losses' in Holland France 'prove' the anti-establishment movement is fading (although they all saw soaring popularity), with Europeans ready to protest, there are still numerous regions urging secession...

There have been 486 military conlicts in Europe in the last 2000 years and while the last decade or two has been 'peaceful', we suspect that will not last.

Height Securities Begins Contemplating "Impeachment": Here's What To Look For

After the latest diplomatic scandal involving Donald Trump, which unleashed a frenzy of allegations that Trump is either a traitor or too dumb to govern for sharing allegedly confidential data to the Russian foreign minister, the angry response by Democrats - many of whom now demand hearings, transcripts, or worse - was predictable. What was unexpected was the loud criticism by some very prominent republican senators.

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