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An obscure but tweak-able mechanism within the ETF structure plays an important role in shock absorbing market volatility, argues a BIS paper. The question is, to what degree does it displace risk elsewhere?
Latest liquidity shock lifts pressure on American regulators to address market function issues
Managers join CEOs of Reddit and Robinhood in committee hearing on stock market upheaval
Volatility boosts value of companies with options to invest in future projects
Rally in GameStop and other targeted stocks feeds volatility in global markets
Veteran managers warn over exuberance as stock valuations and other signals flash red
All-time highs.
Hedge funds have crept back into the risky but lucrative ‘short-vol’ trade
From the March panic to the stimulus-soaked rally, the coronavirus crisis left investors awestruck
Against a rosy consensus, dangers lurk in inflation, a virus setback, and the sheer weight of optimism
Swift action by the Federal Reserve reversed a dramatic tightening this spring
“Darkness falls across the land. The midnight hour is close at hand . . . ”
Firms wager that Wall Street expectations for increased volatility in months ahead are overdone
French and Irish watchdogs worried about how close products came to experiencing a liquidity crisis in March
Historic correlations broke down leaving traditional hedges useless as equities tumbled
Vix index futures rise further after Trump indicates he might not concede if he loses November vote
West’s easy money policy boosts China’s bond market; tricky times follow US corporate borrowing binge: vast Chinese debt market requires big reforms; going green on bonds is best way to change behaviours
Growing number of customers are trying to make money from large moves in the markets
Managers see convertible arbitrage trades prospering in strong year for issuance
Interventions made fixed income less attractive for short-term bets, analysts say
Fad for short-term options complemented the Japanese group’s outsized bets
Volatile markets and differences between regions should make for a happy hunting ground
Just like in late-1980s Japan, wildly exaggerated growth stories have forced up prices
Lofty valuations take a knock after breathtaking rallies for Apple, Tesla and others
Sell-off continues for second day although Apple finds late buyers
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