Morgan Stanley's quant team calculates that every $20bn decline in the Fed's MBS holdings shaves 0.37% off the S&P 500. pic.twitter.com/SBfKycKeLo — Robin Wigglesworth (@RobinWigg) January 10, 2019 this is probably not good pic.twitter.com/PxYfrnEczx — Alastair (@StockBoardAsset) January 10, 2019 …
by stockboardasset J.P. Morgan’s top quant, Marko Kolanovic, predicts a “Great Liquidity Crisis” will hit financial markets, marked by flash crashes in stock prices and social unrest. The trillion-dollar shift to passive investments, computerized trading strategies and electronic trading desks will …
Wolf Richter wolfstreet.com, www.amazon.com/author/wolfrichter Having surged for years, quant hedge funds dominate stock trading. Quant-focused hedge funds – they specialize in algorithmic rather than human trading – gained $4.6 billion of net new assets in the first quarter, and now …