Tavi Costa: China’s stock market crash may lead to global ‘systemic sell-off’ (Part 2/2)

Sharing is Caring!

Kitco News, Released on 9/1/21

For Part 1 of this interview, CLICK HERE

Tavi Costa, portfolio manager at Crescat Capital, explains why Chinese stocks have historically been correlated with U.S. equities and that the recent sell-off in China could lead to a worldwide “systemic sell-off” in stocks.

0:00 – Chinese stocks
7:40 – Mining stocks

Tavi Costa is a partner and portfolio manager at Crescat Capital and has been with the firm since 2013. He built Crescat’s macro model that identifies the current stage of the US economic cycle through a combination of 16 factors. His research has been featured in financial publications such as Bloomberg, The Wall Street Journal, CCN, Financial Post, The Globe and Mail, Real Vision, Reuters. Tavi is a native of São Paulo, Brazil and is fluent in Portuguese, Spanish, and English. Before joining Crescat, he worked with the underwriting of financial products and in international business at Braservice, a large logistics company in Brazil. Tavi graduated cum laude from Lindenwood University in St. Louis with a B.A. degree in Business Administration with an emphasis in finance and a minor in Spanish. Tavi played NCAA Division 1 tennis for Liberty University.

 

See also  Stock Market Crash Imminent as Margin Trading at Record High and Hedge Funds Ready to Collapse
See also  Super Typhoon Chanthu heading to hit Taiwan or mainland China soon... Extreme rapid intensification
522 views

Leave a Comment

This site uses Akismet to reduce spam. Learn how your comment data is processed.