CCC got to like 13.09%, almost as high as depths of Dec 18' "panic"…yet today…market ignores ? I'm embarrassed to say I'm 80% Cash right now. Can't play this game
— Rob Meyer (@RobMeyer9) December 5, 2019
"Algos: Thresholds at 3,100 for the S&P500, 1.90% for 10yr UST yields; If CTAs move to "sell everything", it could prompt risk-parity funds to deleverage."
-Nomura— Bovell Global Macro (@Bovell_GM) December 5, 2019