https://twitter.com/RobMeyer9/status/1202651571663687680
"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— Mako Management (@mako_management) December 5, 2019
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