The convergence to zero trade end, volatility edition
Edward Harrison | Sep 2, 2020 | 6 |
This is an update to yesterday's post about the inability of safe asset holdings to mitigate downside risk during equity drawdowns. As you know, I believe we are about to enter a potentially volatile period in the markets in September and October. So I am concentrating on where the risks lie. One of them is in market structure.
Yesterday, I wrote about t…