Incredibly comprehenisve roundup as always. The breakdown of systematic positioning across CTAs, vol control, and risk parity is particuarly useful for understanding potential selling pressure. I'm curious how you weigh conflicting signals from different data sources like BoA vs DB models? As someone who tracks market flows, these weekly updates are an invaluable resource for contextualizing the noise.
Thx! Given these are just estimates on things that are notoriously difficult to track I don't try to reconcile them, I just consider them independently as inputs (sort of like if the AAII sentiment survey is bearish but the NAAIM survey is bullish).
Incredibly comprehenisve roundup as always. The breakdown of systematic positioning across CTAs, vol control, and risk parity is particuarly useful for understanding potential selling pressure. I'm curious how you weigh conflicting signals from different data sources like BoA vs DB models? As someone who tracks market flows, these weekly updates are an invaluable resource for contextualizing the noise.
Thx! Given these are just estimates on things that are notoriously difficult to track I don't try to reconcile them, I just consider them independently as inputs (sort of like if the AAII sentiment survey is bearish but the NAAIM survey is bullish).