26 May 2020
We estimate that 60-day vol will fall below 30% by the end of June. That should translate into US$ 170bn worth of equity purchases from CTAs, Risk Parity and vol-target funds in June.
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26th May 2020 - Vanda positioning update: Systematic funds will buy US$ 170bn in June
26 May 2020 We estimate that 60-day vol will fall below 30% by the end of June. That should translate into US$ 170bn worth of equity purchases from CTAs, R
Vanda Research Limited
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