14th May 2019 - Vanda Risk Update: How Much Did Systematic Strategies Sell?

We estimate that VT funds sold roughly US$62bn in US equities, consistent with a drop in allocations from 95% to 78%. That's roughly 25% of yesterday's E-mini volume. In turn, we ballpark CTA selling flows at around....

For further information about this research publication contact us at sales@vanda-securities.com.

 

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