Risky Parity Panic Strikes As Correlations Crash To Record Low

Btchain

zerohedge.com / by Tyler Durden / Nov 23, 2016 8:00 PM

Having exploded aloft in a run-up to a election, marketplace expectations of a correlation between bonds within a SP 500 have totally collapsed given to new record lows.

Simply put, massive systemic overlays were placed forward of a choosing event, and were forced to be unwound increasingly aggressively as a post-Trump convene held everybody offside (the tell would meant comparatively complicated offered of Index insurance relations to single-name protection).

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