“Equities down 20.5%, bonds down 60.2% and then daily correlation was negative 0.01. No correlation, but they still managed to fall, both of them.”
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Said on Top Traders Unplugged
“I just track it every day and the market pricing the Fed to be hawkish. So two-year went up and the Russell went down. It really is just a massively positive correlation.”
Monetary Matters with Jack Farley · Preparing For 2027 Inflection in Global Liquidity | Michael Howell’s Bull Case For Bonds and Tepid View of Liquidity-Sensitive Assets
Play from 45:47
45:47
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What was described
tracks the daily correlation between the Russell 2000 index and short-term interest rates
Said nearby on the same subject
“The correlation between Claude and ChatGPT-Thess results is 0.92”
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Said on LessWrong (Curated & Popular)
“Now imagine that this fund tracks something like an index. So something that has about 1% daily volatility. Now in this case, the break even return, the underlying stock is to be up, I think about 8.4% for the levered ETF and the underlier to have the same.”
CM
Chris Murray
The Rational Reminder Podcast ·
“We’re talking about the sock gen CTA index… we pick the 20 largest… give you daily data… close to 27 years of daily data”
AB
Andrew Beer
Top Traders Unplugged ·
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