ZH: Sept. 7th, 2016
Skynet Equity Exposure At All Time Highs
"we expect a significant increase in realized volatility, correlations and tail risk in September and October."
"the market would need to move only 1-2% lower for option hedging to push volatility higher."
Dividend stocks get overbought at the end...
Short-covering. Check.
(with Consumer Staples)
Money (Out)Flow:
JPY
Junk Bonds and Oil
Transports are "leading"
What could cause a 1-2% move lower?
Nasdaq with cash balances:
"They retreated to the safe haven of 100 P/E internet stocks"
