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EssentialInvestment Ideas

Charlie McElligott - Macro's Seasonal Shifts and the Volatility Compression Slingshot

Featuring Charlie McElligott

Aug 11, 2020 • 34 minutes

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Essential

Investment Ideas

Charlie McElligott - Macro's Seasonal Shifts and the Volatility Compression Slingshot

Charlie McElligott and Ed Harrison discuss his view of reversal potential for financial market over the next three to six months.

Featuring Charlie McElligott

Aug 11, 2020 • 34 minutes

Charlie McElligott, managing director for cross-asset strategy at Nomura Global Markets, joins Real Vision’s managing editor, Ed Harrison, to discuss his view of reversal potential for financial market over the next three to six months. McElligott breaks down what he views as crowded trades that might be over-positioned and prone to momentum reversal. He explains how recent volatility compression could act as a slingshot for markets in conjunction with seasonal volume and issuance fluctuations. McElligott and Harrison analyze the phenomena of institutional crowding into short-vol strategies compressing returns, as well as the impact of long-vol hedging strategies, such as S&P 500 puts and VIX calls, have on large dislocations in those markets. McElligott also explains the recent shift in macro regime driving factors from dollar liquidity, Fed QE, and rate expectation to growth and inflation expectations. Filmed on August 7, 2020. Show More

In "Investment Ideas," Real Vision seeks out the market's best medium- and longer-term opportunities. The show is designed to provide actionable takeaways for investors with longer time horizons.

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In "Investment Ideas," Real Vision seeks out the market's best medium- and longer-term opportunities. The show is designed to provide actionable takeaways for investors with longer time horizons.

More Episodes

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