Nomura Comments

    Posted by steve on 17th of Sep 2021 at 06:00 pm

    "CTAs remain ‘max long’ in US and Euro stocks. Sell triggers are 4378 & 4122 in ES and VG respectively. A breach would be the first sell signal since Nov. 2020. Expected outflows of 15bn from SPX, and 9bn from SX5E.


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