“Friday ‘Shock’ Larger Than Brexit For Quants”: BofA Expects $52 Billion In Near-Term Selling Pressure
by Tyler Durden
ZeroHedge.com
Sep 12, 2016
“Multi-asset vol controlled portfolios that use a systematic approach similar to our models may be subject to $12bn in global equity selling pressure in the coming days ahead. Likewise, we estimate about $40bn in global equity selling pressure via CTAs in the near term. Between the two, we could see ~$52bn in near-term selling pressure, half of which may be through US markets.”
The Rest…HERE
