RBC: “The Model Can Not Explain This”, Warns Market Regime Has Changed Suddenly

Wednesday, March 8, 2017
By Paul Martin

by Tyler Durden
Mar 8, 2017

“The good folks at QI flagged to me that their r2 on SPX has been falling precipitously. This means their model which incorporates hundreds of different factors is now unable to explain why S&P’s are moving… That means S&P’s are going through a regime change and typically when the r2 falls this way. it is a red flag and caution is warranted.”

The Rest…HERE

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