Epstein Secrets

f risk parity portfolios is increasing and rebalancing is mor= likely to be required. This is happening while the US yield cu=ve is steepening with Investment Grade Supply increasing. Yesterday, $23.4= of new investment grade credit priced, the highest daily volume in close t= 3 months. As supply of duration has been

NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&PS00 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th

f risk parity portfolios is increasing and rebalancing is mor= likely to be required. This is happening while the US yield cu=ve is steepening with Investment Grade Supply increasing. Yesterday, $23.4= of new investment grade credit priced, the highest daily volume in close t= 3 months. As supply of duration has been

NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th

ng and rebalancing is mor= likely to be required. 13 EFTA_R1_01556381 EFTA02454572 This is happening while the US yield cu=ve is steepening with Investment Grade Supply increasing. Yesterday, $23.4= of new investment grade credit priced, the highest daily volume in close t= 3 months. As supply of duration has been

NOg>" from June 28=and suggests risk parity fund leverage is high and we do not think the rel=tionships have changed significantly. Chart One shows ho=rly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month ago to =ero now. Th