UBS has built a proprietary model to predict activity by macro hedge funds into option expiry and they anticipate major sensitivity around the 6850 level on the S&P 500. If the market starts to ...
Systematic investor flows could become a critical market driver into year-end, with UBS warning that both options hedging and trend-following funds are positioned to amplify volatility.
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback