Goldman Notices Credit / Equity Relative Value Divergence

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Mark Melin
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As markets continue to behave in odd and historically significant fashions, Goldman Sachs sees a relative value opportunity. In a “Portfolio Manager Action Alert,” the investment banks sees a mean divergence between bonds and equities. Such situations have a historical backdrop, the April 10 report notes, as it advises clients to look at statistical norms to recognize the trade opportunity.

Credit

Credit diverges from equities, Goldman option researchers note

On a risk adjusted basis, lower volatility credit investments have “significantly outperformed” stock-based assets. For instance, investment grade credit, measured by the CDX...

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Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.