From start to finish February was a month of US Equity downwards pressure by many measures. Whether it be the record level of mutual fund (MF) and ETF outflows (-$42bn) and net futures selling (-$31bn) in the first three weeks of the month, or the S&P 500 ending February down 3.9%, despite recovering close to half of the start-of-month falls – February’s activity was decidedly that of sellers. The combined amount of outflows and futures selling (-$73bn) is close to double the $40 billion peak selling volumes we last saw in 2008, 2011 and 2016 according to recent research from…
Selling Pressure in US Equities – Is Corporate Activity enough to support?
Quantquistador
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“Quantquistador” has a Masters in Science from Oxford University. She worked as an analyst at a bulge bracket bank, as well as a quant researcher at one of the world’s largest asset managers. She is currently studying for CFA level III and works part time as a quantitative researcher at a top hedge fund. Article Archive