male silhouette.Erik Townsend and Patrick Ceresna welcome Charlie McElligott to MacroVoices. Erik and Charlie discuss:

  • Impact of policy change on the yield curve
  • Drivers of volatility in rates
  • Fed taking the pro-inflationary stance
  • Futures driven equity unwind
  • CTA positioning on the SPX
  • SPX/SPY/QQQ Gamma/Delta extremes
  • Consolidated Gamma flip
  • VVIX and VIX positioning
  • Vol is either "too high" or S&P should be a lot lower
  • Buyside embrace economic pessimism

 

 

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Charlie McElligott is Managing Director and Cross-Asset Macro Strategist for Nomura’s Global Markets business.

Mr. McElligott is based in New York and joins Nomura from RBC Capital Markets where he was most recently a Managing Director and Head of US Cross-Asset Macro Strategy.

Mr. McElligott concentrates on macro markets with a focus on positioning and sentiment, alongside quantitative factor analysis. His goal is to provide actionable insights through daily content and idea generation.

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