Logjam in U.S. Stocks to Ease as JPMorgan Sees Quants in Retreat

  • S&P 500 realized correlation is close the highest since 2012
  • Marko Kolanovic predicted the August selloff in U.S. equities

Automated selling from quantitative funds that worsened the August correction in U.S. equities will subside, making life easier for investors who select stocks based on things like earnings, according to a JPMorgan Chase & Co strategist whose bearish research preceded the selloff.

To continue reading this article you must be a Bloomberg Professional Service Subscriber.