Hosts Mike Regan and Vildana Hajric are joined each week by expert guests to discuss the main themes influencing global markets.
The Long Runway for Bond Shorts
The Long Runway for Bond Shorts
Selling bonds short—a trade that for decades hadn’t worked consistently—has helped fuel a 37% return so far this year for the managed-futures strategy fund at AlphaSimplex Group. And the trade looks like it has further to go, according to Kathryn Kaminski, chief research strategist at the quantitative-investing firm. She joined the “What Goes Up” podcast to discuss this and other market moves that have made trend following in futures markets such a lucrative strategy this year. “The short-bond trade has more legs to run,” Kaminski says. “A lot of the core problems that have driven [markets] to the point where we are now have yet to be completely solved.”
Sep 08, 2022