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September 01, 2020 1:29pm
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With VVIX In Full "Yikes" Mode, Negative Convexity "Accelerant Flows" Are Now In Play

What we are seeing according to Nomura, are "shock outlier moves" in US stocks today in a mega “reversal of the reversal” seen last week, with “Bond / Duration proxies” exploding higher, while “Economically Sensitives” get smashed.
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