Traders Reality
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Traders Reality
@Tradersreality
Allow me to introduce to you the hardest easiest way to make money. Welcome to a Traders Reality!!!#Author #Trader




Fairly fascinating commentary from Simon White of Bloomberg: “Putting gamma, realised correlation and dispersion on the same 3D grid shows that as far back as we have data (to 2014), correlation has never been as low when gamma and dispersion have been as high. The green diamond in the chart below is the latest point. The alpine peak just below that is from 2021, the only other time the three risk measures have been nearly as elevated as they are now.” In summary, the entire rally from the March lows has been built on a “mechanical chase.” Without real spot buying, market fragility could be exposed quickly when the stratospheric gamma squeeze ends. This is a complex topic for many, but traders should know that if breadth remains weak, any mean reversion could be dynamic. Have a lovely Tuesday. 😊

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@Tradersreality You Called It This Morning



