Apparemment d'apres Nomura, qui sont pas mauvais en description du positionnement du marché et des automates (
Gamma,
Delta, CTA etc etc), car je lis souvent leurs analyses, un rebond technique fort court terme pourrait se mettre en place sous peu:
https://www.zerohedge.com/markets/nomura-warns-relief-rally-squeeze-opex-massive-rise-fuel-melt
extrait:
the
Gamma run-off this week is going to be substantial (SPX -35%, QQQ -41%, IWM -53%), with the majority of it in downside Puts—which could accelerate “trade up” into expiration (although this potentially then leaves us vulnerable next week, depending upon what clients choose to do with hedges btwn now and expiration-- i.e. whether they “roll”)
Hyper sain, ton diner, Benoist
