Goldman Sachs expect CTAs to dump USD7bn of stocks if market keeps falling

A view on whats to come from Commodity Trading Advisers (CTAs) in the event of continued falling stocks:

Basically a ‘follow the momentum’ strategy.

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Its already getting interesting:

• VIX has closed at its highest since April 19

This article was written by Eamonn Sheridan at www.forexlive.com.