futures market
also referred to as: futures markets
2 statements across 2 episodes · 1 bullish · 0 bearish · 2 people on the record · first statement Sep 9, 2021 by Leda Braga · across every show →
Everything said about futures market, oldest first
Sep 9, 2021 neutral
Braga: Post-2008 PCA on liquid futures reflects risk-on, risk-off moves
“So for example, since the financial crisis, if you pick up the securities, the generic macro securities, the hundred or 150 liquid futures markets, and if you do a bit of principal component analysis on them, the first principal component looks like a risk on,…”