Charlie McElligott On Duration & Secular Growth Trades

Posted on November 23, 2020 by Florian Buschek

Excellent interview with Charlie McElligott, Managing Director, Cross-Asset Macro Strategy at Nomura. He knows positioning, flows, sentiment and quant factors as well as nobody else and is famous for his calls on the gamma flip. That is the point where the options dealer community is positioned such that their hedging trades change in sign from dampening movements in the S&P500 to accelerating them (or vice versa).

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