8 Comments
User's avatar
Jeff's avatar

How long do you believe the current deleveraging cycle will last?

BCL Macro's avatar

Just getting started really, and I don't really think these things can be predicted sorry to cop out!

Jeff's avatar

Thanks for the reply! Its a given that all this is an inexact science at best. A lot of bad *&^ happening, average retail investor like myself just trying to get myself sorted so I'm not ruined when the music stops.

BCL Macro's avatar

Yeah I mean I would say I'm a pretty good macro trading facilitator/advisor - but an average retail investor with my own money! I think the course I've taken is at least reasonable.

Win Monroe's avatar

Not sure I follow the cause of the decline (or reversal) of swaps futures correlation here. Can you ELI5?

BCL Macro's avatar

Generically, if people are cutting both losing bets and winning hedges at once to reduce leverage and maintain cashflow, things that hedge each other can move in opposite directions.

Win Monroe's avatar

Got it. Essentially driven by liquidity demand then

BCL Macro's avatar

Yes, and of course normally it wouldn't matter because there would be balance sheet available to police these things. But if vols rise everywhere and credit is impaired for real world reasons… Thats the feedback loop that worries me.