Trades: Alpha Report

Macro vol and macro catalysts

We are entering a week with multiple macro catalysts. This is a time when correlations increase marginally as traders respond to significant macro information and unwind hedges. As we move out of these clearing events, dispersion is likely to increase again. See the alpha report below breaking down the flows for this upcoming week.

I will release another report with additional trades as we progress through the catalysts and additional opportunities begin to present themselves.