Read on Twitter
1) Calling a shift in regime is part of the macro manager’s requisite toolkit. @andresdrobny https://twitter.com/ericlonners/status/1200569817004154880
2) There may be information in The Death of Macro investing.
3) The collapse in the expected return of long-only multi-asset strategies, gives us a clue.
4) It was huge error of the macro ‘industry’ to become defined as ‘long volatility’.
5) The right strategy post-GFC was the opposite - get long bond *and* equity.
6) long or short vol is a redundant framing
7) The next decade will be characterised by a series of new themes
8) Neo-nationalism and the return of country-based diversification
9) The implications of dual interest rates & the battle of fiscal v monetary dominance
10) The implications of the volatility virus https://www.philosophyofmoney.net/intellectual-virus-bubble/
11) The death of ‘risk’.
