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Kolanovic: What Just Happened "Has Only Occurred On Two Days In History"
To those who read, and took heed of, last week's Quant Insights report by Citi, which cautioned that Price Momentum and Low Beta outperformed while Value underperformed most in August as the equity market turned to risk-off again, that Low Beta (Low Vol) had become the most crowded factor in the U.S. because of its historically high valuation and macro risk exposure, and that Short interest continues to build up in high beta stocks
...
https://www.zerohedge.com/markets/kolano...ys-history
![[Bild: factors%20until%20last%20week.jpg?itok=FV8GvEA1]](https://zh-prod-1cc738ca-7d3b-4a72-b792-20bd8d8fa069.storage.googleapis.com/s3fs-public/styles/inline_image_desktop/public/inline-images/factors%20until%20last%20week.jpg?itok=FV8GvEA1)
![[Bild: 5%20sigma.jpg?itok=Emy7kgmg]](https://zh-prod-1cc738ca-7d3b-4a72-b792-20bd8d8fa069.storage.googleapis.com/s3fs-public/styles/inline_image_desktop/public/inline-images/5%20sigma.jpg?itok=Emy7kgmg)
![[Bild: most%20shorted%20vs%20rut.jpg?itok=fmIwolRO]](https://zh-prod-1cc738ca-7d3b-4a72-b792-20bd8d8fa069.storage.googleapis.com/s3fs-public/styles/inline_image_desktop/public/inline-images/most%20shorted%20vs%20rut.jpg?itok=fmIwolRO)
To those who read, and took heed of, last week's Quant Insights report by Citi, which cautioned that Price Momentum and Low Beta outperformed while Value underperformed most in August as the equity market turned to risk-off again, that Low Beta (Low Vol) had become the most crowded factor in the U.S. because of its historically high valuation and macro risk exposure, and that Short interest continues to build up in high beta stocks
...
https://www.zerohedge.com/markets/kolano...ys-history
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