Regime shift: Passive outflows

February 21st, 2020, 10:24 AM

https://heisenbergreport.com/2020/02/19/marko-kolanovics-warning-equity-factor-bubble-now-twice-as-large-as-dot-com-era/

Not sure there is an answer to this but curious how those in the forum shift their strategies and what signals tell them when to change in the midst of a regime shift.

Various shifts that come to mind which pure technical analysis could miss are:
Cental banks diminishing monetary policy impact or corona virus or ETF/passive fund flows bullish to bearish. Happy to hear thoughts on others.

I know a broad subject but do you always let a winning strategy post losing results for a shift or is there something else for a signal?

And i guess does the reasoning make a strategy discretionary compared to pure algo?

Thanks

February 25th, 2020, 01:24 AM

Politics aside, Trump is a believer is mordern monetary policy, or at least his actions suggest he does. As long as he is in office, I see nothing like a recession in the horizon as long as he's president and repubs control the senate because he will prop it up and viciously attack the fed as he has done so previously. If I was trading algo, I'd pause the bot and double check that it's performance against vix and make sure it's as expected.

Regime shift: Passive outflows

Discussion in Emini and Emicro Index

Regime shift: Passive outflows