Eq: Large Cap

(New York)

This was supposed to be the year when stockpickers would finally have their way, grabbing control of the fund management market away from passive ETFs as correlation fell away and analysis of individual stocks paid off. So much for that. No sooner than investors imagined a different market, correlation has returned in a big way. Correlation has once again surged, and markets are moving more in-sync than they have at any time since the stock market crash of 1987.


FINSUM: The rise of passive investment vehicles seems relentless, and the one thing that seemed like it might get in its way has evaporated. In many ways the rise of correlation makes sense though, as when the market worries about macro issues, stocks tend to move in the same direction.

(New York)

Worries are rising that the Vix index may be getting manipulated. Last week, the Vix surged 10% just moments before an auction which sets the price of derivatives, which has led many to cry foul. What is so odd about the move is that it occurred despite no corresponding move in the S&P 500, which the Vix is supposed to reflect. Apparently what moved the market was a massive purchase of options betting that the S&P 500 would fall 50% in the next month. The bet is so improbable that it appears it was placed solely to send the volatility index soaring.


FINSUM: This sounds like standard manipulation. Buy a large amount of cheap out of the money options and try to profit on the rise in the Vix. They need to look at the make up of the index, as a $2.1m options purchase should not send the Vix soaring 10%.

(San Francisco)

Where should investors put their money in the stock market? That has been a very tough question lately, as everyone’s favorite darling, tech, has had a rough several weeks, and the outlook still seems dicey. However, Credit Suisse says that despite its woes, tech is still the best sector to be in at the moment. The reason why? Fundamentals. Tech has great underlying business momentum, with strong revenue, great growth, and strong free-cash-flow valuations.


FINSUM: We think regulation of tech is still some distance away, which mean it should have a good medium term runway to keep outperforming. All of that means the lower valuations right now could prove a good opportunity.

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