OTHER
China Market
Monitor: Stocks and CNY taking a hit – Danske
Bank
Brussels moves to head
off trade war by involving big exporters
Europe Turns Down Chinese Offer For Grand
Alliance Against The US
– ZH
China Changes Time
It Starts Trade War Against US To Avoid Striking First – ZH
Weakening growth
momentum in China will lead to policy adjustments – Pictet
In
response to the weakening of growth momentum and the threat of a trade war with
the US, the Chinese authorities are likely to continue to make monetary and
fiscal adjustments.
Impact of
Volatility Targeting on Assets – Quantpedia
Risk
assets exhibit a so-called leverage effect, i.e., a negative relation between
returns and volatility, and so volatility scaling effectively introduces some
momentum into strategies. That is, in periods of negative returns, volatility
often increases, causing positions to be reduced, which is in the same
direction as what one would expect from a time-series momentum strategy.
Historically such a momentum strategy has performed well.
REGULARS
EU Open Rundown – RANsquawk
Market Briefing:
Daily Markets Overview – Yardeni Research
FirstFT Daily
Briefing
– FT
EU’s
plan B, Barclays’ overreach, how to disconnect
WSJ City – WSJ
Trump
Disrupts NATO Choreography, How European Banks Are Hiding Risk
Schnitzel
season — Poland stand-off — Château Klaus
US
Futures Rebound Even As Chinese Stocks Resume Slump
Kiinan yuan vahvistui dollaria vastaan eilen keskuspankin
puheiden seurauksena | Riksbank piti rahapolitiikkansa ennallaan, indikoi
koronnostoa loppuvuodelle | USA:ssa tehdastilaukset kasvussa
Järjestelmäriskipuskuri voimaan – Euro
ja Talous
Lisäpääomavaatimuksen tarkoituksena on suojata pankkeja,
asiakkaita ja koko kansantaloutta suhdanteista riippumattomilta
rakenteellisilta riskeiltä.