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September 01, 2020 10:10am
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‘Smells Like Coordinated Stock Liquidations’ – Equity Returns Are ‘Night’ & ‘Day’

The last few days been very interesting. Coming into this week, SpotGamma expected that markets would grind ahead into next week’s key data points, starting with 12/13 CPI. This view was driven by the fact that short dated volatility sellers should come into a positive gamma environment, taking advantage of the blackout in data-driven volatility […] Source
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