Red October

Equities Markets Selloff explained

Following what has been the worst month of the year for pretty much all the asset classes, USD Currency apart, the worst month for US equities, as a whole, since 2011, and the worst month for the NASDAQ since the GFC, we decided to take a deeper and more thorough look at what actually happened, in the US Equities markets. This study will exhibit some facts which will help to explain why October 2018 which has been called “Red October” was one of the worst months for CTAs, Risk parity, volatility targeting and Hedge Funds since the great financial crisis (GFC).


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