Investor Positioning and Flows

Aggregate equity positioning is currently near neutral, characterized by a notable divide where systematic strategies are overweight while discretionary investors remain underweight and sentiment is bearish.

Key Takeaways

• 1.Aggregate equity positioning remains near neutral, with systematic strategies overweight and discretionary positioning underweight.
• 2.Investor sentiment has shifted sharply into bearish territory.
• 3.Risk parity funds continue to favor bonds and inflation hedges over equities.

Table of Contents

• Consolidated Equity Positioning
• Sector Positioning
• Volatility-Sensitive Systematic Strategies
• Investor Sentiment
• Equity Short Interest
• Option Metrics
• S&P 500 Options: Vol, Skew, Correlation
• Equity funds beta to the S&P 500
• Cross-Asset Fund Flows
• Equity Fund Flows
• Bond Fund Flows
• Cross-Asset Futures Positioning
• Equity Futures Positioning
• Bond Futures Positioning
• FX Futures Positioning
• Commodity Futures Positioning
• Buybacks Tracker
• Appendix

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