NEW CHART (@ 2021-03-12 03:15:37)
So just a heads-up that this is where we currently stand in terms of our model portfolio. At a net delta of 4%, our ALBERT risk model has pretty much tuned out of the market over the last few weeks and is now LONG oil, global high yield and Bitcoin and SHORT investment grade credit, US treasuries, gold and gold. Meanwhile it's neutral on all of the other assets. -LSS Investment Team
