(Hedgeweek) Last month, the impact of coronavirus caused stock markets to plummet. This led to a huge spike in volatility, with the VIX Index hitting a high of 82.69 on 16 March, benefiting macro strategies (according to the latest Q1 performance figures) as well as statistical arbitrage strategies like New Jersey-based Blueshift Asset
“The liquidity barometer is very poor right now,” says Blueshift Asset Management’s Mani Mahjouri
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