's global head of quantitative and derivatives strategy, is one of the few Wall Street analysts to have achieved this level of enlightenment in recent years.strategies like risk parity, volatility-targeting, and commodity trading advisors . As they started to wield more influence over market movements, Kolanovic increased his efforts to quantify the impact they were having.
Business Insider recently sat down with Kolanovic to get his thoughts on the market as it stands right now. His calls may not directly moveminutes after he publishes them to the degree they once did, but the depth of his quantitative analysis remains largely unparalleled. But the real meat of his recommendations is around the sectors he favors over others. As with his other calls, Kolanovic is focused on a combination of fundamentals and market technicals., with his rationale divided along those two lines. Viewed in tandem, the explanations offer an intriguing peek inside Kolanovic's mind. All quotes are attributable to him.
"There's momentum in oil right now — 1- and 3-month turned positive, but 6- and 12-month are still negative. CTAs are quite a bit short oil, and now they're closing those shorts. If you get another $5 move in oil on a trade deal, that would go a long way to change positioning.
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