Erik Townsend and Patrick Ceresna welcome Charlie McElligott to MacroVoices. Erik and Charlie discuss:
- Deflation vs. Inflation
- Can US Treasury 10yr Yields press 2%?
- Sentiment and vol factors and thematic reversal risk
- Nomura Vol control model anticipates potential “buy flows”
- Thematic & Factor risk premia performance trends
- SPX/SPY Consolidated $Gamma/$Delta
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Charlie McElligott is a Managing Director and Cross-Asset Macro Strategist for the Global Markets Americas business at Nomura Securities International, with more than 15 years’ experience in macro markets. He concentrates on positioning and sentiment, alongside quantitative factor analysis.
Prior to joining Nomura, Charlie was Head of US Cross-Asset Macro Strategy at RBC Capital Markets. Before that, he spent eight years at UBS.
Charlie has a BA in Government with a focus on International Relations from Dartmouth College.