Markets

MANAGER INSIGHTS

“The liquidity barometer is very poor right now,” says Blueshift’s Mani Mahjouri

“The liquidity barometer is very poor right now,” says Blueshift’s Mani Mahjouri

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 Management.