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Why Did The Market Crash? Goldman's Quants Explain

Remember when last week JPM's head quant Marko Kolanovic said there is little risk of the quants puking? Well, he was wrong. Here are some thoughts from Goldman's strat team on levels and size of flow from the Passive community which gives an idea as to what drove the accelerating market crash into today's close. SYSTEMATIC FLOW UPDATE… our (GS systematic strategist) work suggest that the 2,735 level in the S&P is where trends could start to change, driving more aggressive selling from the CTA community.
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