Image Source: Pixabay

In this short clip, Samantha LaDuc, Brent Kochuba, and Hans Albrecht discuss the dramatic shifts in global capital flows and how traditional market signals, like dealer gamma positioning and CTA flows, have lost effectiveness in the current environment.

They point out that capital is repatriating to developed markets, bypassing the U.S., with more trade settling in local currencies or even gold.

Samantha emphasizes that 2025 may be defined by waves of persistent volatility, citing intermarket signals like the stock-bond ratio and the VIX as key indicators.

Brent adds that the recent surge in volatility, paired with thin liquidity and record options volume, reflects a fragile and dysfunctional equity market environment.

Video Length: 00:04:55

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