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Cross-Asset Focus

Risk Asymmetry Persists

by Felix-Antoine Vezina-Poirier, Chief Strategist  

The S&P 500 sits near all-time highs, but sentiment and positioning suggest euphoria has not driven this rally. Prices are elevated, yet the SKEW/VIX ratio sits at 8.3, or its 67th percentile. While not at extreme levels associated with reversals, it…

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