15 minutes with: Stacy Williams, HSBC

Christopher Whittall
24 Sep 2010

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Cross-asset correlation has been locked at high levels for much of this year, as a continued drip of bad news has rocked financial markets. This may present opportunities for global macro hedge funds willing to bet on the break of certain correlations, but is playing havoc for those pursuing relative-value strategies.

Spooked investors have pulled money out of certain assets en masse and piled back into them as sentiment improves – contributing to a so-called risk-on/risk-off phenomenon. This

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