MS QDS data for the upcoming week in terms of flow:
1. Systematic macro strategies (trend following CTAs / vol control / risk parity) are expected to have equity demand of $25-30bn over the next week
2. Levered ETFs is expected to have equity supply of $5bn this week (-0.8 zScore vs the last 5y).
3. QDS Pension Rebalancing Model estimates very modest rebalancing flows into November month-end.
(Morgan Stanley QDS)