一个违规操作使“高管和员工大赚,客户巨亏”,对冲基金 Two Sigma陷“交易丑闻”

华尔街见闻
Oct 30, 2023

量化交易的秘密,就藏在数千行的Java代码之中。对规模足够大的对冲基金而言,只需要细微的调整,就能带来上下数亿美元的波动。当地时间29日,据媒体报道,量化巨头Two Sigma的一名高级副总裁在未经授权的情况下调整了Two Sigma的投资模型,导致许多客户面临巨亏,而公司高管和员工投资的基金则大赚。这名叫做Jian Wu的VP目前已经被行政休假。据媒体援引知情人士说法称,Jian Wu修改代码是...

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