智通财经APP获悉,高盛称,根据GSPB数据,全球基本面多空对冲基金(Average Global Fundamental L/S HF)上周损失50个基点,但6月仍上涨103个基点,年内上涨425个基点。上周亚洲新兴市场遭遇大规模净卖出(较1年期均值低1.3个标准差),主要由中国市场的抛售驱动。对冲基金连续第4周净卖出中国股票,且以2个半月来最快的速度抛售,完全由卖空驱动——上周市场名义卖空规模在过去5年数据中处于第96百分位。
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