量化基金面临近五年来最严重的月度亏损。 高盛交易员数据显示，量化基金7月本月累计损失达3.6%，从6月初起下跌5%，创下近5年来最差月度表现。 高盛Delta-One业务负责人Rich Privorotsky警告称，当前市场状况让他想起2007年8月的量化危机，并对量化策略的快速平仓风险表示担忧。他指出，过去6周内量化基金表现已出现问题，量化策略跑输基本面多空策略。 市场数据显示，动量交易、拥挤...
Source Link量化基金面临近五年来最严重的月度亏损。 高盛交易员数据显示，量化基金7月本月累计损失达3.6%，从6月初起下跌5%，创下近5年来最差月度表现。 高盛Delta-One业务负责人Rich Privorotsky警告称，当前市场状况让他想起2007年8月的量化危机，并对量化策略的快速平仓风险表示担忧。他指出，过去6周内量化基金表现已出现问题，量化策略跑输基本面多空策略。 市场数据显示，动量交易、拥挤...
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