趋势跟踪者随着标普和纳指多头仓位扩大而实现复苏

英为财情
Aug 11, 2025

Investing.com - 根据美国银行证券最新报告,趋势跟踪型商品交易顾问(CTAs)上周实现了复苏,标普500和纳斯达克100的强劲涨势支撑了回报。 两大指数上周五均创下历史新高,短期、中期和长期价格趋势均处于"接近最高水平"。 虽然由于实现波动率较高,这尚未转化为最大的CTA持仓,但美国银行分析师指出,"随着实现波动率下降,持仓可能进一步增加",不过急剧逆转仍可能导致平仓。 在其他...

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