据高盛集团交易部门分析,上周五美股反弹、几乎收复周中大幅下跌的失地后,本周市场或面临趋势跟踪型算法基金的进一步抛售压力。标普500指数已跌破触发商品交易顾问(CTA)抛售股票的短期触发点。高盛预计,这类基于市场趋势而非基本面因素的系统性策略在未来一周仍将持续净卖出股票,无论市场涨跌方向如何。据高盛分析,若美股再度下跌,本周可能引发约330亿美元的抛售压力。该行数据显示,若市场压力持续且...
Source Link据高盛集团交易部门分析,上周五美股反弹、几乎收复周中大幅下跌的失地后,本周市场或面临趋势跟踪型算法基金的进一步抛售压力。标普500指数已跌破触发商品交易顾问(CTA)抛售股票的短期触发点。高盛预计,这类基于市场趋势而非基本面因素的系统性策略在未来一周仍将持续净卖出股票,无论市场涨跌方向如何。据高盛分析,若美股再度下跌,本周可能引发约330亿美元的抛售压力。该行数据显示,若市场压力持续且...
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