高盛警告美股抛压未止,CTA策略或将持续减仓,叠加流动性枯竭与负gamma效应,放大市场波动;同时在其他策略资金(风险平价策略和波动率控制策略)仓位仍然偏高,散户流入变弱等因素的共同影响下,市场下行风险增强。美股上周五强势反弹后,抛压并未解除。高盛交易团队指出,趋势跟随型资金仍可能在本周持续卖出,叠加流动性走弱与期权市场负gamma格局,美股或延续震荡并放大波动。据彭博,高盛交易台指出,...
Source Link高盛警告美股抛压未止,CTA策略或将持续减仓,叠加流动性枯竭与负gamma效应,放大市场波动;同时在其他策略资金(风险平价策略和波动率控制策略)仓位仍然偏高,散户流入变弱等因素的共同影响下,市场下行风险增强。美股上周五强势反弹后,抛压并未解除。高盛交易团队指出,趋势跟随型资金仍可能在本周持续卖出,叠加流动性走弱与期权市场负gamma格局,美股或延续震荡并放大波动。据彭博,高盛交易台指出,...
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