做空ETF、恐慌指数都在飙!高盛戳穿美股“假平静”,市场实则极度脆弱

华尔街见闻
Mar 09

美股市场正在经历一场反常的“虚假繁荣”。3月8日,高盛销售与交易团队发布研报指出,尽管地缘政治头条新闻频出,标普500指数的波动看起来相对平稳,但市场内部的定价逻辑已发出明确警告。高盛流动性分析专家李·科珀史密斯(Lee Coppersmith)直言不讳地指出:“恐慌信号表现出的市场压力,远比新闻标题所暗示的要沉重得多。”恐慌信号与指数表现的“剪刀差”从历史数据看,自1950年以来,地缘政治风险...

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