“风暴尚未过去”!高盛:CTA全面转空,系统性抛压未来一周或创年内最大

华尔街见闻
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尽管特朗普释放中东局势缓和信号短暂提振风险情绪,但高盛与摩根大通最新交易台预警显示,市场深层结构性问题远未解决,系统性抛售压力与仓位未充分出清的核心矛盾,正将市场推向新一轮高波动区。 高盛交易台最新报告警告称,受近期市场剧烈波动影响,CTA(商品交易顾问)策略基金已被迫触发风控机制。未来一周至一个月内,无论市场行情如何演绎,CTA都将成为股票的净卖方。高盛特别指出,预计未来一周的抛售规模将创下其有...

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