对冲基金正经历自去年关税风波以来最严重的回撤,拥挤交易的集中平仓令这一快钱群体损失惨重。 据摩根大通策略师在周三发布的报告中指出,自中东战事爆发以来,商品交易顾问(CTA)等量化基金遭遇了近一年来最糟糕的表现区间。与此同时,股票多空对冲基金因重仓欧洲和韩国市场、低配软件板块,也录得大幅亏损。 Citadel、Millennium、Point72等顶级对冲基金单周集体巨亏,最惨者损失高达15亿美元,...
Source Link对冲基金正经历自去年关税风波以来最严重的回撤,拥挤交易的集中平仓令这一快钱群体损失惨重。 据摩根大通策略师在周三发布的报告中指出,自中东战事爆发以来,商品交易顾问(CTA)等量化基金遭遇了近一年来最糟糕的表现区间。与此同时,股票多空对冲基金因重仓欧洲和韩国市场、低配软件板块,也录得大幅亏损。 Citadel、Millennium、Point72等顶级对冲基金单周集体巨亏,最惨者损失高达15亿美元,...
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