当前市场虽已完成一定程度的去风险化,但距离真正的"投降式"出逃仍有相当距离——这意味着下行压力尚未出清,波动或将持续。高盛董事总经理Lee Coppersmith在最新报告中警告,美国股市正出现越来越多的脆弱迹象。标普500指数上周跌破200日均线,当前点位约6500点附近,市场已进入负Gamma区域,期权流量将同时放大买盘与卖盘的冲击力度,价格波动的分布区间由此显著扩大。在此背景下,...
Source Link当前市场虽已完成一定程度的去风险化,但距离真正的"投降式"出逃仍有相当距离——这意味着下行压力尚未出清,波动或将持续。高盛董事总经理Lee Coppersmith在最新报告中警告,美国股市正出现越来越多的脆弱迹象。标普500指数上周跌破200日均线,当前点位约6500点附近,市场已进入负Gamma区域,期权流量将同时放大买盘与卖盘的冲击力度,价格波动的分布区间由此显著扩大。在此背景下,...
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