【美股动量策略“血流成河”：连续两周跌超3%，量化基金遭遇2023年以来最惨回撤】智通财经APP获悉，在美股表面繁荣的表象之下，一场剧烈的内部轮动正将量化对冲基金推向2023年以来最糟糕的业绩低谷。标普全球指数显示，追踪“买入近期赢家、卖出输家”的多空动量策略已连续第二周跌幅超过3%，过去两周累计回撤幅度创下逾三年新高。
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