176股跌停!任泽平、姜广策等大佬集体发声 量化交易放大A股波动?百亿量化私募回应来了

东方财富网
Jul 14

13日,A股市场震荡下跌,三大指数集体调整,全市场超4500只个股下跌,176股跌停!光纤概念遭重挫,存储芯片概念集体大跌,近日有利好加持的商业航天板块也遭到集体砸盘。  面对突发而来的市场高波动,量化交易再度被推上风口浪尖。知名私募基金经理姜广策告诉记者,量化最大的问题是助涨助跌,目前市场的巨幅波动跟动量因子的设计有关。鹏辉能源董秘李一凡在朋友圈发文称,并不反对基本面量化,但单纯依靠情绪、动量、...

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