“波澜不惊”成外汇市场新常态 但低波动也埋下定时炸弹

智通财经
Sep 18
【“波澜不惊”成外汇市场新常态 但低波动也埋下定时炸弹】汇率波动率长期处于如此低的水平,以至于交易员开始将其视为一种新常态,而非暂时现象。本周在阿姆斯特丹举行的年度行业会议上,低波动环境连续第二年成为主要议题之一。投资者形容,当前市场即使债券、油价和地缘政治局势出现剧烈变化,也依然难以引发汇率持续大幅波动。“我们感叹的是汇率波动率正在经历长期的趋势性下降,”系统性趋势跟踪基金AlphaEngine Global Investment Solutions联席首席投资官Harish Neelakandan表示。“这就是我们面对的现实,我们必须学会适应。”

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