作者:王眉自鲍威尔周三明确表示政策制定者将冒着衰退的风险继续积极收紧政策后,美股的抛售就像滚雪球一样加剧,截至周五,美股指三连阴,标普500指数跌至3852.36点。此前野村的模型显示,如果标普500收于3933点以下,大型基金经理可能会被迫放弃此前的看涨姿态,做空的概率高达83%。在标普500单日下跌超过2%的情况下,量化基金可能需要抛售300亿美元的全球股票期货。而媒体最新称,全球最大的基金...
Source Link华尔街见闻2022-12-18
作者:王眉自鲍威尔周三明确表示政策制定者将冒着衰退的风险继续积极收紧政策后,美股的抛售就像滚雪球一样加剧,截至周五,美股指三连阴,标普500指数跌至3852.36点。此前野村的模型显示,如果标普500收于3933点以下,大型基金经理可能会被迫放弃此前的看涨姿态,做空的概率高达83%。在标普500单日下跌超过2%的情况下,量化基金可能需要抛售300亿美元的全球股票期货。而媒体最新称,全球最大的基金...
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