尽管美股市场在本周初出现了短暂的反弹,但这一势头很快逆转。 根据市场数据显示,标普500指数从日内高点下跌近100点,跌破了关键的5897点支撑位。这一点位被多家投行视为趋势追踪型量化基金(CTA)的中期抛售触发点,跌破该位置可能引发更大规模的量化抛售。 市场流动性匮乏、对冲基金短期覆盖与趋势追踪型CTA量化基金的大规模抛售交织作用,使得当前股市面临更大的下行风险。多家投行分析显示,量化抛售潮可能...
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