在经历了堪比新冠疫情时期的剧烈抛售后,美股市场终于迎来转机。根据高盛最新分析,导致本轮市场大跌的主要技术性力量——CTA趋势追踪型量化基金的抛售潮已经结束,这为美股市场带来了短期企稳的可能性。上周五,高盛曾观察到CTA社区的最新头寸,并指出抛售已接近尾声:“CTA上周在全球范围内已售出470亿美元股票。根据我们的计算,如果一周内市场平盘,还将抛售400亿美元;如果一个月内市场平盘,则将抛售430...
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