算法交易机器人与流动性紧张加剧美股波动

环球市场播报
08 Apr

  当前,美股极易出现剧烈波动,主要原因在于流动性不足,以及受头条新闻驱动的算法交易机器人的影响。

  一条关于特朗普关税计划的虚假推文,在周一促使市场反弹,市值增加2.7万亿美元,并且在当日再次推动美股上涨。

  做市商开始退缩,交易员难以跟上市场节奏,这不仅导致交易成本上升,也使得美股的波动性急剧增加。这种情况目前依然存在,在最近一个交易日开始时,标普500指数飙升超过4%。

  期权数据提供商Spot Gamma的创始人布伦特・科丘巴(Brent Kochuba)表示:“市场流动性很差,因此一个规模较大的订单就能对市场造成影响。”

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责任编辑:刘明亮

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