News list for "头部量"

A股急涨中性策略快速回撤 头部量化人士称“已做好保证金管理”

10月8日讯,A股市场迎来大幅上涨,三大指数均大幅高开。然而,市场中性策略产品面临回撤困境,多家公募和私募基金净值下降。主要原因是股指期货基差转正,导致对冲策略失效。量化私募公司如盛泉恒元等已采取措施管理保证金,避免强平风险。市场人士表示,基差带来的亏损为暂时现象,后续净值有望修复。

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2024-10-08 10:56:19
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