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国内量化基金的崩溃-从雪球产品说起
鬼故事的开篇,是从雪球产品敲入开始的。 首先得区分一点,雪球产品跟雪球社区没有半毛钱关系,雪球是证券公司发行的收益凭证 雪球产品可以简单总结为“价格对比的产品”。 伴随着年初的指数逐步下行,雪球开始零星敲入,然后在自媒体的渲染下,很多人开始恐慌,想先跑,结果进一步触发了指数下跌。 雪球背后的券商交易台止损盘被点着,开始集体平仓中证500和1000股指期货,由于平仓的量太大,期指的贴水被越扯越大,最大的时候到过年化百分之四五十。 这么大的贴水,市场中性产品扛不住了,中性的收益是超额,成本是贴水,这种贴水下再做下去,铁定亏死,所以赶紧得平仓。 然后大家开始平,结果发现,所有的中性都拿了一堆的小票,
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Japan's Tokyo CPI annual inflation eases back to 2.6% from 3.3%
Share: Japan's latest Tokyo Consumer Price Index (CPI) print shows price growth eased back again in November, with the headline CPI print receding to 2.6% for the annualized period into November compared to October's YoY print of 3.3%. November's annualized Tokyo Core CPI (CPI less Fresh Food price
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GBP/USD: SUSTAINED GAINS SEEM LIKELY ABOVE 1.2580 – UOB
GBP/USD is seen accelerating its uptrend once 1.2580 is cleared, suggest Markets Strategist Quek Ser Leang and Economist Lee Sue Ann at UOB Group. Key Quotes 24-hour view: Yesterday, we held the view that “there is room for GBP to rise to 1.2325 before the risk of a pullback increases.” Wh
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紧急通知
由于Followme系统更新导致我所有的信号都已经断开连接: 为尽量减少跟随者因为此次断连所造成的损失,现做如下决定: 账户9目前已调整为只开目前持仓货币对GBPCAD,NZDCAD的新单,账户10目前已调整为只开目前持仓货币对GBPCAD的新单,其他货币对不再开新单,不管是止盈还是止损都不再开新单直到Followme恢复正常。 我会在社区群里实时更新新的开单情况,如果还有没入群的跟随者可以入群查看最新的账户持仓截图: 站外请点击 站内请点击 由于社区规则限制,不提供任何观摩账户,也不提供任何其他私人联系方式。所有信息均只会在社区群里对所有人发布。希望跟随者们保持冷静,一起共同度过此次难关。
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每日市场分析报告【2023年11月3号】
欧元/美元总结 美元周四面临抛压加大,导致美元指数(DXY)放弃美联储会议后的上涨态势,突破 107.00 大关,并重新跌至 106.00 以下区域,同时创下多日新低。在此背景下,欧元/美元获得新的上行动能,再次测试 1.0660/70 区域,该区域设有暂时的 55 日简单移动平均线(SMA)和周度低点。 与此同时,投资者继续评估周三美联储会议所采取的中立立场,而美国收益率曲线受到的膝跳反应也助长了美元的下跌趋势。 在议程上,德国失业率上升至 5.8%,10 月份失业人数增加 30,000 人。此外,上月制造业采购经理人指数(PMI)终值录得 40.8(前值为 39.6)。在欧元区,最终的制造
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CANADIAN DOLLAR CATCHES A FIRM LIFT ON LABOR DATA BEATS, BOUNCES BACK ON FRIDAY
Canadian Dollar market flows turn bullish following US & Canada labor data prints. Canada Unemployment Rate flat at 5.5%, US unemployment holds at 3.8%. US NFP handily beats expectations with slightly softer earnings. The Canadian Dollar (CAD) is climbing to fresh highs, set to challenge Monday’
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EURO VULNERABLE TO FURTHER WEAKNESS IN THE NEAR-TERM – MUFG
Economists at MUFG Bank analyze EUR outlook after sharply weaker Eurozone inflation data released last week. Weaker inflation data will reinforce expectations for no further hikes from the ECB The weakening growth outlook for China has been one factor that has weighed on the Euro over the summer alo
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