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16 小时
华尔街被“砸晕”:美股未来一周还将迎400亿美元CTA抛盘?
摩根士丹利量化和衍生品策略部门在周四临近尾盘时表示,“过去30分钟内,市场紧张情绪变得更加明显。我们预计未来一周宏观系统性策略将需要抛售超过400亿美元的股票,其中大部分来自CTA。” ...
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