FT商学院

Algorithms prop up the market as fretful humans sit out the uncertainty

Quant funds have been piling into US equities in response to falling volatility

While human portfolio managers fret over economic uncertainty and the health of the US banking system, some algorithmically driven hedge funds have been buying stocks at one of the fastest rates in a decade, according to bank trading desks.

Quant funds have been piling into US stock markets in response to falling volatility, helping to prop up the market as active managers sit on the sidelines.

“Systematic reallocation has really been the [main] source of demand outside of corporate buybacks” this year, said Charlie McElligott, an equity derivatives strategist at Nomura.

您已阅读13%(576字),剩余87%(4010字)包含更多重要信息,订阅以继续探索完整内容,并享受更多专属服务。
版权声明:本文版权归manbetx20客户端下载 所有,未经允许任何单位或个人不得转载,复制或以任何其他方式使用本文全部或部分,侵权必究。
设置字号×
最小
较小
默认
较大
最大
分享×