传言“量化私募中性策略、DMA爆仓” 求证：中性策略回撤但不至于爆仓

市场资讯09-27

炒股就看金麒麟分析师研报，权威，专业，及时，全面，助您挖掘潜力主题机会！　　转自：财联社　　【传言“量化私募中性策略、DMA爆仓” 求证：中性策略回撤但不至于爆仓】财联社9月27日电，今天市场有消息称，量化私募中性策略、DMA业务爆仓。对此，财联社记者多方求证获悉，DMA杠杆限制下，虽然今日基差从贴水变升水，中性策略回撤较多，但不至于出现爆仓。原因有二：首先，当前DMA业务杠杆较低，首先和年初...

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