IM对冲策略周度收益0.92%，中证500风险偏高

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（以下内容从信达证券《IM对冲策略周度收益0.92%，中证500风险偏高》研报附件原文摘录）本周点评：IM对冲策略周度收益0.92%，中证500风险偏高：本周各品种合约基差贴水幅度扩大，对冲策略获得正收益。周五市场的走弱带动VIX普涨，期指中证500与中证1000的VIX上涨更明显，且短期VIX仍处于长期VIX之上，且小盘SKEW仍然偏高，期权市场对后市短期内的波动预期仍然偏高，且对中证500的...

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