(Bloomberg) - Tom qab ua rau lub zog loj ntawm phab ntsa Street rov qab los, cov khoom lag luam ua raws li tam sim no zoo li npaj rau cov khoom lag luam tawm yog tias S&P 500 poob qis dua qhov tseem ceeb tshaj plaws, ceeb toom JPMorgan Chase & Co.'s trading rooj.
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Yog tias qhov ntsuas ntsuas ntsuas plam nyob rau hauv nws tus nqi nruab nrab ntawm 200 hnub dhau los, cov kws tshaj lij kev lag luam hu ua khoom lag luam tuaj yeem raug yuam kom tshem tawm txog $ 50 nphom ntawm cov khoom sib npaug, JPMorgan pab pawg kwv yees. Qhov ntsuas rau hnub Friday tuaj nyob rau hauv 1% ntawm qhov pib, uas zaum ze 3,940.
Kev muag khoom tshiab yuav ua rau qhov kev tawm tsam thoob ntiaj teb los ntawm CTAs uas yog, raws li Nomura Securities International, twb nyob ntawm $ 40 nphom hauv ob lub lis piam dhau los. CTAs yog ib qho ntawm cov neeg ua si ntau uas tau pab txhawb kev sib tw sib tw txij thaum Lub Kaum Hli tsuas yog tig mus rau cov neeg muag khoom hauv xyoo 2023, dimming kev lag luam xyoo tshiab ua ntej.
Tau txais daim duab meej ntawm lub ntiaj teb quant tsis yog ib qho yooj yim, thiab cov qauv tsim los ntawm cov kev xav tau feem ntau cuam tshuam cov lej sib txawv ntawm cov nyiaj ntws. Thaum nyob deb ntawm ib qho kev tshawb fawb tiag tiag, cov kev kwv yees no muab lub lens rau hauv qhov chaw ntawm cov tub lag luam ceev nyiaj, ib qho kev siv zog uas Wall Street tau nce ntxiv rau hauv kev ua lag luam uas cov lus piav qhia tseem ceeb hloov mus tas li.
Xyoo tas los, CTAs tau sib sau ua ke ntawm kev lag luam nyiaj txiag vim tias Tsoom Fwv Teb Chaws Reserve tau maj nrawm kom nce cov paj laum thiab nruj cov nyiaj txiag. Cohort thawj koom ruam ntawm tus nqi zog dua thiab twv tawm tsam cov ntawv cog lus thiab cov khoom lag luam, thaum lub sij hawm ua kom cov khoom muaj nqis txav. Txoj kev lag luam macroeconomic tam sim no tsis tshua pom tseeb, tseem tsis tau rau Nomura tus kws tshaj lij kev lag luam sib tw Charlie McElligott, pab pawg cuam tshuam tsis tuaj yeem tsis quav ntsej.
"Tam sim no koj tab tom saib ntawm lub sijhawm hloov pauv no uas koj yuav muaj qhov kev lag luam ntau qhov twg nyiaj daus las softens, muaj kev pheej hmoo ntawm cov khoom muaj nqis, FCI yooj yim heev, cov ntaub ntawv khaws rov qab, Fed yuav tsum tham hawkishly dua," McElligott hais rau Bloomberg TV . “Nws ua rau nws ua lag luam tactical heev. Qhov ntawd yog qhov cuam tshuam ntxiv rau cov dej ntws uas tuaj yeem thawb lub lag luam tiag tiag thaum muaj kev ntseeg me me los ntawm cov hom tseem ceeb. "
Cov khoom lag luam tau nce hnub Monday, nrog rau S&P 500 npaj siab kaw siab dua nws qhov nruab nrab 200-hnub rau 26th kev sib tham ncaj nraim, qhov ntev tshaj plaws ntawm buoyancy txij thaum Lub Ib Hlis 2022. Qhov bounce ua raws li lub lim tiam tsis zoo, thaum qhov Performance index poob 2.7% rau qhov ua tau zoo tshaj plaws ntawm xyoo.
Cov khoom lag luam pib xyoo tshiab nrog kev sib tw muaj zog thaum muaj kev cia siab tias Fed tuaj yeem txiav cov paj laum tom qab xyoo no. Tom qab muaj kev ntxhov siab ntawm cov ntaub ntawv muaj zog tshaj li qhov xav tau ntawm kev ua lag luam thiab kev nce nqi, cov tub lag luam tau hloov kho lawv cov kev cia siab, ua rau muaj kev poob qis ntawm cov cuab tam.
Nyeem ntxiv: Phab ntsa Street Games Tawm 'Tsis Muaj Kev tsaws' hauv Era of Stock Turbulence
Quant cov tub lag luam tau raug thawb kom tshem tawm lawv cov kev poob qis thaum lub Ib Hlis rally, ib qho kev txav uas tau ua rau lawv txoj haujlwm tam sim no rhiab heev rau qhov downside. Kev muag khoom txuas ntxiv nyob ib puag ncig ntawm 5% yuav yuam cov tswv yim kev lag luam kom pov tseg $ 55 billion txog $ 60 billion ntawm cov khoom lag luam hauv lub lim tiam tom ntej, raws li kev kwv yees los ntawm Morgan Stanley lub rooj ua lag luam. Ib hlis dhau los, kev lag luam zoo sib xws yuav tau tsav cov khoom pov tseg ntawm $ 10 billion txog $ 15 billion.
Morgan Stanley pab pawg tau sau ntawv hauv tsab ntawv ceeb toom rau hnub Friday tias "Qhov kev twv yuav raug txuas mus ntxiv, tab sis ntawm qhov qeeb qeeb thiab nrog lub bar qis dua los hloov mus rau hauv cov khoom,"
- Nrog kev pab los ntawm Dani Burger thiab Alix Steel.
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Tau qhov twg los: https://finance.yahoo.com/news/jpmorgan-says-quants-sell-50-190608077.html