Quants Tej zaum yuav raug yuam kom muag $ 30 nphom ntawm Tshuag Futures raws li kev lag luam poob

(Bloomberg) - Hnub Thursday cov khoom muag muag tau xa S & P 500 mus rau qib uas yuav ua rau muaj kev cuam tshuam ntawm qee yam kev cai raws li cov tub ua lag luam.

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Cov kws tshaj lij kev lag luam, uas tso macro bets nyob rau hauv kev ua lag luam yav tom ntej, tej zaum yuav hloov cov muag khoom raws li S&P 500 poob ntau npaum li 2.6% rau 3,892, raws li Nomura Securities International tus cross-asset strategist Charlie McElligott. Cov thawj tswj hwm nyiaj txiag loj tuaj yeem raug yuam kom tso tseg lawv qhov no ua ntej bullish posture thiab mus ntau npaum li 83% luv luv yog tias qhov ntsuas ntsuas tau kaw qis dua 3,933, nws tus qauv qhia.

Nyob rau hauv qhov xwm txheej uas cov khoom lag luam tseem ceeb poob 2%, cov peev txheej no yuav xav tau tshem tawm $ 30 nphom hauv ntiaj teb cov khoom lag luam yav tom ntej, nrog kwv yees li $ 11 nphom los ntawm cov ntawv cog lus txuas nrog S&P 500, McElligott kwv yees.

"Qhov kev ploj ntawm qhov chaw no ua rau peb ze rau qee qhov muaj peev xwm 'muag / delever' ua rau," tus kws tshaj lij tau sau rau hauv daim ntawv rau cov neeg siv khoom.

Cov khoom lag luam poob rau qhov kev sib tham thib ob thaum muaj nthwv dej ntawm kev nruj nyiaj txiag los ntawm cov tuam txhab nyiaj hauv nruab nrab thoob ntiaj teb. European Central Bank tau nce cov paj laum ib hnub tom qab Tsoom Fwv Teb Chaws Reserve, nrog rau ob qho kev ceeb toom ntawm kev mob ntxiv tuaj.

S&P 500 muaj kev pheej hmoo ntawm kev kaw qis dua nws 100-hnub tsiv nruab nrab rau thawj zaug hauv ntau tshaj ib hlis. Tus trendline, zaum ze 3,931, tau muab kev txhawb nqa ob zaug hauv lub Kaum Ob Hlis.

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Tau qhov twg los: https://finance.yahoo.com/news/quants-may-forced-sell-30-162648184.html