Our measure of aggregate equity positioning moved largely sideways this week at elevated levels (z score 0.80, 93rd percentile) as discretionary investor positioning declined modestly (z score 0.90, 93rd percentile) but that for systematic strategies
Our measure of aggregate equity positioning moved largely sideways this week at elevated levels (z score 0.80, 93rd percentile) as discretionary investor positioning declined modestly (z score 0.90, 93rd percentile) but that for systematic strategies
Our measure of aggregate equity positioning moved largely sideways this week at elevated levels (z score 0.80, 93rd percentile) as discretionary investor positioning declined modestly (z score 0.90, 93rd percentile) but that for systematic strategies核心数据:S&P 500 options skew (3m, 90%-110%) declined this week.。
本报告由Deutsche Bank发布,发布于 2024 年。
覆盖 2024 年,全文约 48。
本报告免费查阅,登录资料宝后即可在线获取完整内容。
适合战略规划、行业研究员等读者参考。
重点分析了管理咨询等议题。