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wersix119
08-27 21:52
老师
策略师警告:Gamma极其不稳定!美股“超低相关性”正面临剧震风险
wersix119
08-03
$小米集团-W(01810)$
有消息说华尔街大空头,看空美股,看多港股避险,其中特别推荐小米。 这是最近唯一利好,其他都是利空!
wersix119
07-29
$小米集团-W(01810)$
港股已经连续涨了几天,底层逻辑是大量热钱从美股出来避险。 港股属于超跌反弹,其中小米是标杆
wersix119
07-17
$小米集团-W(01810)$
生态链基本盘出负面舆情,叠加外围美伊估计还要砸几波大的才会缓和。 所以。。。
wersix119
07-10
$小米集团-W(01810)$
差不多了。目前有个趋势,新车弱化小米牌子,强调系列名称。
wersix119
07-08
$小米集团-W(01810)$
7.3就说要涨,资本对负面舆情已经习惯和麻木,所以小反弹肯定是有的。
wersix119
07-03
$小米集团-W(01810)$
波澜壮阔史诗级的行情已经开始
wersix119
06-23
$小米集团-W(01810)$
全力看多,我与小米共存亡
wersix119
04-10
$小米集团-W(01810)$
这么多所谓的利好消息还撑不住,一旦消息断了恐怕……
wersix119
04-08
满嘴火车
wersix119
02-13
$美团-W(03690)$
在千问面前不堪一击,烧钱也拼不过阿里,外卖员的背叛只是第一步。阿里正在对美团釜底抽薪
wersix119
02-04
$小米集团-W(01810)$
各行各业去米化不可阻挡。
wersix119
01-23
$小米集团-W(01810)$
史诗级的行情正在路上
wersix119
01-19
$小米集团-W(01810)$
有些人对军的直播期望太大,所以走弱。但目前直播风格已经固定,可谓利空出尽就是利多
wersix119
01-12
$小米集团-W(01810)$
一堆所谓的好消息,但股价阴跌。还不如不出声沉淀一下。
wersix119
01-06
$小米集团-W(01810)$
资本恐怕不认可拆解大会,叠加昨天购置税问题普跌,但利空已经出尽,曙光就在眼前!
wersix119
2025-12-29
$小米集团-W(01810)$
手机市场也在被蚕食。
wersix119
2025-12-23
$小米集团-W(01810)$
看多不做多
wersix119
2025-12-11
$国泰君安国际(01788)$
全部闷杀,稳定币88
wersix119
2025-12-09
$小米集团-W(01810)$
看多,风头总会过的。
去老虎APP查看更多动态
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23:24","market":"us","language":"zh","title":"策略师警告:Gamma极其不稳定!美股“超低相关性”正面临剧震风险","url":"https://stock-news.laohu8.com/highlight/detail?id=1176072823","media":"华尔街见闻","summary":"今年美股低相关性主要由AI龙头主导,但资金正从半导体转向SaaS等滞涨板块,离散度收窄,低相关基础松动。彭博策略师警告,Gamma异常波动下,一旦转负,期权交易商对冲方向逆转,会放大市场波动。当前指数虽距高点不足1%,但3%至4%的回调可能触发Gamma急转,使表面平静的市场面临剧烈波动风险。美国股市今年呈现出罕见的低相关性格局,但这一平静表象正面临潜在冲击。一旦伽马快速转负,股票相关性可能骤然上升,并将市场带入更高波动状态。","content":"<html><head></head><body><blockquote><p style=\"text-align: left;\">今年美股低相关性主要由AI龙头主导,但资金正从半导体转向SaaS等滞涨板块,离散度收窄,低相关基础松动。彭博策略师警告,Gamma异常波动下,一旦转负,期权交易商对冲方向逆转,会放大市场波动。当前指数虽距高点不足1%,但3%至4%的回调可能触发Gamma急转,使表面平静的市场面临剧烈波动风险。</p></blockquote><p style=\"text-align: left;\">美国股市今年呈现出罕见的低相关性格局,但这一平静表象正面临潜在冲击。</p><p style=\"text-align: left;\">彭博宏观策略师Simon White警告,<strong>当前伽马(Gamma)的异常波动正在削弱期权交易商对市场波动的抑制能力。一旦伽马快速转负,股票相关性可能骤然上升,并将市场带入更高波动状态。</strong></p><p style=\"text-align: left;\">目前标普500指数距离近期高点不足1%,指数层面依然平静。但过去一个月,市场风格已悄然切换:<strong>资金从半导体等前期领涨板块转向SaaS等此前滞涨板块,带动个股和板块之间的离散度(dispersion)明显收窄。</strong></p><p style=\"text-align: left;\">表面看,这只是一次正常的市场轮动,但其背后意味着支撑低相关性的市场结构正在发生变化。</p><h2 style=\"text-align: left; padding-left: 10px;\"><strong>低相关性正在松动,Gamma可能成为波动“开关”</strong></h2><p style=\"text-align: left;\">今年美股相关性处于历史低位,一大原因是少数超大市值股票主导指数表现,而AI行情又显著推高了个股波动率,使个股波动明显高于指数整体波动。<strong>个股表现高度分化,反而压低了股票之间的相关性。</strong></p><p style=\"text-align: left;\">但这一格局并不稳固。随着资金从半导体等AI核心受益板块转向SaaS等滞涨板块,近期市场离散度快速收窄。虽然指数尚未出现明显波动,但板块之间的分化正在减弱,低相关性的基础也随之变得脆弱。</p><p style=\"text-align: left;\">真正值得关注的是伽马。当伽马为正时,期权交易商通常会在市场下跌时买入、上涨时卖出,对冲行为能够吸收部分市场波动;<strong>而当伽马转负后,对冲方向发生逆转,交易商可能在市场下跌时卖出、上涨时买入,从而进一步放大行情。</strong></p><p style=\"text-align: left;\">目前市场伽马仍处于正值且相对较高水平,但White指出,今年伽马本身的波动程度异常突出,仅次于2020年至2022年疫情后时期。</p><p style=\"text-align: left;\">这意味着,当前看似稳定的市场并不意味着风险较低。相反,<strong>一旦期权头寸结构发生变化,伽马可能在很短时间内由稳定市场的力量转变为放大波动的力量,推动市场迅速从低波动、低相关性状态切换至高波动状态。</strong></p><h2 style=\"text-align: left; padding-left: 10px;\"><strong>3%至4%回调或成压力测试</strong></h2><p style=\"text-align: left;\">相关性上升也并非只会出现在市场下跌阶段。White指出,<strong>历史上也曾出现市场上涨、伽马为负且相关性同步走高的情况,只是相对少见。</strong></p><p style=\"text-align: left;\">因此,当前真正需要警惕的并非市场方向本身,而是低相关性格局突然失效。</p><p style=\"text-align: left;\">在当前环境下,下行保护成本处于异常低位,而市场下方又聚集着多种机械性卖出机制。<strong>一旦市场出现3%至4%的回调,伽马快速转负可能进一步放大对冲压力,使原本温和的调整演变成更剧烈的市场波动。</strong></p><p style=\"text-align: left;\">换言之,标普500距离高点不足1%并不意味着市场没有风险。真正的风险可能隐藏在指数平静之下:一旦伽马这一“波动开关”被触发,当前低相关性的美股市场可能比表面看起来更加脆弱。</p></body></html>","source":"lsy1762389672944","collect":0,"html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>策略师警告:Gamma极其不稳定!美股“超低相关性”正面临剧震风险</title>\n<style 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margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n策略师警告:Gamma极其不稳定!美股“超低相关性”正面临剧震风险\n</h2>\n\n<h4 class=\"meta\">\n\n\n2026-08-18 23:24 北京时间 <a href=https://wallstreetcn.com/articles/3779728><strong>华尔街见闻</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>今年美股低相关性主要由AI龙头主导,但资金正从半导体转向SaaS等滞涨板块,离散度收窄,低相关基础松动。彭博策略师警告,Gamma异常波动下,一旦转负,期权交易商对冲方向逆转,会放大市场波动。当前指数虽距高点不足1%,但3%至4%的回调可能触发Gamma急转,使表面平静的市场面临剧烈波动风险。美国股市今年呈现出罕见的低相关性格局,但这一平静表象正面临潜在冲击。彭博宏观策略师Simon White...</p>\n\n<a href=\"https://wallstreetcn.com/articles/3779728\">网页链接</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","type":0,"thumbnail":"https://static.tigerbbs.com/a82005fdd5a20870413111b3adc1a547","relate_stocks":{"VIX":"标普500波动率指数","UVIX":"2倍做多恐慌指数期货ETF","QQQ":"纳指100ETF","TQQQ":"纳指三倍做多ETF",".IXIC":"NASDAQ Composite","VXX":"短期VIX期货ETN","SVXY":"做空波动率指数短期期货ETF-ProShares","SQQQ":"纳指三倍做空ETF","UVXY":"1.5倍做多短期期货恐慌指数ETF-Proshares",".SPX":"S&P 500 Index","VIXY":"波动率短期期货指数ETF","SVIX":"1倍做空短期期货恐慌指数ETF",".DJI":"道琼斯"},"source_url":"https://wallstreetcn.com/articles/3779728","is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"1176072823","content_text":"今年美股低相关性主要由AI龙头主导,但资金正从半导体转向SaaS等滞涨板块,离散度收窄,低相关基础松动。彭博策略师警告,Gamma异常波动下,一旦转负,期权交易商对冲方向逆转,会放大市场波动。当前指数虽距高点不足1%,但3%至4%的回调可能触发Gamma急转,使表面平静的市场面临剧烈波动风险。美国股市今年呈现出罕见的低相关性格局,但这一平静表象正面临潜在冲击。彭博宏观策略师Simon White警告,当前伽马(Gamma)的异常波动正在削弱期权交易商对市场波动的抑制能力。一旦伽马快速转负,股票相关性可能骤然上升,并将市场带入更高波动状态。目前标普500指数距离近期高点不足1%,指数层面依然平静。但过去一个月,市场风格已悄然切换:资金从半导体等前期领涨板块转向SaaS等此前滞涨板块,带动个股和板块之间的离散度(dispersion)明显收窄。表面看,这只是一次正常的市场轮动,但其背后意味着支撑低相关性的市场结构正在发生变化。低相关性正在松动,Gamma可能成为波动“开关”今年美股相关性处于历史低位,一大原因是少数超大市值股票主导指数表现,而AI行情又显著推高了个股波动率,使个股波动明显高于指数整体波动。个股表现高度分化,反而压低了股票之间的相关性。但这一格局并不稳固。随着资金从半导体等AI核心受益板块转向SaaS等滞涨板块,近期市场离散度快速收窄。虽然指数尚未出现明显波动,但板块之间的分化正在减弱,低相关性的基础也随之变得脆弱。真正值得关注的是伽马。当伽马为正时,期权交易商通常会在市场下跌时买入、上涨时卖出,对冲行为能够吸收部分市场波动;而当伽马转负后,对冲方向发生逆转,交易商可能在市场下跌时卖出、上涨时买入,从而进一步放大行情。目前市场伽马仍处于正值且相对较高水平,但White指出,今年伽马本身的波动程度异常突出,仅次于2020年至2022年疫情后时期。这意味着,当前看似稳定的市场并不意味着风险较低。相反,一旦期权头寸结构发生变化,伽马可能在很短时间内由稳定市场的力量转变为放大波动的力量,推动市场迅速从低波动、低相关性状态切换至高波动状态。3%至4%回调或成压力测试相关性上升也并非只会出现在市场下跌阶段。White指出,历史上也曾出现市场上涨、伽马为负且相关性同步走高的情况,只是相对少见。因此,当前真正需要警惕的并非市场方向本身,而是低相关性格局突然失效。在当前环境下,下行保护成本处于异常低位,而市场下方又聚集着多种机械性卖出机制。一旦市场出现3%至4%的回调,伽马快速转负可能进一步放大对冲压力,使原本温和的调整演变成更剧烈的市场波动。换言之,标普500距离高点不足1%并不意味着市场没有风险。真正的风险可能隐藏在指数平静之下:一旦伽马这一“波动开关”被触发,当前低相关性的美股市场可能比表面看起来更加脆弱。","news_type":1,"symbols_score_info":{"NQmain":2,"UVIX":0.6,"QQQ":2,".DJI":2,"SQQQ":2,"VIXmain":2,"VIXY":2,"VXX":2,"TQQQ":2,"UVXY":0.6,"VIX":2,"SVXY":0.6,".SPX":2,"SVIX":0.6,"YMmain":2,".IXIC":2,"ESmain":2}},"isVote":1,"tweetType":1,"viewCount":24,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":592676066289128,"gmtCreate":1785724488311,"gmtModify":1785724490580,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a 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这是最近唯一利好,其他都是利空!","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":1,"link":"https://laohu8.com/post/592676066289128","isVote":1,"tweetType":1,"viewCount":11527,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":590997783515408,"gmtCreate":1785290442105,"gmtModify":1785290444376,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 港股已经连续涨了几天,底层逻辑是大量热钱从美股出来避险。 港股属于超跌反弹,其中小米是标杆","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 港股已经连续涨了几天,底层逻辑是大量热钱从美股出来避险。 港股属于超跌反弹,其中小米是标杆","text":"$小米集团-W(01810)$ 港股已经连续涨了几天,底层逻辑是大量热钱从美股出来避险。 港股属于超跌反弹,其中小米是标杆","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":7,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/590997783515408","isVote":1,"tweetType":1,"viewCount":5447,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":586685922149496,"gmtCreate":1784265308429,"gmtModify":1784265310564,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"0\"></v-v> 生态链基本盘出负面舆情,叠加外围美伊估计还要砸几波大的才会缓和。 所以。。。","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"0\"></v-v> 生态链基本盘出负面舆情,叠加外围美伊估计还要砸几波大的才会缓和。 所以。。。","text":"$小米集团-W(01810)$ 生态链基本盘出负面舆情,叠加外围美伊估计还要砸几波大的才会缓和。 所以。。。","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":0,"commentSize":0,"repostSize":0,"link":"https://laohu8.com/post/586685922149496","isVote":1,"tweetType":1,"viewCount":4305,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":584182037583096,"gmtCreate":1783654069858,"gmtModify":1783654072267,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"0\"></v-v> 差不多了。目前有个趋势,新车弱化小米牌子,强调系列名称。","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"0\"></v-v> 差不多了。目前有个趋势,新车弱化小米牌子,强调系列名称。","text":"$小米集团-W(01810)$ 差不多了。目前有个趋势,新车弱化小米牌子,强调系列名称。","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":1,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/584182037583096","isVote":1,"tweetType":1,"viewCount":1142,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":583449829413168,"gmtCreate":1783475234878,"gmtModify":1783491403280,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 7.3就说要涨,资本对负面舆情已经习惯和麻木,所以小反弹肯定是有的。","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 7.3就说要涨,资本对负面舆情已经习惯和麻木,所以小反弹肯定是有的。","text":"$小米集团-W(01810)$ 7.3就说要涨,资本对负面舆情已经习惯和麻木,所以小反弹肯定是有的。","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":7,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/583449829413168","isVote":1,"tweetType":1,"viewCount":2227,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":581683330248904,"gmtCreate":1783043957524,"gmtModify":1783043959604,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 波澜壮阔史诗级的行情已经开始","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 波澜壮阔史诗级的行情已经开始","text":"$小米集团-W(01810)$ 波澜壮阔史诗级的行情已经开始","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":8,"commentSize":2,"repostSize":2,"link":"https://laohu8.com/post/581683330248904","isVote":1,"tweetType":1,"viewCount":2376,"authorTweetTopStatus":1,"verified":2,"comments":[{"author":{"id":"3584622690704017","authorId":"3584622690704017","name":"随便起一个名称","avatar":"https://static.laohu8.com/default-avatar.jpg","crmLevel":6,"crmLevelSwitch":0,"authorIdStr":"3584622690704017","idStr":"3584622690704017"},"content":"这个波澜确实有点大,从6个点到一个多点了 [笑哭]","text":"这个波澜确实有点大,从6个点到一个多点了 [笑哭]","html":"这个波澜确实有点大,从6个点到一个多点了 [笑哭]"},{"author":{"id":"3546990115616782","authorId":"3546990115616782","name":"金虎LH","avatar":"https://static.laohu8.com/default-avatar.jpg","crmLevel":5,"crmLevelSwitch":1,"authorIdStr":"3546990115616782","idStr":"3546990115616782"},"content":"感觉不行啊,虽然我是满仓的","text":"感觉不行啊,虽然我是满仓的","html":"感觉不行啊,虽然我是满仓的"}],"imageCount":0,"langContent":"CN","totalScore":0},{"id":578310701413032,"gmtCreate":1782198272006,"gmtModify":1782201452771,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 全力看多,我与小米共存亡","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"1\"></v-v> 全力看多,我与小米共存亡","text":"$小米集团-W(01810)$ 全力看多,我与小米共存亡","images":[],"top":1,"highlighted":1,"essential":1,"paper":1,"likeSize":4,"commentSize":1,"repostSize":0,"link":"https://laohu8.com/post/578310701413032","isVote":1,"tweetType":1,"viewCount":2218,"authorTweetTopStatus":1,"verified":2,"comments":[],"imageCount":0,"langContent":"CN","totalScore":0},{"id":552012447106776,"gmtCreate":1775803300667,"gmtModify":1775803302883,"author":{"id":"4185020089811532","authorId":"4185020089811532","name":"wersix119","avatar":"https://community-static.tradeup.com/news/default-avatar.jpg","crmLevel":3,"crmLevelSwitch":0,"followedFlag":false,"authorIdStr":"4185020089811532","idStr":"4185020089811532"},"themes":[],"title":"","htmlText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"0\"></v-v> 这么多所谓的利好消息还撑不住,一旦消息断了恐怕……","listText":"<a href=\"https://laohu8.com/S/01810\">$小米集团-W(01810)$ </a><v-v data-views=\"0\"></v-v> 这么多所谓的利好消息还撑不住,一旦消息断了恐怕……","text":"$小米集团-W(01810)$ 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