高盛：季末将会有140亿美元的资金注入美股市场_老虎社区_美港股上老虎

高盛：季末将会有140亿美元的资金注入美股市场

金十数据2021-09-30

波动性何时会飙升？高盛基于模型估计，考虑到月度、季度的股票和债券走势，将有140亿美元的资金从养老金流向股票市场。这结论是怎么得出来的呢？根据高盛的Gillian Hood所说，在过去三年以绝对美元价值计算的所有调仓估值中，有36%的调仓是到达140亿美元这一水平的。从绝对价值来看，低于3年以来的平均调仓估值260亿美元。下图展示出，养老金波动性逐月上升。尽管这与养老金调仓的话题...

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KenCheng
·2021-09-30
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href=https://finance.sina.com.cn/stock/usstock/c/2021-09-30/doc-iktzqtyt9091433.shtml><strong>金十数据</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>波动性何时会飙升？\n高盛基于模型估计，考虑到月度、季度的股票和债券走势，将有140亿美元的资金从养老金流向股票市场。\n这结论是怎么得出来的呢？根据高盛的Gillian Hood所说，在过去三年以绝对美元价值计算的所有调仓估值中，有36%的调仓是到达140亿美元这一水平的。从绝对价值来看，低于3年以来的平均调仓估值260亿美元。\n\n下图展示出，养老金波动性逐月上升。\n\n尽管这与养老金调仓的话题...</p>\n\n<a 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src=\"https://static.tigerbbs.com/0867d5a51d9410b6f446891fe140b751\" tg-width=\"550\" tg-height=\"383\" referrerpolicy=\"no-referrer\" width=\"100%\" height=\"auto\"><img src=\"https://static.tigerbbs.com/65f494d34b9abd754eabee322384e67e\" tg-width=\"550\" tg-height=\"439\" referrerpolicy=\"no-referrer\" width=\"100%\" height=\"auto\"></p>\n<p>由于gamma下跌通常暗示较少的上行缓冲和较多的看跌买盘，而这反过来又是预期波动的函数，virtu和citadel等高频交易公司现在已经将gamma视为何时收回流动性的主要指标。由于gamma值通常会自我增强，因此买入VIX指数并押注波动性飙升的最佳时机是gamma值下跌和整体市场流动性崩溃的时候。</p>","source":"sina_us","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>高盛：季末将会有140亿美元的资金注入美股市场</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高盛：季末将会有140亿美元的资金注入美股市场\n</h2>\n\n<h4 class=\"meta\">\n\n\n2021-09-30 21:16 北京时间&nbsp;&nbsp;&nbsp;<a href=https://finance.sina.com.cn/stock/usstock/c/2021-09-30/doc-iktzqtyt9091433.shtml><strong>金十数据</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>波动性何时会飙升？\n高盛基于模型估计，考虑到月度、季度的股票和债券走势，将有140亿美元的资金从养老金流向股票市场。\n这结论是怎么得出来的呢？根据高盛的Gillian Hood所说，在过去三年以绝对美元价值计算的所有调仓估值中，有36%的调仓是到达140亿美元这一水平的。从绝对价值来看，低于3年以来的平均调仓估值260亿美元。\n\n下图展示出，养老金波动性逐月上升。\n\n尽管这与养老金调仓的话题...</p>\n\n<a href=\"https://finance.sina.com.cn/stock/usstock/c/2021-09-30/doc-iktzqtyt9091433.shtml\">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/8e87285f5f61644eaba65898e6ccf2bf","relate_stocks":{"GS":"高盛"},"source_url":"https://finance.sina.com.cn/stock/usstock/c/2021-09-30/doc-iktzqtyt9091433.shtml","is_english":false,"share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","article_id":"2171953422","content_text":"波动性何时会飙升？\n高盛基于模型估计，考虑到月度、季度的股票和债券走势，将有140亿美元的资金从养老金流向股票市场。\n这结论是怎么得出来的呢？根据高盛的Gillian Hood所说，在过去三年以绝对美元价值计算的所有调仓估值中，有36%的调仓是到达140亿美元这一水平的。从绝对价值来看，低于3年以来的平均调仓估值260亿美元。\n\n下图展示出，养老金波动性逐月上升。\n\n尽管这与养老金调仓的话题相距甚远，但高盛提出了一个有趣的看法：e-迷你标普500指数期货（ES）的流动性是直接和伽马（gamma）相关的。\n\n由于gamma下跌通常暗示较少的上行缓冲和较多的看跌买盘，而这反过来又是预期波动的函数，virtu和citadel等高频交易公司现在已经将gamma视为何时收回流动性的主要指标。由于gamma值通常会自我增强，因此买入VIX指数并押注波动性飙升的最佳时机是gamma值下跌和整体市场流动性崩溃的时候。","news_type":1,"symbols_score_info":{"GS":0.9}},"isVote":1,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"tweetType":1,"comments":[{"id":6049973,"gmtCreate":1633008134632,"gmtModify":1634725629307,"authorId":3558566101600142,"author":{"id":3558566101600142,"idStr":"3558566101600142","authorId":3558566101600142,"name":"KenCheng","avatar":"https://static.tigerbbs.com/02fdd19f114098870a0ee6a120507fbe","vip":1,"crmLevel":11,"crmLevelSwitch":0,"individualDisplayBadges":[]},"repliedAuthorId":0,"objectId":865574634,"type":1,"supId":0,"prevId":0,"content":"[财迷]","text":"[财迷]","html":"[财迷]"}],"langContent":"CN"}],"hasMoreComments":false,"newsSizeData":{"likeSize":11,"commentSize":1,"repostSize":0,"favoriteSize":0,"likeStatus":false,"favoriteStatus":false},"isCrawlerRequest":true}