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.。
覆盖 2024 年,全文约 48。
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