{"meta":{"id":"https:\/\/api.iclient.ifeng.com\/ipadtestdoc?aid=ucms_7xbIFICxZTB","type":"doc","o":"1","documentId":"ucms_7xbIFICxZTB"},"body":{"newStatus":"1","documentId":"ucms_7xbIFICxZTB","staticId":"ucms_7xbIFICxZTB","title":"道明证券:浅论G10汇市头寸表现","shareTitle":"道明证券:浅论G10汇市头寸表现","thumbnail":"http:\/\/d.ifengimg.com\/w150_h106_q100\/x0.ifengimg.com\/res\/2020\/CDBAB9E6D6E7168E29C7E11E1AC92A19A1EF88F3_size34_w534_h163.jpeg","source":"FX168财经网","author":"","editorcode":"weMedia","editTime":"2020-06-25 22:44:55","updateTime":"2020\/06\/25 22:44:55","wapurl":"http:\/\/\/\/feng.ifeng.com\/c\/7xbIFICxZTB","introduction":"","wwwurl":"http:\/\/\/\/feng.ifeng.com\/c\/7xbIFICxZTB","commentsUrl":"ucms_7xbIFICxZTB","commentCount":0,"text":"
FX168财经报社(伦敦)讯道明证券研究部周四(06月25日)讨论了外汇市场当前的头寸情形。<\/p>
该行指出,外汇市场动能匮乏的表现已经扶助了均值回归交易,该行头寸指数追踪(PIT)过去几年表现良好,令夏普比率触及0.8附近。<\/p>
相应地,该行也在外汇市场上标注了一些头寸趋势,从美元整体表现看,下图(左)表明虽然市场维持看涨美元,但头寸显著减少,这一减少量等同于1-sigma(标准偏差),下方图(右)则揭示了这一反转出现缘于高频交易头寸的增加而非防守中的头寸削减。<\/p>
图表揭示,澳元、瑞典克朗、纽元和欧元头寸过剩且价值较高,而英镑,加元和挪威克朗头寸稀薄。<\/p>
该行表示,将对英镑保持谨慎,维持对纽元\/美元和澳元\/加元逢高做空的观点,并认为看涨挪威克朗\/瑞典克朗也很“有利可图”<\/p>
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