SpotGamma Founder Discusses How The Fed's Next Move And Expiring Derivatives Could Spark Market Turbulence
SpotGamma Founder Discusses How The Fed's Next Move And Expiring Derivatives Could Spark Market Turbulence
SpotGamma創始人討論了聯儲局的下一步行動和到期衍生品可能引發的市場動盪
The U.S. equity market stands at a critical crossroads, SpotGamma founder Brent Kochuba says.
美國股市站在一個關鍵的十字路口上，SpotGamma創始人Brent Kochuba表示。
The convergence of the Federal Reserve's interest rate decision and the September expiration of derivatives positions may trigger a scenario similar to last month's turbulence when highly leveraged positions in currencies, stocks, and options unraveled.
聯儲局利率決策和9月期權到期的交匯可能引發與上個月動盪類似的情景，當時高度槓桿化的貨幣、股票和期權頭寸解開。
"This setup mirrors what we saw on August 1st," Kochuba told SpotGamma subscribers. "Downside volatility may be in excess of what the market is pricing due to the twin triggers of negative gamma and correlation spasms."
「這種設置類似於我們8月1日看到的情況，」 Kochuba告訴SpotGamma的訂閱用戶。「由於負蓋瑪和相關性痙攣的雙重觸發，下行波動可能超出市場價格。」
Kochuba, known for his analyses and forecasting of markets through the lens of...
以期權倉位爲視角分析和預測...
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