Compounding the problem is that many stat arb managers have borrowed heavily to buy shares.
导致问题恶化的因素是,为买进股票,许多统计套利基金经理大举借贷。
Thus, companies with poor prospects have seen shares rise and vice versa, undermining the logic of "stat arb" models.
因此,前景不看好的企业股价上涨,而前景看好的企业反而股价下跌,这破坏了“统计套利基金”模型的逻辑。
Thus, companies with poor prospects have seen shares rise and vice versa, undermining the logic of "stat arb" models.
因此,前景不看好的企业股价上涨,而前景看好的企业反而股价下跌,这破坏了“统计套利基金”模型的逻辑。
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