多空对冲基金借 ETF 与指数期货期权对冲 Beta 敞口
"This has likely a lot to with long/short hedge funds, who use liquid ETFs as well as index futures and options to adjust their betas. But they are no...
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有观点指出，多空对冲基金很可能大量使用流动性好的 ETF 以及指数期货和期权来调整 Beta，但它们并非直接做空，而是通过做空指数风险来降低净头寸风险。
来源：@dailychartbook · x.com