Michael Kramer 分析标普500低相关性高分散格局与期权市场转空信号
One-month implied correlation at 20 is high relative to recent months but low historically. That low-correlation, high-dispersion regime has been the ...
AI 导读
Michael J. Kramer 指出一个月隐含相关性为 20，高于近月但历史上仍偏低，这种低相关性高分散格局即 AI 交易，由 NVIDIA 撑起指数、Micron 与 Broadcom 进入前十；若这些股票失灵，市场更可能继续解杠杆。
来源：@MichaelMOTTCM · x.com