多家百亿量化私募回应交易所异常:相关策略交易确有受到影响

GoldenOctober2024
CTA1,2%

金十数据9月27日讯,针对今日盘中上交所部分股票竞价交易出现成交确认缓慢的异常情形,多家百亿量化私募回应称,交易确有受到影响,因为仓位和成交情况无法及时掌握,能做的只有暂停上交所股票的交易,等待系统恢复正常,但其他交易不受影响。另有量化私募坦言,虽然个别策略无法正常接收上交所交易回报,导致无法确认持仓和交易数量。为了尽可能降低影响,该公司在相应品种上重新进行了调整以及对冲。由于整体持仓和敞口较少,预估旗下如ETF套利类产品今日还有些许盈利,波动率策略如CTA系列有明显正收益。

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