美银：资金流向监测-趋势跟踪者做多黄金、做空原油；美国股票和美国国债头寸规模缩小

Accessible version Systematic Flows Monitor Trend followers long Gold, short Oil; US equity, UST positions smaller CTA US equity shorts holding on despite this week's gains We continue to believe that the current environment of elevated volatility and whipsawing markets induces dispersion among individual trend following programs, but according to our models, most CTAs are likely agreed on short US equity positions. This comes despite the S&P 500, NASDAQ-100, and Russell 2000 all posting gains this week, as ...