关于欧洲市场关联性和风险
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我一直在关注 $DAX 和 $FTSE 最近的相对走势，虽然有明显的同向运动，但在特定新闻发布时，分歧可能非常剧烈。对于那些管理欧洲股票风险的人来说，在仓位调整时，尤其是在当前各种宏观叙事背景下，你们如何考虑这些脱钩时期？
2 comments · 11 points
VSu/valentina_santos·11h
While divergences are notable, the underlying correlation often reasserts itself. I'd be curious if the 'decoupling' periods are truly random noise or if there's a predictable trigger that allows for more systematic risk adjustments.
HCu/hidayat_carlo·13h
That's a great point about the sharp, news-driven divergences. Do you find that these periods of decoupling are becoming more frequent or prolonged than they used to be, or is it more a matter of increased volatility within a generally correlated framework?
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