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jiaoxiaofei · 2019年02月08日

问一道题:NO.PZ2019012201000039

问题如下图:

    

选项:

A.

B.

C.

解释:


Statement2也不对吧,long-short才可以最大限度的利用strategies

1 个答案

maggie_品职助教 · 2019年02月09日


1、investment capacity指的是你能够实现你投资判断的能力,因为short
position的限制会更多(很多股票不允许卖空),也就是long-short碰到不能做交易的概率会更大。而卖空获得更多资金来做多,指的是你认为涨的时候可以有更多的资金来支持。这是两码事。

2、因为相比小盘股,大盘股交易量大、流动性好,你要是看涨,long 大盘股的股票是不会收到任何限制的。而小盘股呢,你认为某只股票被低估,想买入,但可能买不到。



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