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广发期货陈军:下半年大宗商品持续分化 CTA策略配置优势明显 _ 东方财富网

【广发期货陈军:下半年大宗商品持续分化 CTA策略配置优势明显】陈军表示,CTA策略在资产配置中具备优势,包括大类配置分散投资,整体的性价比较高等等。对于大宗商品,其认为下半年市场表现还将持续分化。前期大部分CTA策略出现回撤,而运用多个CTA策略作为一个组合,应对突发事件和V型反转的适应性很高。 ....

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