Prop trading调整应对零天到期选项的市场冲击

随着新收盘拍卖系统引入,prop trading desks面临流动性减少和策略调整的挑战,特别是在高风险的零天到期合约中,市场参与者正重新评估风险与定价影响。 Prop trading desks are adjusting to a sharper, less predictable close after the introduction of the closing auction system, with Moneycontrol reporting that volumes in proprietary trading fell by nearly half in the first week. The shift…