<div id="readability-page-1"><div><div><p>In what was seemingly a bulletproof market, <strong>chinks in the armor appeared</strong> in the form of trade disputes last Friday (Oct 10th), causing what top Goldman Sachs trader, Brian Gerrett, describes as <strong>one of the largest &#34;unexpected vol events&#34; since The Great Financial Crisis </strong>(as defined by 1 day shock / 1m realized vol ratio)...</p></div></div></div>

高盛

<p>在看似堅不可摧的市場中，上週五（10 月 10 日）貿易爭端的出現暴露了其脆弱之處，導致高盛頂級交易員布萊恩·傑雷特（Brian Gerrett）所描述的自大金融危機以來最大的 “意外波動事件” 之一（根據 1 天衝擊/1 個月實現波動率比率定義）</p>

市場 “仍然相當脆弱” 這一點突然變得清晰；高盛頂級交易員概述了防範左尾風險事件的最佳策略