MBG Markets：美联储会议纪要不及市场预期鸽派，美元短线有企稳预期

Quantitative trading strategy
虽然近几周我们的量化交易策略净值有所回落，但回撤幅度相对有限；并且值得注意的是，货币市场在2020年展现出稳固并明显的每周动量反转效应。投资者下半年可继续参考我们的每周建议组合。另外，本周组合有一定调整。
MBGQuantitative strategy year to date relative benchmarkS&P 500 Total Return IndexAnnualized alpha（ α） by13%. The quantitative model adjusts positions weekly and places orders at the opening on Mondays and closes positions on Fridays. Each currency is paired with a standard hand, and it is recommended to set a stop loss at0.3%. Without considering actual leverage,MBGThe quantitative strategy has significantly outperformed the target since the beginning of the year. For details, please refer to the "Quantitative Topic: Construction Based on Momentum Reversal Strategy"G7货币对冲组合》。组合净值上周下跌0.01%。本周组合及截至北京时间8month20day6:23The profit and loss are as follows, with a positive spread (storage fee).

Focus of foreign exchange market
避险货币方面，周三，美元指数跳涨0.78%。主要是因美联储会议纪要并未暗示即将放松前瞻性指引和QE，不及市场预期鸽派，交易员也因此感到失望从而引发了获利了结支撑了美元。另外，美债收益率的企稳也提振了美元。因此，短线维持美元指数为震荡偏多结构。今晚20:30，美国将公布当周初请失业金人数，目前市场预计为92.5万人，虽然前两周初请失业金人数都录得下跌，但目前市场认为美国就业情况依然不容乐观，因此投资者需继续关注。

On the Eurozone front,周三，欧元兑美元大跌，为七个交易日以来首次下跌；主要是因美元的企稳反弹；此外，本周有大规模的看涨option将要到期，也引发了机构卖出欧元锁定利润。指标上来看，日线KD呈现顶背离的结构，因此，短线维持欧元有调整预期。

In terms of commodity currency，周三，澳元、纽元大跌。一方面是因美元的大涨；另一方面全球疫情仍然严峻，未来经济增速预期下降，再加上近期股市的下跌，市场风险情绪有所下降，也对澳元、纽元形成了一定打压。因此，对于澳元而言还是有调整预期。

commodity market

Trading preference –  今日维持crude oil（WTI）、gold（XAU）均为偏弱结构。
黄金方面，周三，金价一度回落逾80元，收盘下跌3.92%。主要是因美联储会议纪要并未暗示即将放松前瞻性指引和QE，鸽派不及预期美元指数大幅飙升，令黄金多头感到失望。因此，短线继续维持其为震荡偏弱的结构。

In terms of oil prices,周三，油价波动不大。虽然欧佩克+联合部长级监督委员会会议上，欧佩克+Agree on8Month and9月进行补偿性减产，利好油价；但市场对美国燃料需求疲软的担忧挥之不去，也限制了油价涨幅。因此，短线维持油价为震荡结构。

stock market indexprospect

港股方面，周三，受台风影响，港股早盘取消交易。恒指收跌0.74%；华为概念股跌幅居前。考虑到美股近期涨跌不一，因此港股或将面临一定压力。技术上看，继续关注24500Support and26000The pressure.

abstract

CFTC资金流数据显示，加元、美元空头仍处于极值，因此，预计短期随着资金流入并支持其回涨，另外，欧元、瑞郎、澳元多头也处于极值。

Europe/USA and Australia/美多头如遇冲高可兑现利润。

Economic Calendar

Risk Statement and Important Notes
transactionforeign exchangeMargin and contract for difference trading involve high risks and may not be suitable for all investors. You may encounter losses exceeding the principal amount during trading.
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