China Stocks Are Primed for Risk Rally to Morgan Stanley Quants

  • Low hedging demand suggests tactical risk rally: strategists
  • Indicators in algorithm show market sentiment has bottomed
Lock
This article is for subscribers only.

Equity traders in China are rapidly positioning for a rally in the onshore market, according to Morgan Stanley’s quantitative strategy team, which recommends clients prepare to “ride the wave.”

Investors in the mainland are unwinding their stock-index hedges at a significant pace, betting that a potential end to Chengdu’s lockdown and policies to stabilize the yuan will trigger a near-term rebound, strategists including Gilbert Wong and Ronald Ho wrote in a client note dated Sept. 12.