>> Current Position:Strategies



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1. Long Only Strategy

• Expected stock returns are generated via a multi linear weighted model. Advanced machine learning algorithms are incorporated to dynamically adjust factor weights to reflect changing market conditions.

• The forecasted returns are used as input to our portfolio optimizer, which can meet a broad range of constraints and generate various tradable index enhancement portfolios.

(基金的过往业绩并不预示其未来表现。仅供内部沟通使用,不得复制传播。)


2. Volatility Arbitrage Strategy

Volatility Arbitrage primarily exploits mispricing between products relative to their historical volatility.

(基金的过往业绩并不预示其未来表现。仅供内部沟通使用,不得复制传播。)


3. Market Neutral Strategy

Market Neutral Strategy consists of several sub-strategies: Event-driven, Quant relative value, China IPO, Volatility arbitrage, Cross border arbitrage and Alpha multi-factor.


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(基金的过往业绩并不预示其未来表现。仅供内部沟通使用,不得复制传播。)


4. CTA

Low margin to equity ratio


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(基金的过往业绩并不预示其未来表现。仅供内部沟通使用,不得复制传播。)



All-weather Strategy


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