>> Current Position:Strategies


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.


2. Volatility Arbitrage Strategy

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


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.



4. CTA

Low margin to equity ratio



All-weather Strategy