广发基金叶帅：捕捉贝塔与阿尔法双重收益

Core Viewpoint - The article emphasizes the successful integration of quantitative and active investment strategies by Ye Shuai at GF Fund, highlighting the dual benefits of capturing beta and alpha returns through a systematic approach to investment [1][2]. Group 1: Investment Strategy - Ye Shuai combines scientific quantitative methods with deep research to form a core investment philosophy centered on "scientific quantitative active investment" [2]. - The "active + quantitative" approach leverages subjective investment advantages in deep research and forward-looking predictions while utilizing quantitative models for initial stock screening [2][4]. - The investment strategy focuses on small-cap stocks with a strong beta return potential, aiming to select stocks with a solid valuation margin and predictable growth [4][5]. Group 2: Performance Metrics - The GF Big Data Strategy Growth Fund, managed by Ye Shuai, has shown impressive performance, with the A share rising 29.97% over the past year, ranking in the top 20 among similar flexible allocation funds [3]. - Over three years, the fund ranks in the top 10 of its category and has received a three-year five-star rating from Galaxy Securities [3]. Group 3: Research and Analysis Framework - The investment process involves a combination of top-down active research and bottom-up quantitative output, focusing on macroeconomic variables to guide overall portfolio management [4][6]. - The team employs a multi-layered stock selection strategy, emphasizing safety margins and growth potential through a systematic evaluation of candidates based on historical valuation and expected changes [5][6]. Group 4: Platform and Team Support - GF Fund's robust platform and team collaboration are crucial for the sustained excess returns of Ye Shuai's products, supported by a comprehensive research resource network [6]. - The stable strategy department consists of nine research members dedicated to systematic investment methods, ensuring disciplined execution of investment decisions based on objective data [6]. Group 5: AI Integration - The stable strategy team has incorporated AI stock selection technology, utilizing self-developed neural network architectures to extract potential alpha information from structured and unstructured data [7].