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量化基金限购潮起,短期量化模型助力捕捉超额收益
Sou Hu Cai Jing·2025-09-04 00:28

Group 1 - The core phenomenon in the quantitative fund sector is the recent wave of subscription limits imposed by multiple fund companies, driven by market style changes and the strong performance of quantitative funds [1] - As of September 1, only 14 out of over 500 quantitative funds established for more than a year reported negative returns, with an average return of approximately 52%, highlighting the attractiveness of these funds to investors [1][2] - The focus of quantitative fund companies this year has shifted from scale expansion to risk control and sustainable strategies, with stricter risk exposure management for index-enhanced products [1] Group 2 - The Huatai-PB CSI 2000 Index Enhanced Fund achieved a remarkable return of 104.57% over the past year, significantly outperforming its benchmark return of 31.82%, leading to an increase in the number of holders from 12,200 to 33,700 [2] - Huatai-PB's success in the quantitative field is attributed to its proactive development of short-term quantitative models tailored for small-cap indices, capitalizing on the significant rise of the CSI 2000 Index, which increased by 81.26% [4] - The company has established a clear and structured quantitative product matrix, offering a variety of enhanced products across different market segments, providing investors with diverse investment tools [4] Group 3 - The performance of various Huatai-PB funds demonstrates their ability to consistently exceed benchmark returns, with products like Huatai-PB Quantitative Leading and Huatai-PB Quantitative Selection showing strong stability and sustainability over the past decade [4][5] - In a volatile market, quantitative funds are becoming a crucial choice for investors, as they combine index benchmark returns with the potential for excess returns, representing a disciplined and rational investment approach [5]