量化基金周报-20260119

• The report primarily focuses on the performance of quantitative funds, particularly index-enhanced funds, absolute return funds, and other active quantitative funds, without detailing specific quantitative models or factor construction methodologies[2][3][4] - The performance of index-enhanced funds is highlighted, with the CSI 300 Index Enhanced Funds achieving a weekly excess return median of 0.49%, while CSI 500 Index Enhanced Funds had a negative weekly excess return median of -0.25%. CSI 1000 Index Enhanced Funds and CSI A500 Index Enhanced Funds recorded weekly excess return medians of 0.43% and 0.39%, respectively[3][4][5] - Absolute return (hedging) funds achieved a weekly return median of 0.19%, while other active quantitative funds recorded a higher weekly return median of 1.51%[8][9][10] - Other strategy funds, such as multi-factor funds, demonstrated strong performance with a weekly return median of 1.89%, while big data-driven active investment funds showed a negative weekly return median of -0.89%[15][19][20]