Company Overview - Ming Stone Fund was established in 2010 and is a leading player in the quantitative investment industry, utilizing a "five-ring multi-core" research and investment model that includes five core research processes: factor, AI, optimization, trading, and risk control [5][9] - The fund has a comprehensive product system covering index enhancement, quantitative stock selection, quantitative hedging, CTA strategies, ETF innovation strategies, and multi-strategy products, catering to various risk preferences of investors [5][9] Core Research Team - The research team is composed of highly qualified professionals, with over 80% holding master's or doctoral degrees from prestigious universities, including Ivy League schools and renowned domestic institutions [11] Investment Strategies and Product Lines - The fund employs a full-market quantitative stock selection strategy that does not benchmark against any specific index, aiming for broad stock coverage and strong timing discipline to achieve excess returns [17] - The index enhancement strategy involves long positions in stocks selected through quantitative methods, aiming to track and exceed the performance of indices like CSI 300, CSI 500, and CSI 1000 [22] - The quantitative hedging strategy combines long positions in selected stocks with short positions in corresponding index futures to achieve excess returns [25] - The CTA strategy utilizes models to time stock index futures, adjusting hedge ratios based on predicted index movements [28] Risk Control - Ming Stone Fund emphasizes risk control over high-risk, high-return pursuits, implementing a dual-layer risk management system that monitors parameters at the product level and signal effectiveness at the signal level [32] - The fund has developed its own Barra multi-factor risk control model, enhancing the predictive capability for volatility in high-frequency trading strategies [32] Core Advantages - The fund's leading quantitative research and investment system is characterized by its "five-ring multi-core" model, which supports multiple core research teams [33] - The integration of AI in the entire quantitative investment process enhances efficiency and market adaptability [34] - The fund's factor team, grounded in financial academic backgrounds, effectively identifies and utilizes factors with strong explanatory power and long validity [35] Awards and Social Responsibility - Ming Stone Fund has received multiple awards, including the "Outstanding Risk Control Private Fund Product" from Securities Times and the "Five-Year Outstanding Private Company" from Shanghai Securities Journal [36] - The fund is involved in social responsibility initiatives, supporting educational funds for disabled children and other charitable projects [38]
收益第一背后的秘密！独家揭秘鸣石基金“五环多核”的量化投研体系！
私募排排网·2025-09-22 03:05