量化多头超额收益显著修复！蒙玺、幻方、量创今年业绩位列前3

Core Insights - The A-share market has entered a volatile rotation phase since October, with significant recovery in the returns of quantitative products [2] - Among the 825 quantitative long products with performance data, the average return for the year is 41.02%, with an excess return of 14.36% [3] Summary by Category Performance of Strategies - Quantitative long products have the highest average return in October among all stock strategy products, reaching 0.93% with an average excess return of 1.5% [2] - The performance of various strategies is as follows: - Quantitative long: 825 products, average return 41.02%, monthly return 0.93% [3] - Subjective long: 2156 products, average return 36.11%, monthly return -1.35% [3] - Macro strategy: 201 products, average return 27.17%, monthly return 0.96% [3] - Composite strategy: 409 products, average return 25.66%, monthly return 1.11% [3] - Other derivative strategies: 15 products, average return 25.63%, monthly return 4.45% [3] Top Performing Products - In the quantitative long category, the top products by excess return include: - CSI 1000 index enhancement: 158 products, average return 45.51%, excess return 15.48% [4] - Quantitative stock selection: 329 products, average return 39.25%, excess return 15.56% [4] - CSI 500 index enhancement: 201 products, average return 42.07%, excess return 10.96% [4] - CSI 300 index enhancement: 38 products, average return 25.62%, excess return 6.52% [4] - Other index enhancements: average return 43.55%, excess return 18.52% [4] Notable Fund Managers - The top products in the CSI 1000 index enhancement category are managed by notable fund managers from large private equity firms, with the highest returns coming from companies like Jintong Investment and Luxiu Investment [5][9] - In the quantitative stock selection category, the top products are managed by firms such as Longqi Technology and Jiuming Investment [10][12] - The CSI 500 index enhancement products are led by managers from Guobiao Asset and Zhaoxin Private Fund [13][16] - The CSI 300 index enhancement products are managed by firms like Hainan Pengpai Private Fund and Ningbo Huansquare Quantitative [17][20] - Other index enhancement products are managed by firms such as Liangchuang Investment and Yangshi Asset [21][23]