打卡一家今年收益表现出色、较低回撤的黑马私募！主攻量化CTA与选股

Core Insights - The article highlights the performance and strategies of Zhixin Rongke, a quantitative private equity firm, which has shown impressive returns in the market, particularly in the CTA (Commodity Trading Advisor) category [4][13][24]. Company Overview - Zhixin Rongke Investment Management (Beijing) Co., Ltd. was established in 2013 by PhDs from Tsinghua University and the Chinese University of Hong Kong, focusing on quantitative investment with over 10 years of experience in CTA strategies and 5 years in quantitative stock strategies [13][14]. - The firm has developed a dual-driven strategy system centered on quantitative CTA and quantitative stock selection, aiming for high Sharpe ratios and low drawdowns [13][24]. Performance Metrics - As of October 2025, Zhixin Rongke's products have achieved significant average returns, ranking second among quantitative private equity firms and sixth among those with assets over 5 billion [4][10]. - The "Zhixin Rongke CTA No. 7 A Class" product ranked third in terms of returns and drawdown control among CTA products, showcasing its strong performance [4][8]. Investment Strategies - The firm employs a dual-engine strategy that combines CTA and quantitative stock selection, providing both trend-following returns and tail risk hedging [41][45]. - The strategies have demonstrated crisis alpha, achieving positive returns during market downturns, such as a +***% return when the CSI 300 index fell by 21.6% in 2022 [41][42]. Team and Development - The core team has over 15 years of stable collaboration, previously working at the renowned hedge fund WorldQuant, which enhances their research and investment capabilities [17][21]. - The firm has undergone several strategy iterations since its inception, continuously adapting to market changes and improving performance metrics [46]. Product Lines - Zhixin Rongke offers various product lines, including CTA-enhanced strategies and quantitative stock selection strategies, catering to different investor risk preferences [24][30]. - The "CTA No. 7" product is positioned as a flagship quantitative CTA product, while the "Multi-Strategy No. 8" integrates both CTA and quantitative stock selection for enhanced absolute returns [28][30].