量价类AI新策略

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传统量化融入AI新策略 景顺长城中证A500指数增强基金正在发行中
Zheng Quan Ri Bao Wang· 2025-07-03 10:42
Group 1 - The core viewpoint of the news is the expansion of the Invesco Great Wall's "Index Enhancement Family" with the launch of the Invesco Great Wall CSI A500 Index Enhanced Fund, aiming to achieve excess returns through quantitative methods while effectively tracking the index [1] - The CSI A500 Index is designed to consider factors such as market capitalization, industry representation, ESG, and connectivity, representing core assets in China with high growth potential [1] - Historical performance indicates that the CSI A500 Index has demonstrated strong long-term performance and higher excess return creation capability, making it valuable for long-term allocation [1] Group 2 - The Invesco Great Wall CSI A500 Index Enhanced Fund will utilize a combination of traditional quantitative models and AI-driven strategies to achieve higher excess returns while controlling risks [2] - The fund will leverage Invesco Great Wall's unique quantitative system, employing three main types of quantitative models: excess return models, risk models, and transaction cost models for asset pricing assessment, risk control, and transaction optimization [2] - The quantitative team has integrated AI capabilities to enhance model adaptability to market conditions, focusing on data processing, price prediction, risk management, and real-time market sentiment monitoring to uncover hidden market patterns and non-linear pricing relationships [2]