量化对冲

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过去一年近七成对冲策略基金收益告负 多重因素导致表现欠佳
Zhong Guo Ji Jin Bao· 2025-08-24 05:14
人民财讯8月24日电,最近一年,大盘走牛,量化对冲基金却有近七成单位净值增长率告负。对冲成本 上升、风格适应性不足、流动性压力及策略同质化等,成为量化对冲基金在牛市中跑输的主要因素。 (文章来源:中国基金报) 为拓宽收益来源,不少对冲基金在根据对冲成本灵活调整配置比例的同时,也通过利率债、转债及股票 多头策略提升组合性价比。 ...
外资私募备案登记加速 迈德瑞投资完成登记
Zhong Guo Ji Jin Bao· 2025-08-13 23:12
Group 1 - The A-share market is experiencing a strong performance, leading to an acceleration in the registration of foreign private equity funds in China [1] - Maideri Investment Management (Zhuhai Hengqin) Co., Ltd. has completed its registration as the 28th foreign-owned private securities investment fund manager in China, and the 5th this year [1] - Maideri Investment was established on March 26, 2019, with a registered capital of 3 million USD, and is fully owned by Metori Capital Management [1] Group 2 - The legal representative of Maideri Investment, Xie Wenjie, has over 20 years of experience in the financial industry, having worked for HSBC and Societe Generale in Hong Kong before joining Maideri [2] - This year, five foreign private equity firms have entered the Chinese market, bringing the total to 28 registered foreign-owned private securities investment fund managers [2] - As of now, 23 out of 28 foreign private equity firms have launched private fund products, totaling 83 products, with 18 new products registered this year [2] Group 3 - UBS Asset Management has been particularly active this year, registering 16 products, the highest among foreign private equity firms [3] - The investment outlook remains positive for risk assets and A-shares, driven by improved corporate earnings and stable economic activity [3] - The technology sector, particularly in 5G and consumer electronics, is viewed favorably for investment due to expected strong spending in these areas [3]
聚焦“专精特新” 浦银安盛北证50成份指数基金今日发行
Quan Jing Wang· 2025-07-10 01:27
Group 1 - The core viewpoint of the news is the official launch of the Puyin Ansheng North Index 50 Component Index Fund, which is the only broad-based index on the Beijing Stock Exchange, selecting the top 50 securities based on market capitalization and liquidity [1][2] - The fund includes many specialized and innovative enterprises across emerging industries such as AI, humanoid robots, innovative pharmaceuticals, and new energy, showcasing both technological content and growth potential [1] - This launch signifies the deepening of Puyin Ansheng's "Global Sci-Tech Innovator" and "Index Family" brands, representing a significant move by financial institutions to implement technology finance initiatives [1] Group 2 - The North Index 50 Component Index Fund is part of Puyin Ansheng's strategic layout for index products, complementing existing index enhancement products and ETFs across major exchanges, thus achieving comprehensive tracking of various market segments [2] - This initiative further advances Puyin Ansheng's "Global Sci-Tech Innovator" brand by guiding long-term capital towards the main battlefield of technological innovation in the capital market, enhancing wealth management for residents, and sharing the dividends of China's "hard technology" development [2] - The fund enriches the "Index Family" product matrix, providing differentiated allocation tools for small and micro-cap growth styles, catering to investors' demand for high elasticity and high growth [1][2]
2025上半年量化基金10强揭晓!小盘指增包揽前10!
Sou Hu Cai Jing· 2025-07-03 11:05
Core Viewpoint - In the first half of 2025, the popularity of quantitative trading continues to rise amid increased activity in small-cap stocks and market volatility, with a significant number of quantitative funds showing positive returns [1][3]. Group 1: Performance of Quantitative Funds - As of June 30, 2025, there are 1,258 quantitative funds with an average return of 4.72% and a median return of 3.74%, with 86.15% of these funds achieving positive returns [1]. - Among the three categories of public quantitative funds, active quantitative funds have the highest returns, with average and median returns of 7.5% and 5.91% respectively [1]. - Index-enhanced funds, while slightly lower in returns, have the highest proportion of positive returns at 92.09% [1]. Group 2: Top Performing Funds - The threshold for the top 10 index-enhanced quantitative funds is set at 18.77%, with all top 10 funds tracking small-cap stock indices [3]. - The top three funds in the index-enhanced category are managed by 创金合信基金, 招商基金, and 长盛基金 [3]. - The top-performing index-enhanced fund, 创金合信北证50成份指数增强A, achieved a return of 37.17% in the first half of 2025 [5]. Group 3: Active Quantitative Funds - The threshold for the top 10 active quantitative funds is the highest at 24.64%, with the top three funds managed by 诺安基金, 中加基金, and 汇安基金 [8]. - The leading active quantitative fund, 诺安多策略A, recorded a return of 40.62% [10]. - The second-ranked fund, 中加专精特新量化选股A, achieved a return of 35.55% [11]. Group 4: Quantitative Hedge Funds - The threshold for the top 10 quantitative hedge funds is 0.82%, with 中邮基金, 富国基金, and 申万菱信基金 managing the top three funds [12]. - 工银瑞信基金 has two funds listed among the top 10 [12].