量化CTA

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私募跨界拍短剧演绎期货复仇路,期货私募业绩榜单揭晓
Sou Hu Cai Jing· 2025-08-12 04:26
Group 1 - The private equity investment sector is witnessing a new trend with notable firms like Waying Investment, Shanhai Fund, and Shenhan Capital venturing into short drama production, specifically a financial-themed short drama titled "Rebirth in the Millennium: My Revenge Path through Futures" [1] - The plot of the drama revolves around a billionaire private equity mogul who faces a life-altering event in 2025 due to significant market fluctuations caused by Trump's tariff announcement, leading to a financial collapse and personal tragedy, followed by a time-travel twist back to the year 2000 [1] - Waying Investment has three products with performance displays, including the quantitative CTA product "Waying Heshun Hedging No. 1," which ranks highly among its peers, although specific return data is anonymized due to regulatory requirements [1] Group 2 - The volatility and uncertainty of the futures market deter many investors, yet some private equity firms have achieved notable success in this area [2] - In the current year, Feng Shengli from Fuhua Zixin Private Equity has excelled with the subjective CTA product "Fuhua Tunquan Jinqi," showcasing his extensive investment experience and asset management skills [2] - In the quantitative CTA category, Shuanglong Investment's "Shuanglong-Longyun No. 1" has also performed exceptionally well, ranking among the top products [2] Group 3 - A list of top-performing private equity products in the current year includes "Fuhua Tunquan Jinqi" by Fuhua Zixin, "Jingsheng Tunquan Private Enjoyment" by Jingsheng Investment, and "Ruiti Futures Miracle No. 1" by Ruirui, all of which are in the subjective CTA category [3] - In the top private equity segment, "Xinhong CTA No. 1 Quantitative A Class" managed by Zhang Yi has attracted significant investor interest due to its outstanding performance [3] Group 4 - Over the past year and three years, several private equity firms and products have emerged as top performers, including Hu Qing from Xuming Investment and Xie Dong from Luoshu Investment, who have excelled in the futures market with their subjective and quantitative CTA strategies [4] - Their success is attributed to a deep understanding of the market and a stable investment style [4] Group 5 - The performance data for the past year highlights "Xuming Jingjian B Class" by Xuming Investment and "Fuhua Tunquan Jinqi" by Fuhua Zixin as leading products in the subjective CTA category [5] - Other notable products include "Jingsheng Tunquan Private Enjoyment" and "Daiying Jincheng A Class" from various private equity firms, showcasing a diverse range of strategies and performances [5]
震惊!私募下场拍短剧:我靠期货走上复仇之路!附私募期货业绩榜
Sou Hu Cai Jing· 2025-08-11 07:16
私募排排网获悉,最近洼盈投资、山海基金、深涵资本三家私募作为出品公司下场做短剧了,短剧主题是:《重生千禧年之我靠期货走上复仇之路!》, 经典金融题材电影已屡见不鲜,私募亲自下场拍金融题材短剧,这应该还是头一例。 该短剧讲述的是:男主是一位百亿私募老板,在2025年4月7日特朗普宣布关税计划,国内期货大宗商品出现大幅波动时,男主资金巨亏,妻子乘机离婚分 割财产,而男主突发心梗去世,后续可能是偶然重生回到千禧年(2000年),再次依靠期货投资卷土重来的故事。 现实里同样作为私募投资机构,洼盈投资在私募排排网有业绩展示的产品共3只,截至7月25日,今年来收益均值为***%。值得关注的是,旗下量化CTA 产品"洼盈合顺对冲一号"今年来收益为***%,位居今年来量化CTA产品榜第17位。 [应监管要求,私募产品不能公开展示业绩,文中涉及收益数据用***替代。] 量化CTA今年来收益TOP20 O 私募排排网公众号 数据来源:私募管理人/托管人,整理自私募排排网,截至2025年7月25日。同 一私募旗下多只量化CTA产品,仅选取收益最高的参与排名。产品展示的收益 期间可能较短,不代表该基金及管理人其他在管产品长期及未来业 ...
震惊!私募下场拍短剧:我靠期货走上复仇之路!(附最新私募期货业绩榜单)
私募排排网· 2025-08-08 00:00
Core Viewpoint - The article discusses the emergence of private equity firms engaging in creative projects, specifically the production of a short drama centered around futures trading, highlighting the challenges and uncertainties in the futures investment landscape [1] Group 1: Short Drama Production - Three private equity firms, Waying Investment, Shanhai Fund, and Shenhan Capital, have produced a short drama titled "Rebirth in the Millennium: My Revenge Path through Futures" [1] - The drama features a billionaire private equity boss who faces significant losses due to market volatility and personal tragedy, ultimately leading to a second chance in the year 2000 [1] Group 2: Performance of Private Equity Products - As of July 25, 2025, there are 603 futures and derivatives strategy products with a total scale of approximately 34.33 billion, with an average return of 8.73% this year [3] - Among these, 339 quantitative CTA products have an average return of 8.31%, while 156 subjective CTA products have an average return of 12.15% [3] Group 3: Top Performing Products - The top three futures and derivatives strategy products for the year are led by Fuhua Zixin's product, with a return of ***% [9] - In the category of private equity firms with a scale below 5 billion, the top three products are from Fuhua Zixin, Jingsheng Investment, and Ruixin Investment [10] Group 4: Recent Performance Trends - Over the past year, 573 products have shown an average return of 20.66%, with quantitative CTA products averaging 19.07% and subjective CTA products averaging 28.76% [9] - The leading products in this category are managed by Xuming Investment and Fuhua Zixin [10] Group 5: Long-Term Performance - Over the past three years, 345 products have an average return of 61.65%, with quantitative CTA products averaging 30.18% and subjective CTA products averaging 74.70% [14] - The top three products in this category are from Fuying Investment, Xuming Investment, and Ruixin Tiansuan [15]
私募产品备案今年大爆发!量化类最热门,有机构“一发不可收拾”
Mei Ri Jing Ji Xin Wen· 2025-06-10 07:54
每经记者|杨建 每经编辑|赵云 今年以来,A股市场两度下探后企稳回升,市场风险偏好有所提升。 百亿老牌私募星石投资告诉记者,随着私募供给格局的逐渐优化,行业马太效应将更加明显,优质行业 供给有助于提升私募行业形象和投资者信任度,促进更多投资者选择投资私募产品。今年以来A股市场 企稳回升,市场情绪持续修复。目前,股市的估值处于低位,股市整体风险溢价是历史高位水平,用股 息率-国债收益率来衡量的股债收益差处于历史99%分位,股市分红率的提升带动股市的性价比持续增 强。 其表示,从市场表现上看,短期虽然国内宏观增量信息可能偏少,但随着中美谈判筹码相对强弱的进一 步明晰,以及美元资产优势被削弱,国内市场情绪有望延续修复,资金活跃度也有望出现回升,结构上 行业驱动板块轮动、资金高低切换特征或仍延续。站在稍长角度看,预计市场关注点将逐步由海外风险 转移至国内因素,经济基本面和政策面的影响有望逐步增加,政策积极发力以及经济平稳修复将从中期 角度带动市场表现。 量化类私募产品备案最热门 值得注意的是,今年以来备案产品数量居前的多数为大型量化私募机构,66家备案产品数量超10只的私 募机构中,大型私募占到40家,其中大型量化私 ...
十年专注量化CTA,用专业成就客户长远信任与陪伴的外资私募 | 一图看懂迈德瑞投资
私募排排网· 2025-05-21 10:49
Company Overview - Maideri Investment is a quantitative hedge fund headquartered in Paris, France, specializing in trend-following CTA strategies for over 12 years [2][4] - The parent company, Metori Capital, was founded in 2016 by Dr. Nicolas, who previously served as the global chief investment officer at a leading asset management firm, managing over €100 billion in assets [4][10] - Maideri China was established in 2019 and received its private fund license in 2020, becoming the 28th foreign and the first French private fund manager in China [4][6] Investment Strategy - The company focuses on quantitative trend-following CTA strategies, with the Chinese trend-following strategy developed independently based on the Chinese futures market [7][9] - The strategy has been operational since June 2014 in collaboration with domestic public funds, with a total scale exceeding 600 million [7] Management Scale - As of March 31, 2025, the global total management scale is approximately ¥50.21 billion, with a significant portion managed in China [6] - The assets managed under the Chinese trend-following CTA strategy reached nearly ¥2 billion by 2022 [7] Core Team - The core research and investment team has over 20 years of experience in finance and mathematics, with all members coming from leading financial institutions in China [9][16] - Dr. Guillaume Jamet, a co-CIO, has a background in mathematics and previously managed the Epsilon series fund [10][12] Achievements and Recognition - Maideri has received multiple global awards for its performance in CTA strategies over the past decade, including recognition from Hedge Fund Journal and CTA Intelligence [19] - The company has established partnerships with several leading financial institutions in China, enhancing its market presence [21]