Core Insights - The report emphasizes the construction of an AI-based low-frequency index enhancement strategy using deep learning frameworks to build alpha and risk models [3] Market Index Performance - As of November 28, 2025, the Shanghai Composite Index rose by 1.40%, the Shenzhen Component Index increased by 3.56%, and the CSI 300 Index gained 1.64%, with most indices closing in the green [5][8] - The CSI 300 Index has increased by 15.0% year-to-date, while the CSI 300 enhanced portfolio has risen by 24.6%, resulting in an excess return of 9.5% [5][19] - The CSI 500 Index has seen a year-to-date increase of 22.8%, with its enhanced portfolio up by 28.9%, yielding an excess return of 6.1% [5][24] - The CSI A500 Index has risen by 18.1% year-to-date, with its enhanced portfolio up by 26.5%, resulting in an excess return of 8.5% [5][30] - The CSI 1000 Index has increased by 23.1% year-to-date, while its enhanced portfolio has risen by 36.7%, yielding an excess return of 13.6% [5][36] Index Enhancement Fund Performance - As of November 28, 2025, the CSI 300 index enhancement fund reported an excess return range from -1.64% to 1.93%, with a median of 0.12% [11][12] - The CSI 500 index enhancement fund showed an excess return range from -2.32% to 0.77%, with a median of -0.10% [11][12] - The CSI 1000 index enhancement fund reported an excess return range from -0.78% to 1.28%, with a median of 0.20% [11][12] Tracking Portfolio Performance - The report outlines the construction of enhanced portfolios for the CSI 300, CSI 500, and CSI 1000 indices using deep learning frameworks, with weekly rebalancing and a maximum weekly turnover rate of 10% [15] - The alpha signals are derived from a multi-source feature set and stacked multi-model strategies, while risk signals are identified using neural networks [15] CSI 300 Enhanced Portfolio - The CSI 300 enhanced portfolio has achieved a year-to-date return of 24.6%, compared to the CSI 300's 15.0%, resulting in an excess return of 9.5% [19][20] CSI 500 Enhanced Portfolio - The CSI 500 enhanced portfolio has achieved a year-to-date return of 28.9%, compared to the CSI 500's 22.8%, resulting in an excess return of 6.1% [24][25] CSI A500 Enhanced Portfolio - The CSI A500 enhanced portfolio has achieved a year-to-date return of 26.5%, compared to the CSI A500's 18.1%, resulting in an excess return of 8.5% [30][33] CSI 1000 Enhanced Portfolio - The CSI 1000 enhanced portfolio has achieved a year-to-date return of 36.7%, compared to the CSI 1000's 23.1%, resulting in an excess return of 13.6% [36][37]

Group 1 - The article highlights upcoming online courses offered by Wind, focusing on various financial topics and strategies for October 2025 [2][5] - Courses include AI index enhancement strategies, ESG policies, bond investment banking opportunities, and global core index volatility analysis [2][5] - The article also mentions a recap of September's courses, emphasizing the importance of continuous learning in the financial sector [4] Group 2 - Additional courses are available in different languages, covering topics such as the German stock market and Japan's economic challenges [3] - The training series aims to equip participants with insights and tools for effective market analysis and investment decision-making [6]

Group 1 - Wind provides high-quality online courses for global users, with regular live sessions scheduled weekly [2] - Upcoming courses in August include topics such as cross-border investment opportunities, pure benzene futures, AI index enhancement strategies, and AI credit bond research [3][4] - The training series also features insights on how U.S. Treasury bonds influence global assets and regional economic analyses in various languages [5][4] Group 2 - The course schedule includes a variety of topics, with specific dates and times for each session, allowing participants to plan their learning effectively [5] - The training series aims to equip participants with essential financial insights and strategies to navigate the global market [8]

Group 1 - Wind provides high-quality online courses for global users, with regular live sessions scheduled weekly [2] - Upcoming courses in August include topics such as cross-border investment opportunities, pure benzene futures, AI index enhancement strategies, and AI credit bond research [3][4] - The training series also features insights on how U.S. Treasury bonds influence global assets and regional economic analyses in various languages [5][4] Group 2 - The course schedule includes a variety of topics, with specific dates and times for each session, allowing participants to plan their learning effectively [5] - The training series aims to equip participants with essential financial insights and strategies to navigate the global market [8]