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平台化投研体系下的量化实践:如何实现长期超额收益的“可复制性”?
Xin Lang Ji Jin· 2025-08-12 08:43
Group 1 - The core consensus in the current market is the search for certainty, with a focus on stable dividends and continuous returns, highlighting the scarcity of quantitative products that can provide long-term excess returns and stability [1][2] - The CITIC Prudential Quantitative Team has developed a series of solid products centered around fundamental factors, achieving significant excess returns over the CSI 300 Index for 7.5 years with the CITIC Prudential Quantitative Alpha [1][3] - The CITIC Prudential CSI 500 Index Enhanced has outperformed the CSI 500 Index by nearly 12% in the past year, showcasing the team's ability to deliver consistent performance [1][11] Group 2 - The CITIC Prudential Quantitative Alpha Stock A has a performance benchmark of 95% of the CSI 300 Index return plus 5% of the after-tax bank demand deposit rate, demonstrating stable excess output across various market conditions since its inception [3][4] - The performance data for CITIC Prudential Quantitative Alpha Stock A shows a net value growth rate of 15.58% in 2024 and a significant outperformance against its benchmark and the CSI 300 Index [4][6] - The CITIC Prudential CSI 300 Index Enhanced A has achieved a net value growth rate of 18.98% since its inception, consistently outperforming its benchmark and the CSI 300 Index [7][8] Group 3 - The CITIC Prudential CSI 500 Index Enhanced A has shown a strong performance since its establishment, with a return of 31.65% over the past year, significantly exceeding its benchmark [11][12] - The CITIC Prudential CSI 500 Index (LOF) has maintained excellent performance for 12 consecutive years, reflecting its status as a key player in the market [14][15] - The CITIC Prudential Quantitative Team integrates AI and behavioral finance into its models, enhancing its competitive edge in a complex market environment [2][18]