景顺长城科创综指增强

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量价类AI新策略赋能 景顺长城科创综指增强正在发行
Zheng Quan Ri Bao Wang· 2025-09-03 09:11
Group 1 - The core viewpoint of the news is that Invesco Great Wall is launching the "Invesco Great Wall Science and Technology Innovation Index Enhanced Fund" to effectively track the index while pursuing higher excess returns through quantitative strategies [1] - The Science and Technology Innovation Index covers all non-ST listed companies on the Science and Technology Innovation Board, with a total sample size of 569 and a market capitalization coverage of 96%, encompassing 16 primary industries [1] - The index's composition allows for significant stock selection opportunities, which can help uncover undervalued market opportunities, while the "20CM" price fluctuation limit leads to higher volatility compared to the main board, benefiting excess return strategies [1] Group 2 - Invesco Great Wall's quantitative team has been continuously developing index enhancement strategies, creating a product matrix that covers major A-share indices [2] - The enhanced funds include those tracking the CSI 300 Index, CSI 500 Index, and the ChiNext Composite Index, as well as focusing on technology innovation with the Invesco Great Wall ChiNext Index Enhanced Fund and the Science and Technology Innovation 50 Index Enhanced Fund [2] - The company has also developed enhanced funds that specialize in indices with high content of specialized and innovative companies, such as the Invesco Great Wall CSI 1000 Index Enhanced Fund and the Guozheng 2000 Index Enhanced Fund [2]
硬科技投资再添高弹性利器,景顺长城科创综指增强正在发行
Xin Lang Ji Jin· 2025-09-03 09:02
近期,上证指数站上了3800点,AI、半导体和光模块等"硬科技"赛道轮番走强,推动科创综指反弹。截 至8月29日,科创综指年内上涨43.30%,在一众科技宽基中表现亮眼,成为市场关注的重点。近日,布 局科创"硬科技"再添高弹性利器,景顺长城科创综指增强(代码:A类024249/C类024250)正在发行, 力争有效跟踪指数的同时,通过量化策略追求更高超额收益。(数据来源:Wind,截至2025/8/29。下 同) 数据显示,科创综指覆盖了科创板所有非ST上市公司,最新样本数量569只,市值覆盖度高达96%,同 时涵盖16个申万一级行业,能全面表征科创板整体表现,也因此具备较大"增强"空间。一方面,指数成 分股较多、行业覆盖广泛,带来较大的选股空间,有利于挖掘未被市场充分定价的机会;另一方面,指 数成分股是20CM涨跌幅限制,波动率高于主板,有利于增强策略挖掘超额收益。 据悉,作为景顺长城在指数增强领域的新作,景顺长城科创综指增强将依托于景顺长城特色量化体系, 利用超额收益模型、风险模型、交易成本模型三大类模型,分别评估资产定价、控制风险和优化交易。 同时为提高模型对行情的适应能力,景顺长城量化团队近年来引入A ...