玄信星选2000指数增强1号
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高频日内策略迭代升级,业绩跻身Top10! | 打卡100家小而美私募
私募排排网· 2025-10-28 00:00
Core Viewpoint - The article highlights the significance of small to medium-sized private equity firms in the industry, particularly focusing on Xuanxin Asset Management, which utilizes machine learning and quantitative models to achieve stable absolute returns [3][4]. Company Overview - Xuanxin Asset Management was established in June 2015 with a registered capital of 30 million. It employs self-developed big data quantitative investment models to construct investment portfolios aimed at achieving long-term and stable absolute returns [4]. - As of September 2025, Xuanxin's products have an average return of ***% this year, ranking in the top 10 of quantitative private equity performance among firms with assets under management between 2 billion and 5 billion [4]. Core Team - The company was founded by experienced hedge fund traders from Wall Street and renowned computer scientists, with a core team of over 50 members, all of whom have extensive asset management experience and impressive investment performance [8]. Core Strategies and Representative Products Research and Investment System - Xuanxin has established a centralized research and investment system consisting of four main stages: factor mining, modeling, portfolio management, and trading. This system is characterized by high specialization, closed-loop iteration, and comprehensive risk control [10]. - The system incorporates feedback from real trading performance to update the factor library and optimize strategies based on execution issues [10][11]. Strategy Evolution - Since the launch of its asset management strategy in 2021, Xuanxin has undergone two major iterations: the first in early 2022, which integrated intraday prediction frameworks, and the second in early 2023, which added intraday machine learning factors to enhance predictive capabilities [11]. Representative Strategies and Products - **Index Enhancement Strategy**: Focuses on strict stock selection within components, utilizing intraday timing strategies for high-frequency trading, aiming for returns that exceed market benchmarks [12]. - **Market Neutral Strategy**: Aims to maintain a market-neutral investment portfolio to reduce sensitivity to overall market volatility, thus lowering market risk [15]. Core Advantages - The company boasts a high-quality talent team from prestigious universities, advanced high-frequency trading model frameworks, efficient trading channels, and competitive performance in the market [16]. - Xuanxin aims for steady development and plans to enhance strategy competitiveness through faster iterations and collaborations with leading financial institutions in various directions [17][18].