中国股票策略：优化 MSSTB-把握南向通标的的全部阿尔法收益-China Equity Strategy-Enhancing MSSBT – Capturing Full Alpha From Southbound Eligibility

February 3, 2026 09:00 PM GMT China Equity Strategy | Asia Pacific Enhancing MSSBT – Capturing Full Alpha From Southbound Eligibility We introduce MSSBT V2, an enhanced forecast model aiming to capture greater alpha generation than V1 by incorporating Southbound deletions, in addition to inclusions. Backtesting shows a 93% hit ratio for our new deletion forecast model and an average 25% absolute return of our two-way trading strategy. Southbound inflows hitting record-highs with prominent impact on the Hong ...