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重庆时时彩龙虎和赢钱技巧:Inno Assets Xu Shunan: Quantitative Fund Development Space

时间:2018/7/10 19:44:39  作者:  来源:  浏览:0  评论:0
内容摘要: In Inno Assets, innovation is the company's core competitiveness. No printing press market, there is no long-term strategy to remain compet...

In Inno Assets, innovation is the company's core competitiveness. No printing press market, there is no long-term strategy to remain competitive, and only continue to maintain strong creativity, innovation, in order to improve old strategies, develop new strategies, focused on the ever-changing market, Built to Last.

strict risk control, creating a low retracement

in Xu Shunan view, often face the risk of strict control in three-way: First, the strategic level, requires each policy setting strict stop-loss line, reaching the stop line that is strictly stop; secondly, at the product level, multi-channel set up risk control gate above the warning line, reduce the volatility and risk of the product when the product appears retracement; and finally, allow sufficient redundancy to minimize the risk of large products appear The probability.

Inno Assets believes that all risks are probabilistic events, so Inno Assets minimizes the risk of large risks and can exhibit more robust characteristics in the long run.

Quantitative fund development space is broad, and the quantitative index enhancement is slightly better.

Quantitative investment is an excellent investment model that has been proven worldwide, and is the mainstream way of investing in the world's two secondary markets. Quantitative investment is based on statistical laws. As long as the market is not stochastic, it can be captured by statistical laws. Therefore, quantitative investment has a solid development foundation.

Xu Shunan also suggested that the domestic market because of the short development time quantitative investment, financial derivatives developed, coupled with restrictive policies stock index futures, quantitative investment has not fully play its due power, there is no widely recognized, this requires The majority of quantitative investors work together.

Xu Shunan believes that the index enhancement strategy can be a good breakthrough. Because of the experience at home and abroad, long-term victory over the index is a difficult thing. According to statistics from the US market, 70% of active investment funds have underperformed the index for a long time. This is also an important reason why Buffett has been calling on everyone to invest in index funds. In the domestic market, due to the large fluctuations in market inefficiency, through the quantitative method, it is possible to obtain a high excess return relative to the index, that is, the Alpha income, which can usually be as high as 20% or more. In the long run, even a 10% excess return is already a very competitive investment. Xu Shunan firmly believes. After several years of development, quantification enhanced index will be a good way to invest recognized investors.

in quantification investment, because Enoch assets since the end of 2017 began promising two areas:

in low-risk strategy areas, due to Connaught Asset optimistic about Alpha + strategy combination arbitrage, because the negative Basis of stock index futures is already in the September 2015 index futures The best position since the New Deal, so the expected return level of the Alpha strategy is also higher than 2016 and 2017.

In the field of high-yield strategies, Inno Assets has long been optimistic about index enhancement. However, Xu Shunan also pointed out that this does not mean that Inno Assets believes that the index will rise in 2018 or 2019. Inno believes that the overall market ups and downs in one to two years is almost impossible to accurately predict, but the long-term (more than 5 years) index will certainly obtain quite good returns, which are essentially derived from the economic growth of Chinese society itself. . In addition, the Alpha income beyond the index also needs time to accumulate. The longer the holding time, the more Alpha gains accumulated, the more suitable the index enhancement strategy is for long-term holding.





所有信息均来自:百度一下 (老时时彩360)