Research on Localization Status and Investment Strategy of Quantitative Fund in China
DOI:
https://doi.org/10.54691/bcpbm.v40i.4384Keywords:
Quantitative investment; quantitative strategy; dynamic DEA model; performance analysis.Abstract
In this paper, Quant funds in China based on the market as a starting point for research, at the current mainstream of modern portfolio theory, the factor model and the theoretical basis of dynamic DEA, mainly analyze the modern portfolio theory in the application of funds of funds, not a single security analysis, especially since 2014, when the domestic market emerged a lot of “FOF "and ”FOHF." Most of these portfolio funds do not carry out in-depth analysis of the underlying funds or even understand the trading methods and essence of various strategies, but focus on the combination of various strategies of hedge funds. In this paper, combined with their own learning experiences, the analysis of the various domestic trading strategies, combined with the quantitative funds in China, local firm performance, and portfolio of related theory, the study of portfolio theory in the domestic application of portfolio management, and the practice of funds allow us to put forward some useful suggestions and thinking.
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