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主动型量化股票

主动型量化股票

利用多个因子争取丰厚超额回报

要点:

  • 采用经证实的股票排名模型,侧重于选择具有良好价值,质量,动量和分析师修正特征的股票
  • 投资组合管理流程严谨且透明,能够控制相关风险并综合考虑可持续性的投资
  • 2008年后,公司在新兴市场取得了良好业绩,在其它地区也取得了成功

投资理念

荷宝的量化投资策略基于以下信念:

以实证数据为基础。识别出具有最有效之风险收益特征的因子。研究过程涵盖在不同市场的长时间经验验证。

以理解实证数据背后之经济、市场原由为依托。 我们希望超越统计数据的形态,探究这些因子背后的经济动力,同时回避无效益的风险。

构建有效及审慎的投资组合。 投资组合透明度高,易于理解说明,避免不必要的交易成本,并整合环境、社会和公司治理(ESG)因素。

投资过程

此股票投资策略采用的量化投资策略的目标是在控制相对风险的同时,最大限度获得超出基准指数的收益。行业和国家权重类似于 MSCI 市场指数所采用的权重,但我们增持有吸引力的股票,并减持缺乏吸引力的股票。我们通过多因子模型评估吸引力,该模型综合考虑了估值、质量、动量和分析师修正因素。

联系我们

如果您想了解更多关于此策略的详情,请联系我们。

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