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。
荷宝的增强型指数股票策略不但具备被动投资的优势,而且整合了50年的研究成果来获得比被动投资更好的回报。已证实某些特性可提供更高回报,在指数成分股中,如果这些特性得分较高则会小幅增加其权重,如果得分较低则会小幅减少其权重。这些因子包含了价值、质量、动量和分析师修正因子。
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