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多因子绝对收益

多因子绝对收益

因子投资领域的市场中性多资产解决方案,融合先进的可持续性理念

要点:

  • 在所有主要资产类别中有效获取六因子超额收益
  • 依托荷宝在股票和信贷市场的丰富因子投资专业知识
  • 以实现6%绝对回报为目标,与传统投资组合相关性较低,可持续性更强

投资理念

荷宝的量化投资策略基于以下信念:

  • 实证研究。通过在不同市场进行长期实践检验,确定获得较高风险调整绩效的因素。 
  • 经济理念。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。 
  • 审慎投资。我们的方法透明度高,易于解释说明。我们避免增加不必要的交易成本,并防止吸收非必需的环境、社会责任和公司治理(ESG)因子,从而增加回报并实现理想的ESG方案。
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投资过程

荷宝的多因子绝对回报策略在所有主要资产类别和市场中捕捉各种独立因子超额收益。为此,我们动态调整个股(包括新兴市场和小盘股)、各家公司债券(从投资级到高收益债券)以及股票市场、债券市场和货币的流动性衍生品的仓位。荷宝的因子方法强化已证实的因子,从而避免无回报风险和减少不必要的换手操作。

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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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