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"Are we making full use of data now?" "Where is the core of alternative data?" "Is quantification the pursuit of absolute correctness or vague correctness?" "Are derivatives more dangerous, what do you think, and what are you afraid of?" Should we apologize for the investment process?" Looking for the fuzzy correctness in the massive data, and combining the market and probability to find investment opportunities in the fuzzy correctness, quantitative investment is not a big gamble, but a protracted research and penance. During this hardship, Han Xue, the quantitative investment research team of Guotai Junan Futures Asset Management Department, was asking questions and answering himself. She feels "cheated" into the industry, but also chooses among all the tracks
2022-08-17
Xu Shunan, founder of Inno Assets. In 2006, he graduated from Tsinghua University and went to MIT to study for a postgraduate degree. In 2009, he joined the top international arbitrage hedge fund IMC. In 2014, Inno Assets was established. In 2021, Inno's assets will exceed 10 billion yuan. This seems to be a professional profile of a typical "sea turtle" quantification. Communication with it is like reading a research report or clean code. The words are precise, there are no redundant verbal expressions, and even adjectives are rarely used, but for quantification The judgment of the situation, the understanding of people in the quantification, or the meaning of the word "inno" itself, has another kind of temperature. 01
2022-08-17
In his book Principles, Bridgewater founder Ray Dalio said: “Investing is an iterative process where you make a bet, you fail (sometimes painfully), learn something new and try again. In early 2017, CITIC Securities set up an artificial intelligence team to provide its internal institutions with a unified cloud platform for artificial intelligence application development, deployment, and operation, and to provide unified data and computing power. and R&D operating environment. Three years later, the team Song Qunli, Xu Changze, Hu Zhenning, and Zhang Junling jointly wrote the paper "CITIC Securities Intelligent Cloud Platform and Intelligent Cloud Platform".
2022-08-17
"There is space in that section, but the blade has no thickness; with the lack of thickness into the space, there will be room for it to be restored. It takes nineteen years and the blade of the knife is newly developed." The opening and closing, multi-line narrative. Some of them go deep into the room, study the subtleties, search for every piece of data, and thoroughly study every factor, and the frontier of the century is one of them. 01 "Follow logic and believe in data" In 2010, Wu Di was studying for a doctorate at the Chinese University of Hong Kong, and Chen Jiaxin was studying quantitative finance in the second year of his sophomore year. By fate, their life trajectories began to intersect and highly overlap. Then Chen Jiaxin joined Wu Di's business as a partner
2022-08-17
A period of Ruitian's development history is a profile of the rise of domestic quantitative private equity. In 2010, China had stock index futures varieties, and the first generation of quantitative investors returned to China from the United States. By 2015, the first round of the feast was over, and stock index futures changed from premium to discount. In the future, Ruitian Investment, known as one of the "Four Kings of Quantification", was established during this period. Re-reading the introduction of Rui Tian's official website, there is no deep meaning: "Rui Tian is a high-tech company driven by data. We have always focused on quantification, have a rigorous scientific attitude, and have a passion for investment research. Rui Tian hopes to transform In the history of Chinese finance,
2022-05-24
How big is the quantitative investment? How far-reaching is the impact on the market? What are the latest cutting-edge research breakthroughs by top institutions? On April 29, the "2021 China Quantitative Investment White Paper" jointly organized by Huatai Securities, Kuanbang Technology, Amazon Cloud Technology, Chaoyang Sustainability, Finelite and other market authorities was officially released, and a press conference was held in Shenzhen. Focusing on the quantitative industry market situation and evolution in 2021, Lin Xiaoming of Huatai Securities Research Institute, Liang Ju of Kuanbang Technology, Zhang Chenggang of Amazon Cloud Technology, He Zixiu of headhunting agency Finelite, Wang Hengpeng of Jukuan Investment, Zhang Xiaoquan of Super Quantum Fund, Guotai Junan Futures
2022-04-30