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Quantitative Finance Weekly(08.17~08.23)

Quantitative Private Equity Deploys CSI 1000 Index Enhancement Since July, 28 CSI 1000 Index Enhanced Private Equity Funds have been issued including Century Frontier Assets, Qilin Investment, Jinge Liangrui, and Mengxi Investment. The total scale of private equity increased by 0.11 trillion in half a year According to data from the China Foundation Association, as of the end of July, the total number of private funds increased to 135,800, with a total scale of 20.39 trillion yuan. Compared with half a year ago, the total number of private equity funds increased by 8,900, and the total size increased by 0.11 trillion yuan.

23

2022-08-23

Quantitative Finance Weekly(08.10~08.16)

From January to July, a total of 29 private equity firms with 10 billion yuan turned red. From January to July, a total of 29 private equity firms with tens of billions of dollars made a profit. There are 3 private equity firms with an increase of more than 10%, all of which are stock strategy private placements. In addition, Xie Investment, Shanghai Kuande, Egret Asset Management and other tens of billions of quantitative private equity have also achieved good performance this year. Bond and CTA strategies outperformed in the first seven months According to the latest data, in the first seven months of this year, bond strategies and CTA strategies in private placement strategies performed relatively well, while stock strategies were relatively more affected by market fluctuations and underperformed other strategies .

16

2022-08-16

Quantitative Finance Weekly(08.03~08.09)

The number of 10 billion quantitative private placements has increased to 30. According to data from third-party institutions, after Zhuhai Zhicheng Zhuoyuan and Shanghai Kuande, two quantitative private placements have successfully reached the 10 billion mark. At present, the number of tens of billions of quantitative private placements has increased to 30. Brief Comment: The expansion of the tens of billions of quantitative private equity camps. Quantitative institutions have multi-strategy to expand revenue sources. According to industry insiders, with the rapid development of quantitative transactions, more and more tens of billions of quantitative private placement options have been reduced in frequency. At the same time, more and more quantitative private placements are recruiting fundamental researchers, hoping to expand revenue sources and push multi-strategy products. Commentary: The silent contest between institutions has begun. 3 Quantitative Private Equity Strategy

09

2022-08-09

Quantitative Finance Weekly(07.27~08.02)

The scale of tens of billions of private equity has exceeded 110. According to the data of third-party institutions, the number of domestic private equity of 10 billion has exceeded 110. Private equity institutions such as Zhuozhi Private Equity and Yicun Investment have become the new tens of billions of private equity in the industry. Brief comment: The scale of head private placements has expanded. The scale of private asset management business reached 15.4 trillion yuan. According to data, as of the end of June 2022, the total scale of private asset management business of securities and futures business institutions was 15.4 trillion yuan (excluding social security funds and corporate annuities). Securities and futures institutions registered a total of 819 private asset management products in June, with an establishment scale of 52.158 billion yuan. Brief Comment: The scale of establishment in June has increased compared with that of the previous month

02

2022-08-02

Quantitative Finance Weekly(06.29~07.05)

Private equity bigwigs are getting rid of the empty space and shrinking. As the stock market recovers, the issuance of private equity funds heats up, and major private equity firms continue to increase their positions. They are firmly bullish on the market. The turnover of the two cities has exceeded one trillion consecutively, and investor sentiment has turned cloudy. rise rapidly. Comment: The market is currently optimistic. Beijing Stock Exchange's first brokerage agency to sell private equity funds was established. Recently, the official website of the Asset Management Association of China announced the information that the Guidance Chuangyuan Private Equity Investment Fund has officially completed the filing and was established. The fund is the first private equity fund focused on the Beijing Stock Exchange and the New Third Board market after the establishment of the Beijing Stock Exchange. Brief comment: The institution accelerated the layout of the Beijing Stock Exchange business.

05

2022-07-05

Quantitative Finance Weekly(06.22~06.28)

The China Foundation Association disclosed the latest data on private equity funds. The data shows that as of the end of May this year, there were 24,518 private equity fund managers in existence, with a fund scale of 19.96 trillion yuan. From the perspective of the geographical distribution of private funds and the scale of funds under management, the top three jurisdictions are Shanghai, Beijing and Shenzhen. Brief Comment: The existing scale of private equity funds decreased slightly in May. Ten billion private placements have increased for three consecutive weeks. Recently, private equity positions have gradually recovered. As of June 10, the private equity position index of 10 billion stocks was 76.69%, an increase of 0.14% from the previous week. This is the third consecutive week that the private equity position index of 10 billion stocks has risen.

28

2022-06-28

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