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Quantitative Finance Weekly(02.05~02.11)

Time: 2022-02-11 Preview:

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 1  The picture comes from the Internet, and the infringement contact is deleted

The latest strategic views from a number of first-tier private equity firms show that the private equity industry generally has optimistic expectations for the market performance at the beginning of the Year of the Tiger. Maintaining high positions, increasing positions, and being optimistic about the sustainability of the short-term rebound in the market are becoming the main keywords for the current strategic response of private equity institutions.


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Commentary: The private market is actively researching and judging the market outlook.



 2  Private equity sets off a boom in self-purchase

Following the public offering of funds, private equity has also set off a wave of self-purchasing of its own funds. From January 27th to 30th, according to incomplete statistics, 10 private equity firms, including Jinglin Assets, Jiukun Investment, Magic Square Quantitative, Hefu Investment, and Lingjun Investment, all announced their own purchases, with a total planned purchase amount exceeding 10%. billion.


私募管理人自购基金情况统计

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Commentary: Institutions are adding against the trend, and retail investors are running away!



 3  The fund issuance market was cold in January

According to the data, taking the foundation date of the fund as the statistical standard, the total number of newly issued funds in January was 148, and the issuance share was 118.820 billion, a decrease of 39.59% and 60.87% respectively compared with 245 and 303.657 billion in December last year. The average issuance share of a single fund was 803 million, less than 1 billion, which also hit a new low since January 2021.


新成立基金的数量和规模

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Commentary: In a volatile market, holding period funds can alleviate the dilemma of "funds make money, but Christians don't make money" to a certain extent.



 4  Over 90% of the tens of billions of quantitative giants lost money in January

As of the end of January this year, the average return rate of 28 10 billion quantized private placements during the year was only -3.48%, of which as many as 26 10 billion quantified private placements had negative average returns this year, accounting for 92.86%, and 10 10 billion quantified private placements. The average loss rate of private equity this year has exceeded 5%.


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Commentary: While the performance is almost "collapsed" across the board, many tens of billions of quantitative giants have recently announced their own purchases to "show their determination".



 5  Global quantitative giant A-share investment "planted"

Data shows that Man Numeric China A Equity Fund Class I USD, an A-share fund issued by Man Numeric, the world's largest listed hedge fund, was unable to escape the disaster. As of January 31, the net value of the main share of the fund lost 7.5%. The same is true for the China A-share fund owned by another quantitative giant, AQR. As of the end of January in 2022, the net value of the fund will be a loss of 5.5%.


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Commentary: The top five Chinese stock funds in overseas scale were wiped out.



 6  Well-known quantitative investor Ding Peng's parenting method ruins three views

On the evening of February 10, Ding Peng, a well-known quantitative investor, made his son's "scumbag" educational concept spread quickly on the Internet. This wonderful view of education comes from a chat record. Ding Peng said in the group chat (himself) that he "doesn't train his son, let him be a scumbag, and give birth to a few more babies", etc., which shocked netizens and caused heated discussions.


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Comments: The investment level is not very good, but the three views are so bottomless.



The picture comes from the Internet, and the infringement contact is deleted

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