1  In the past 5 years, 27,000 quantitative private equity funds have been issued

Up to now, the total number of products issued by domestic quantitative private equity funds in the past five years has reached 27,317. Among them, there are 7,647 products under the 30 billion-dollar quantitative private equity products, accounting for 27.99%. The development of domestic quantitative private equity funds has been highly recognized by the market in recent years, which is mainly reflected in two aspects: one is that quantitative private equity has achieved excess returns; the other is that quantitative private equity management scale has increased significantly.

（图表:  私募量化占私募基金总数量比例）

Comment: There is still a lot of room for the development of quantitative private equity in the future.

 2  Quantitative institutions respond to the question of helping the rise and fall

Recently, the market has fluctuated violently, and many people have blamed it on quantitative boosts and sell-offs. The heads of the three quantitative private equity institutions, Magic Square Quantitative, Jiukun Investment, and Lingjun Investment all believe that quantitative investment intensifying market volatility is a misunderstanding, but in fact it helps to curb market volatility.

Comment: As the quantitative scale continues to grow in the future, it will further reduce the probability of the stock market going up and down.

 3  High-frequency quantization strategy, crowded track, moderate frequency reduction

For quantitative private equity, there is also the "impossible triangle" law, namely: scale, income and volatility. Currently facing the homogenized and crowded high-frequency quantitative strategy track in the market, due to the excessively high scale of some 10-billion-dollar private placements, in addition to taking closing measures, reducing the frequency of transactions has also become a current move.                        

Brief comment: High frequency is the locomotive, and mid-low frequency is the main force.

 4  Tens of billions of private placement differences

The 10 billion stock private placement index shows that low positions account for 11.85%, but there are also more tens of billions of private placements that maintain high positions. The proportion of medium positions reached 23.42%, and the proportion of full positions was as high as 62.94%. Compared with most private equity institutions with absolute returns, most quantitative strategies are fully operational.

Brief comment: Dan Bin's "short position", half foreign investment, and full quantitative position.

 5  Quantitative private equity performance rebounds

In terms of quantitative long products represented by index enhancement strategies, head institutions have entered a "staged" state. Some quantitative private equity firms believe that the market rebound, the clearing of the quantitative industry in the early stage, and the strategy iteration of mainstream institutions have jointly promoted the recent performance recovery of the quantitative private equity industry.

Commentary: The periodic performance of quantitative private equity products generally rebounded.

 6  Numerous private placements of more than 2,500 products get rid of the struggle of liquidation

The data shows that as of March 30, there were 1,624 products with a cumulative net value below 0.80, and 1,189 products with a cumulative net value below 0.75. If 0.8 is used as the traditional early warning line, as of March 25, a total of 4,162 products were lower than 0.8, which also means that in the past three trading days, the net value of 2,538 products has risen above 0.8, and many private equity investment pressures are obvious. ease.

Commentary: The hardest time is over.

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