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Quantitative Finance Weekly(08.17~08.23)

Time: 2022-08-23 Preview:

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1
Quantitative private equity efforts to deploy CSI 1000 index increase


Since July, 28 CSI 1000 Index Enhanced Private Equity Funds have been issued privately, including Century Frontier Assets, Qilin Investment, Jinge Liangrui, and Mengxi Investment.


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Brief comment: Quantitative private equity is optimistic about the CSI 1000 index growth track.



2
The total scale of private placement increased by 0.11 trillion in half a year


According to data from the China Association for Fundraising, as of the end of July, the total number of private equity funds had increased to 135,800, with a total size 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.


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Brief comment: The total scale of private equity returns to the 20 trillion mark.



3
China Foundation Association: Private equity must strictly implement countermeasures


Recently, the China Foundation Association issued a notice that private equity institutions must strictly implement the sanctions against Pelosi and her immediate family members, and prohibit transactions with relevant personnel.


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Commentary: Resolutely safeguard national interests



4
Leading performance in quantitative stock selection strategy during the year


The latest data from third-party institutions shows that as of the end of July, the average return of the 132 quantitative stock selection private funds included in the statistics has been 2.55% this year. Compared with other strategies in the same period, the quantitative stock selection strategy performed well.


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Comment: Quantitative stock selection strategy has certain advantages.



5
Small and quantitative private equity faces the phenomenon of head-turning


In recent years, the phenomenon of leading quantitative private equity industry has become prominent, and the management scale of tens of billions of quantitative private equity accounts for more than half of the total quantitative management scale. Small and quantitative private placements are faced with the dilemma of survival, and strive to find a breakthrough path.


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Brief Comment: Competition in the Quantitative Private Equity Industry is Fierce



6
Hedge funds are bearish on the dollar for the first time in a year


Hedge funds turned net short against the dollar against a basket of eight major currencies last week for the first time since August, data from the U.S. Commodity Futures Trading Commission showed.


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Commentary: Market sentiment may be changing.





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