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Quantitative Finance Weekly(06.15~06.21)

From January to May, the list of private equity companies with positive income of 10 billion yuan was released. After the rebound in May, the number of private equity companies with positive income of 10 billion yuan during the year increased to 12, and Vena Investment ranked first on the list. Among them, the tens of billions of private placements with positive returns are mainly managed futures private placements and bond strategic private placements. Comments: Managed futures strategies and bond strategies performed well. Private equity nuggets have digital transformation investment opportunities. Affected by the epidemic, the digital transformation of physical enterprises has been further accelerated. Many securities private placements regard digital transformation as a key investment theme, and conduct forward-looking research and opportunistic layouts from a fundamental perspective. Brief Comment: Focus on the digital transformation of enterprises. 3 June private placement

21

2022-06-21

Quantitative Finance Weekly(06.01~06.07)

The latest ranking of tens of billions of private equity index products has been released. According to the latest data from the agency, from the perspective of excess returns, the performance of private equity index products this year is still remarkable. Among them, the performance of tens of billions of private equity is better than the city's overall. Comments: Private placement refers to increasing the value of product allocation still worthy of attention. During the year, the tens of billions of private equity camps were reshuffled. As of now, there are 109 domestic private equity companies of tens of billions of dollars. Industry insiders predict that factors such as market cyclical changes, their own strategic adaptability, and the stability of the core team will continue to have a profound impact on the competitive landscape of leading institutions in the private equity industry. Brief comment: Changes in the head private equity should be viewed objectively and rationally. 3 May Fund Company

07

2022-06-07

Quantitative Finance Weekly(05.25~05.31)

The performance of quantitative index increase strategy products has rebounded significantly. Since May, private equity quantitative index increase products have performed relatively well. According to industry analysis, this is due to the double rebound of Beta and Alpha, the improvement of liquidity, the return of style, and the decline of crowding, etc. However, the short-term excess has a great relationship with the market and is random. It is recommended that investors pay more attention to the long-term excess. Brief comment: Quantitative industries and products need to be viewed from a long-term and developmental perspective. The annual income ranking of 10 billion quantitative private equity has been released. The latest data shows that the average income of the quantitative products included in the statistics of Luoshu Investment, Si Xie Investment, and Black Wing Assets has ranked in the top three respectively this year. These three billion

31

2022-05-31

Quantitative Finance Weekly(05.18~05.24)

A number of private equity firms indicated that they would increase their positions at an opportune time. Recently, the A-share market has stabilized at a low level, and the profit-making effect of individual stocks has improved significantly, and the overall trend is positive. In terms of position management, a number of first-tier private equity firms said that at this stage, they would “not hesitate” to continue to increase positions. Comment: Investment confidence continues to pick up. Shenzhen Private Equity Association has played a significant role in fighting the epidemic. Since the beginning of the epidemic in Shenzhen, Shenzhen Private Equity Association has led the fight against the epidemic with party building, and has effectively shouldered the political responsibility of epidemic prevention and control; upload and release, build a bridge between supervision and the market; Support Hong Kong and serve the overall situation of "One Country, Two Systems"; make the best use of the situation and keep working online. Commentary: The association is solidly responsible for the fight against the epidemic

24

2022-05-24

Quantitative Finance Weekly(05.11~05.17)

10 private equity firms with 10 billion yuan achieved positive returns during the year. The latest data shows that 10 private equity firms with 10 billion yuan led by Vena Investment achieved positive returns within the year. Judging from the core strategies of the 10 billion-dollar private placements that have achieved positive returns, managed futures strategies and bond strategies have obvious advantages. 4 core strategies are managed futures strategies, and 3 core strategies are bond strategies. Brief comment: Managed futures strategies and bond strategies shine in the current market. Commodity market turbulence Private equity is optimistic about CTA products. Since April, the commodity market has experienced severe "turbulence", and some people think that the bull market is coming to an end. However, many tens of billions of private equity people believe that,

17

2022-05-17

Quantitative Finance Weekly(05.04~05.10)

Shenzhen Securities Regulatory Bureau dismantled the private equity scam. Shenzhen Securities Regulatory Bureau summarized recent complaints and reports that illegal institutions or personnel fraudulently used the name of private equity fund managers or senior private equity investment fund managers to defraud investors and attract investors to join the group. Chatting, and defrauding investors in two ways, such as subscribing for private securities investment fund products on their behalf, and tricking investors into downloading and registering fake trading APPs or opening fake overseas securities company accounts. Commentary: Investors should be more vigilant and beware of financial fraud. Private equity confidence rose in May, hitting a new high for the year The latest data shows that in May

10

2022-05-10

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