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Quantitative Finance Weekly(04.20~04.26)

During the year, 16 private equity companies purchased more than 2.5 billion yuan in the stock market. Many private equity institutions have used the form of self-purchasing funds to enhance investor confidence. According to incomplete statistics, as of April 22, 16 private equity firms have announced self-purchase since the beginning of this year, with a self-purchase amount of 2.585 billion yuan, of which 12 are 10 billion private equity firms, with a self-purchased amount of 2.458 billion yuan. At present, a number of private equity purchase plans of 100 million yuan have been completed, and Lingjun Investment and Magic Square Quantification are among them. Comment: Ten billion private equity is the main force involved in self-purchase. Brokerage asset management challenges are numerous, and quantification may become a nirvana accompanied by the withdrawal of the secondary market

26

2022-04-26

Quantitative Finance Weekly(04.06~04.12)

The investment confidence of the private equity industry has improved. In the context of the overall bottoming out of the A-share market since mid-March, the current private equity industry's overall investment confidence in A-shares has improved significantly. According to the April A-share Investment Confidence Index Monthly Report of Private Fund Managers, as of the beginning of April, the A-share confidence index of private fund managers was 120.11 points, a sharp increase of 7.31 points from the previous month. year highs. Commentary: In the case of exhaustion, the investment confidence of private equity fund managers has been significantly improved. Ten billion private equity earnings in the first quarter were released, and the first quarter ended.

12

2022-04-12

Quantitative Finance Weekly(03.26~04.01)

In the past five years, 27,000 quantitative private equity funds have been issued. Up to now, the total number of domestic quantitative private equity funds issued 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. (Graph: The proportion of private equity quantification in the total number of private equity funds) Brief comment: There is still a lot of room for the development of quantitative private equity in the future. Quantitative institutions respond to the question of helping the rise and fall

01

2022-04-01

Quantitative Finance Weekly(03.16~03.22)

Guangdong carries out the annual self-inspection of private equity. On March 15, the Guangdong Securities Regulatory Bureau issued the "Notice on Carrying out the Self-inspection of Private Investment Funds in the Jurisdiction in 2022", requiring all private equity fund managers in the jurisdiction to carry out self-inspection according to the requirements of the notice. The deadline is: April 30. The self-examination draft covers seven key contents, including publicity and promotion, fund raising, fund investment, internal control and risk management, information disclosure and submission, and investor suitability. It also pays attention to whether private equity carries out quantitative transactions, involves real estate-related industries, and whether it is engaged in business that conflicts with or has nothing to do with private equity fund management. Brief Comment: Officially opened the Guangdong Private Equity Fund

22

2022-03-22

Quantitative Finance Weekly(03.09~03.15)

Private equity calls for a rational view of quantitative investment. Since the beginning of this year, affected by the market decline, the average loss of quantitative private equity index products has exceeded 6%. Industry insiders believe that in addition to market factors, the poor performance of index products is also related to factors such as changes in the market liquidity environment and crowded strategies. Regarding quantitative investment, private equity said that it can neither be "deified" nor "demonized". Investors should rationally consider and allocate quantitative products. In the future, domestic quantitative private equity has a lot of room for development. Comment: Correctly understand private equity and rationally quantify investment. The industry recommends strengthening quantitative trading supervision.

15

2022-03-15

Quantitative Finance Weekly(03.02~03.08)

Quantitative private equity accelerates strategy iteration. Facing an increasingly “crowded” investment track, more and more quantitative private equity funds are accelerating the pace of strategy iteration. At present, more and more quantitative private equity institutions are cooperating with financial technology platforms. The platform collects and cleans corresponding new data according to the data customization demands of private equity, and helps private equity to accelerate the pace of quantitative strategy iteration. Commentary: The world's martial arts, only fast is not broken! A number of private equity managers of tens of billions of dollars have established their own portals. The latest filing and registration information shows that Shanghai Ruizhi Private Equity Fund has completed the filing, and its leader is Lu Shenlin, a 27-year veteran of the financial industry; Guangzhou Mintou Private Equity Investment Fund has also recently completed the filing.

08

2022-03-08

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