Quantitative Strategies
With a focus on equity quantitative strategies, QuantFlyer is also continuously developing and launching effective quantitative trading strategies in the commodity futures and bond markets.
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Index Enhancement Strategy
QuantFlyer currently offers several index enhancement products such as CSI 300, CSI 500, and CSI 1000, through constructing a highly diversified stock portfolio, tracking specific market indices with minimal tracking error. The portfolio is optimized using quantitative strategies for stock selection and adjusted dynamically on a daily basis, the objective is to outperform the benchmark indices and generate excess returns over the long term.
Stock Selection Strategy
Based on QuantFlyer's long term accumulation of algorithmic model library, this strategy uses multi-strategy quantitative analysis to identify the optimal stocks. By selecting a basket of high-quality stocks across different time horizons, the strategy aims to achieve absolute returns over the long term while maintaining diversification to reduce portfolio risk.
Quantitative Hedging Strategy
This strategy employs a combination of quantitative factors to create a diversified investment portfolio across the entire stock market, forming a long equity position. Simultaneously, risk hedging tools such as stock index futures, short selling, and index swaps are used to hedge against market and industry risks. By incurring a certain level of hedging costs, the strategy aims to generate excess returns that accumulate over time.
Quantitative Long-Short Strategy
Building on a diversified portfolio, this strategy invests in stocks using quantitative methods while dynamically hedging with stock index futures, the strategy aims to generate excess returns while maintaining controlled risk.
CTA Strategy
CTA strategy monitors and tracks highly liquid futures contracts in the commodity futures market simultaneously, by maintaining a diversified position, it leverages price fluctuations and algorithmic models to predict trends, aiming to profit from trending market conditions.