Our research focuses on how to develop market leading quantitative strategies based on
• Alpha Factor Identification : the use of statistical techniques to identify alpha factors driving the relative performance of various securities;
• Risk Management: the quantitative models designed to measure and control various forms of risk;
• Transaction Cost Management: the use of quantitative techniques to measure and control the transaction costs;
• Portfolio Optimization: the utilization of optimization technology to construct dynamically evolving investment portfolios based on Alpha factors, risk factors, and transaction costs.
We publish weekly, monthly, quarterly and topical quantitative research papers on the China A share market for institutional investors. Please click below to sample some of our research publication. Most of our research is published only in Chinese. To subscribe to our research distribution, you must work for an institutional investor and perform investment analysis.
