Our data mining multi factor – fund channel open purchase fund in February 19th-innawoods

Our data mining multi factor – fund channel open purchase fund in February 19th after the Spring Festival holiday, with the best bad and outside the capital inflows, the domestic stock market ushered in a rebound. Analysts said that in this year there is structural market rate in the market, whether it can flexibly accurately control of the position, or become a key factor in flexible allocation of funds performance. According to the Milky Way data show that as of February 5th, the standard stock funds this year, the decline was 22.41%, and the flexible allocation of funds due to the 0-95% floating position, compared with a decrease of 14.94%. Among them, some of the quantitative fund performance is outstanding. With the establishment of the Sino European data mining multi factor fund in January 13th as an example, the net unit value of the fund was 0.994, up to February 5th, which was almost the same as that of the fund. At the same time, the Shanghai Composite Index fell by 8.58%, and the CSI 300 index dropped by 7.83%. In February 19th, the "full moon" Sino European data mining multi factor fund closed and reopened the subscription. According to informed sources, since the beginning of the central fund investment strategy group model positions continued to suggest a low position, until February 2nd only prompted Jiancang, visible in the active market timing quantitative model has superiority. Insiders said that based on quantitative investment analysis framework, the data source of quantitative fund is more unique, and the strategy system is more robust. Jin Fang

中欧数据挖掘多因子基金2月19日开放申购-基金频道   春节长假过后,随着利空出尽以及场外资金流入,国内股市迎来反弹。分析人士表示,在今年大概率呈现结构性行情的市场中,是否能对仓位进行灵活精准地控制,或成为灵活配置型基金业绩表现的关键因素。据银河数据显示,截至2月5日,标准股票型基金今年以来的跌幅为22.41%,而灵活配置型基金得益于0-95%的浮动仓位,同期跌幅为14.94%。其中,一些量化类基金的表现出众。以1月13日成立的中欧数据挖掘多因子基金为例,截至2月5日,该基金单位净值为0.994,与成立时基本持平。而同期,上证指数下跌了8.58%,沪深300指数跌幅也达7.83%。2月19日,已经“满月”的中欧数据挖掘多因子基金结束封闭,重新打开申购。据知情人士透露,中欧基金量化投资策略组的仓位模型年初以来持续提示低仓位,直到2月2日起才提示建仓,可见量化模型在主动择时方面具有优越性。业内人士表示,基于量化投资的分析框架,能使量化基金的数据源更独特,策略体系更为稳健。  金放相关的主题文章: