Our Strategies
Our strategies are designed to generate stable, risk-adjusted returns by combining sophisticated modeling, high-quality data, and real-time execution infrastructure.
Market Neutral
Alpha portfolios superposition day trading and basis trading to increase absolute returns
1
Enhanced Indexing
Aims to outperform traditional benchmarks through systematic factor selection and portfolio optimization, while maintaining tight tracking error.
2
Global Systematic Macro
Allocates across asset classes to exploit macroeconomic trends, policy shifts, and cross-market inefficiencies.
3
6
High-Frequency Intraday Trading
Powered by ultra-low latency infrastructure and proprietary alpha signals.
4
Quantitative Long/Short Equities
Captures directional opportunities through data-driven stock selection and dynamic exposure management across global equity markets.
5
China Convertible Bond Strategy
Uncover asymmetric opportunities in China’s onshore convertible bond market.
Our Competitive ‘Edge’
We harness diverse data and advanced algorithms to optimize our investment strategies, delivering refined alpha portfolios while effectively managing risk exposure.Multi-Source, Heterogeneous Data Processing.
Volume and price data, fundamental data, sentiment data, consensus expectations, and other industry-related data.
Alpha Portfolio.
Machine learning, deep learning across full-frequency bands and multi-period optimisation combinations.
Multi-Modal Full-Frequency Factor Engineering.
Trading logic factors, genetic algorithm optimisation for factor discovery, deep learning factor engineering, covering frequencies from weeks to minutes.
Strategy Optimisation.
Risk exposure control based on proprietary style factors, historical long-term strategy testing to prevent overfitting due to hyper-parameter tuning.
Our Risk Control Philosophy
Standardised investment behaviour, ensure risks are measurable, controllable, and bearable. The company values risk control more than pursuing high-risk high returns in the balance between risk and return. Therefore, dedicating a significant amount of energy to studying the balance between risk and return.
Strategy Development
Internal and external testing and cross-data verification of 10-year historical data samples to prevent overfitting
MSCI Barra model controls risk factor exposure
Post-Trade Evaluation
Post-market tick-level back testing
Performance attribution, strategy effectiveness, deal execution review
Continuous iteration of strategies for different market environments
Real-Time Risk Monitoring
Real-time monitoring of PNL, volatility, risk exposure etc.
Macro events warning and risk control, with comprehensive system disaster recovery
Portfolio Risk Control
Portfolio exposure ratio
Margin ratio
Fund distribution
Allocation of funds among strategies
Operational Risk Control
Continuous market data review and risk tolerance alerts
Account statistics, performance feedback
Manual monitoring throughout the transaction