Multi-Factor Index Enhancement Strategy
Multi-Factor Index Enhancement Strategy aims to achieve excess returns by selecting stocks that exhibit short-term strength. It involves tracking specific market indices and managing risk by constraining exposure to individual factors relative to the index. The strategy typically entails an annual turnover rate of 150-200 times.
Multi-Factor Market Neutral Strategy
By selecting stocks through quantitative models and constructing long stock positions, while hedging with stock index futures and other tools, we achieve a market neutral exposure. This strategy aims to secure absolute returns that are independent of market fluctuations.
High Frequency Index Arbitrage Strategy
By modeling the price discrepancies among different expiration contracts of stock index futures, our approach leverages quantitative models to uncover arbitrage opportunities. This strategy is implemented using our proprietary trading system and sophisticated algorithms, designed for low-latency execution, ensuring that all transactions are performed with high speed and efficiency.
High Frequency CTA Strategy
We capture fluctuations in the price spreads of futures that are either highly correlated or linked by industry sectors. Over the long term, these spreads fluctuate around a central pivot. However, due to influences from fundamentals or market liquidity, the spreads can periodically deviate from this pivot before gradually reverting. Our low-latency strategy capitalizes on these short-term deviations, while also trading multiple high-probability combinations to ensure the stability of the strategy.
Cross Market High-frequency Arbitrage Strategy
The cross-market high-frequency arbitrage strategy mainly involves trading between domestic international commodity varieties and the same international underliers. Due to factors such as domestic and international fundamentals, funding, storage and transportation, the price difference of these commodities is significant but also has strong mean reverting properties, which creates opportunities for our arbitrage strategy. Unlike traditional low-frequency cross-market arbitrage, we mainly engage in low latency and high-frequency trading with the support of our cutting edge strategy and hardwares, which can effectively avoid or reduce the main overnight and short circuit risks.