Quantitative Strategy
Proprietary Investment
We undertake proprietary investment by leveraging the capital surplus of our affiliated corporation,
in conjunction with the funds of individual shareholders.
Specific Direction
Factor Investing
Investing based on specific factors that have historically generated excess returns.
Common factors :
Value
Investing in undervalued stocks (low P/E, P/B ratios).
Momentum
Buying assets with strong recent price performance.
Low Volatility
Favoring stocks with lower price fluctuations.
Quality
Selecting financially strong companies.
Size
Preferring small-cap stocks over large-cap stocks.
Momentum Strategy
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Based on the idea that assets with rising prices tend to continue increasing.
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Trend Following: Buying stocks with strong past performance over 3, 6, or 12 months.
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Combines short-term and long-term momentum for portfolio construction.
Mean Reversion Strategy
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Assumes that asset prices will revert to their historical average over time.
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Buying oversold assets and selling overbought assets.