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  • Why INE crude oil futures can be priced in Chinese currency?

    In terms of API degree and Sulphur content, the kind of underlying assets of crude oil future that is traded by INE (Shanghai International Energy Exchange) is significantly different from the kind of...
    Commodities Futures • Fang • 7 years ago
  • SSE50 index enhancement strategy

    Majority of market neutral strategies, like those index enhancement strategy in China market, usually use HS300 and CSI500 as the index. They seldom used SSE50 as the index. One reason is that most s...
    Financial Futures • Fang • 7 years ago
  • There are two characteristics of A-share this year

    There are two characteristics of A-share this year,The first characteristic is that the volatility rate has risen sharply. An increase in uncertainty about both domestic and overseas market. Domestic...
    Financial Futures • Fang • 7 years ago
  • Company introduction for INE Crude Oil Futures

    Company introduction Corporate vision: To create a trust-worthy and creative modern financial service corporation and to establish the core competition advantages of i...
    Financial Futures • Fang • 7 years ago
  • The asset allocation

    ...
    Financial Futures • Fang • 8 years ago
  • 2018 Outlook

    ...
    Financial Futures • Fang • 8 years ago
  • Which sectors the funds consider attractive?

    ...
    Financial Futures • Fang • 8 years ago
  • Where are the opportunities in terms of sectors in 2018?

    ...
    Financial Futures • Fang • 8 years ago
  • The opportunities in 2018?

    ...
    Financial Futures • Fang • 8 years ago
  • 均值回归策略

    策略思路: 由于残差不平稳,就无法满足均值和方差在时间过程上都是常数,但残差会以它的均线为中心进行波动。也就是说,当残差由于波动而偏离移动均线时,它将调整并重新归于均线。那么如果我们如果能捕捉偏离均线价格的回归,就可以从此获利。 策略指标: 我们可以构造一种利用标准差来测量当日残差波动幅度的方法。取过去 N天收盘价,并取其标准差 σ(N),设今日残差为E并且 N日均线值为 MA(N),计算:...
    Strategies • Fang • 8 years ago
  • The 13rd China International Future Forum

    Fang Xinghai (Vice chairman of the CSRC): At present, Crude Oil futures has entered into the final sprint stage&...
    Financial Futures • Fang • 8 years ago
  • 2017年四季度私募投资策略报告

    摘要 展望四季度,我们认为上半年超跌的中小盘股估值有继续向上修复的动能,很多优质成长股自半年报披露以来得到了分析师的认可并调高了成长预期,在今年内的股指期货贴水率的低波动性大概率会延续甚至可能转为升水,因此,在四季度相对价值策略依然是稳健的低风险投资的首选策略,并有望获得更好的收益。 目录 一、 概述:三季度私募市场回顾 1.1 各主要策略基金的表...
    Financial Futures • Fang • 8 years ago
  • «
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Hot Topics
  • The 13rd China International Future Forum
  • The Shanghai Derivatives Energy Forum has received extensive attention from relevant industries both within and outside the borders.
  • Financial institutions deep explore commodity market opportunities, commodity index financial products show full-scale trend
  • R-Code for analysis: getKDJ
  • R-Code@June 06, 2016
  • New indicator to analyze the arbitrage opportunities between sse50 and csi500
  • Market review: January 11, 2017
  • The Great China Bubble: Anniversary Lessons and Outlook
  • The hedge strategy between SSE50 and A50--Jan 13,2017
  • Quant Investment in China A-share market
  • The arbitraging strategy between CSI300 and SSE50
  • Sleepless in London--Enda Homan(Allied Irish Banks Plc)
  • Market review: June 17, 2016
  • MSCI Rebuffs Chinese Equities for Third Time in Blow to Xi
  • Soros, Druckenmiller among hedgies profiting in market plunge
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