• Summary on the 19th Party Congress

    19th Party Congress: Pay attention on new area and new trend: victory in building an overall well-off society. Find certainty investment opportunities: more structural opportunities than I...
    Financial Futures Fang 8 years ago
  • Policy News--Sep 15,2017

    CFFEX announced that will loosen the limit on index futures since Sep 18: 1). Intraday closeout fee down to 6.9bp from current 9.2bp; 2). Lower margin down from current 20% to 15% for CSI300 and ...
    Rules Fang 8 years ago
  • Speech of Fangxinghai : further open China futures market on Sep 8th

    1.China futures market has achieved some wonderful process already: Since 18th CPC National Congress, the opening-up of China's futures market has made new achievements. Firstly, the bonded del...
    Rules Fang 8 years ago
  • Product Offerings Available to QFII in SSE

    I. Bond Collateral Repo Bond collateral repo is a kind of repo that securities company provide bonds as collateral, offer different fixed income products to their customers, when customers accept t...
    Rules Fang 8 years ago
  • Factor Performance in A-share

    Remove ST stocks and stocks with daily turnover lower than 10 million, hold 28 stocks based on the factor selection, and the rebalance period is 20 trading days. The data show that the...
    Strategies Fang 8 years ago
  • Market review: July 17, 2017

    Market review: China stocks declined with SHA fell about -1.43%, the largest slide of the year with investors reacted to the weekend financial regulatory conference which emphasized to ti...
    Financial Futures Fang 8 years ago
  • UBS Asset Management Secures Mainland China Fund License

    UBS unit first qualified partner to obtain license in China Allows bank to work closely with global firms’ Chinese units UBS Asset Management has secured a private-funds license in C...
    Policy Fang 8 years ago
  • Min RSS-A50&CSI300&SSE50 arb report--2017.2.20

    For there’s obvious collinearity between CSI300 and SSE50, the coefficients are in a two dimensional united distribution, which formed a curved surface with the residual sum of squares. In the ...
    Strategies Fang 8 years ago
  • Quant Investment in China A-share market

    1. China Equity Markets—Overview Stocks Listed& Market Cap since 1990 2. Two Stock Exchanges—Shanghai and Shenzhen 1) Date Established: Shanghai Stock Exchange: 1990.12 Shenzhen Stock Ex...
    Strategies Fang 8 years ago
  • Market review: Jun 16, 2017

    Market review: China stocks declined with SHA fell about -0.3%. Research Notes: Money outflowed from Software Development, Electronic Devices, Construction sectors the mo...
    Financial Futures Fang 8 years ago
  • A-share market outlook for second half of 2017

    Market overview: Valuation for stock index + performance of listed companies+ money market liquidity. Valuation: CSI300 index rise 7~8% this year,about the same to the g...
    Strategies Fang 8 years ago
  • China open up its bond markets

    4.The Latest Policy Changes in China Bond Market In the past, China had remained prudent towards opening up its financial market and sought to restrict the movement of capital in-and-out of t...
    Rules Fang 8 years ago