Market
review:
China
stocks declined with SHA fell about -0.3%.
Research
Notes：
Money
outflowed from Software Development, Electronic Devices, Construction
sectors the mo...
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...
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...
Market review:
China stocks declined with SHA fell about -0.77%.As the rebound of A-share in quarter 1st meet the expectation of regulators .Since mid o...
Summary:
1. Too faster IPO approval
2. Tighten regulation on speculation over sub-new stocks and stocks proposing high share conversion and dividend
3. Increasing supervision on idle funds li...
Steps:
Ⅰ.estimate the model coefficients
Ⅱ.build a strategy with a stable expected return
Ⅰ.Estimate the model coefficients
We set the data range from 2015/4/16—2016/8/26 to run the regression...
We set the data range from 2015/4/16—2016/8/26 to run the regression.
The independent variables for CSI300 and SSE50 are named as x and y respectively. The dependable variable A50 is named as z. Each...
Strategy Update:
1) The latest run result as followed:
Last PL: 2910213
Biggest drawDown: -498050.6
Total buy(times): 15
Total sell(times): 5
Max Margin: 4434984
max bu...
The data is from Aug 16, 2015 to Aug26, 2016
1. CSI300 vs SSE50
The
contract multiplier for CSI300 is CNY 300, the contract multiplier for SSE50 is
also CNY300, so:
Can
do the li...
The data is from Apr 16, 2010 to Aug 26, 2016
1. CSI300 vs A50
1)
Transform:
The contract multiplier for CSI300 is CNY 300,
the contract multiplier for A50 is U...