How to view the quant trading and stock trading volume surge in China market objectively?

Fang • submitted 2021-09-10 16:33:30

https://www.gelonghui.com/p/485832

No efficient securities lending shorting, the longs can control most of shares relying on funds power, then get the asset pricing power, such as the hoarding in commodities futures. The Maotai-like stocks in recent two years is one typical example.

The dominant quant strategies in current market, actually most of them belongs to smart beta. The volatility has obvious exposure at the factors of small caps and growth. And with the quant asset amount growing, they will have more pricing power in small caps stocks.

No matter index enhancement strategy or market neutral funds plus T+0 strategy, actually, these strategies rely largely on the asset amount of stocks holdings， or due to the high trading turnover， owned a large share of the available shares of securities companies. So they have the congenital advantages at intraday range trade or short individual stock.It atucally is investors depending on their asset amount , by pass the restrictions of A-share T+1 trading system and inefficient shorting system, thus get the advantage than other investors.

Disclaimer: The information on this website is for general informational purposes only and is not intended as a recommendation or an offer or solicitation for the purchase or sale of any security, currency, investment, service or to attract any funds or deposits. Save to the extent provided otherwise in the Terms and Conditions for Accounts and Services or other applicable terms and conditions, information in this website has been prepared without taking account of the objectives, financial situation or needs of any particular investor. Therefore, investment products mentioned in this website may not be suitable for all investors. Any person considering an investment should seek independent advice on the suitability or otherwise of a particular investment. Before making any investment, each investor must obtain the investment offering materials, which include a description of the risks, fees and expenses and the performance history, if any, which may be considered in connection with making an investment decision. Each investor should carefully consider the risks associated with the investment and make a determination based upon the investor’s own particular circumstances, that the investment is consistent with the investor’s investment objectives.

Currently no Comments.

author: Fang

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 New indicator to analyze the arbitrage opportunities between sse50 and csi500 Market review: January 11, 2017 The Great China Bubble: Anniversary Lessons and Outlook R-Code@June 06, 2016 Sleepless in London--Enda Homan(Allied Irish Banks Plc) The hedge strategy between SSE50 and A50--Jan 13,2017 R-Code for analysis: getKDJ Quant Investment in China A-share market MSCI Rebuffs Chinese Equities for Third Time in Blow to Xi The arbitraging strategy between CSI300 and SSE50 Market review: June 17, 2016 Soros, Druckenmiller among hedgies profiting in market plunge

Links

Contact Me: sherry_ustc@163.com

Twitter