It is reported that the China Europe quantitative pioneer to be steered by Qu Jing, the investment director of China Europe Fund, will be issued soon. The fund will strive to tap the market excess return for the holders through the fundamental quantitative strategy.
Public information shows that before joining the China Europe Fund, Qu Jing worked for the Millennium fund, a well-known quantitative investment institution in the United States. He has worked for more than 14 years and has more than 6 years of public fund management experience in China. Relying on the systematic investment and research of China EU funds, Qujing is good at striving for sustainable and stable excess returns for holders through fundamental quantification with the help of fundamental logic drive and data empowerment.
The curve path has excellent medium and long-term performance in the management fund, and the multi-stage excess return is significant. According to the fund's regular report, as of the end of December last year, the two funds under management, China EU data mining and China EU quantitative drive, had a return of more than 20% in the past year and more than 120% in the past three years. Taking China EU data mining multi factor A as an example, the return in recent three years from 2019 to 2021 reached 192.86%, while the performance benchmark in the same period was 56.89%; The annual return in 2021 reached 22.88%, while the performance benchmark in the same period was 14.93%.
It is understood that in consideration of the characteristics and customer base of public funds, the China EU fund quantification team chose the fundamental quantitative investment method of fundamental logic driven superposition data empowerment. Through the subdivision data obtained by the bottom stock selection logic and technical means of the industry, China Europe Fund forms the systematic fundamental logic of the research results, writes them into the model, and finally outputs the trading signal through the model to form the fund portfolio.
China EU quantitative pioneer will continue to adopt the investment method of fundamental quantification, continuously test the logic and optimize the model through separate modeling according to the fundamental logic of each industry, and strive to find industry inflection points and investment opportunities faster than the market. At the same time, the quantitative investment research team of China Europe Fund will continue to study the operation of the model and market changes, and iteratively update the model.
Qu Jing believes that no matter how well a mathematical model is built, it cannot be compared with the in-depth study of the best fundamental researchers, but the benefit of quantification mainly lies in the confrontation of width with depth. She hopes to explore investment opportunities in more sectors and stocks through the "radar scanning" investment method covering multiple industries.
