普罗旺斯的秋
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公募量化究竟赚的是什么收益?
市场波动增加叠加超额收益收敛,公募量化基金迎来考验。 公募量化基金超额收益正逐步收敛,Alpha的获取难度上升。且2024年年初小盘股市场出现“踩踏”现象,多只公募量化基金的净值短期大幅下降,有近半数公募量化基金未能跑赢其基准指数。在此情境下,本文主要思考以下几个问题: - 公募量化基金风格的偏离长期是否带来更多超额? - 公募量化基金的超额收益主要来源于哪些Alpha? - 公募量化基金未来超额是否有机会回升? - 如何系统化评价与优选公募量化产品? 本报告从仓位择时、持仓分布、风控情况、收益拆分和策略推算等角度入手,对公募量化基金进行多维解析。 维度一:仓位择时准确率分化明显。在2022年
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主板市值退市指标提至5亿元,监管提及的“4家”都有谁?
4月12日国务院发布的新“国九条”,已成为“按图索骥”的线索。 在新“国九条”中有一句“完善市值标准等交易类退市指标”。根据上交所的落地,上交所将适当提高主板A股(含A+B股)上市公司的市值退市指标至5亿元。同时,考虑到科创板公司较主板在上市条件、发展阶段和收入规模以及投资者适当性方面有较大差异,科创板公司市值标准不变,仍然为3亿元。上交所表示此一调整,将有助于充分发挥市场化退市功能,有效推动上市公司提升质量和投资价值。修改的主板股票和存托凭证市值退市指标,自新上市规则发布实施之日起6个月后开始适用。 深交所方面,同样将完善主板交易类退市门槛,适当提高主板A股(含A+B股)公司市值退市标准至5
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NZD/USD: INFLATION IN NEW ZEALAND EXCEEDS THE REGULATOR’S TARGET LEVEL OF 1.0–3.0%
ScenarioTimeframeWeeklyRecommendationSELL STOPEntry Point0.5860Take Profit0.5770Stop Loss0.5930Key Levels0.5770, 0.5860, 0.5920, 0.6030Alternative scenarioRecommendationBUY STOPEntry Point0.5920Take Profit0.6030Stop Loss0.5850Key Levels0.5770, 0.5860, 0.5920, 0.6030Current trend Against the stabiliz
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Daily Digest Market Movers: Japanese Yen draws support from upbeat domestic data and weaker USD
A Bank of Japan source told the Nikkei newspaper that an early rate hike leaves room to consider rolling out another increase before the end of the year, which, in turn, boosts the Japanese Yen.The monthly Reuters Tankan survey showed that confidence at big Japanese companies rebounded to a three-mo
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Stafsus Erick Thohir Kasih Bocoran Pengganti BNI & BRI di BSI
Staf Khusus Menteri BUMN Arya Sinulingga/Foto: dok. PSSI Jakarta Staf Khusus Menteri BUMN Arya Sinulingga mengungkap kabar terbaru mengenai divestasi saham PT Bank Syariah Indonesia Tbk (BSI) yang dikempit PT Bank Rakyat Indonesia (Persero) Tbk atau BRI dan PT Bank Negara Indonesia (Persero) Tbk ata
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Profit by Following
904.5
USD
- Symbol XAU/USD
- Trading Account #3 9220218
- Broker DCFX
- Open/Close price 2,038.1/2,043
- Volume Buy 0.5 Flots
- Profit 245.00 USD
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Profit by Following
211.2
USD
- Symbol XAU/USD
- Trading Account #3 9220218
- Broker DCFX
- Open/Close price 2,018.44/2,017.19
- Volume Sell 1 Flots
- Profit 125.00 USD
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Profit by Following
113.8
USD
- Symbol XAU/USD
- Trading Account #1 9220233
- Broker DCFX
- Open/Close price 2,037.85/2,038.9
- Volume Buy 10 Flots
- Profit 1,050.00 USD
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Profit by Following
181.9
USD
- Symbol XAU/USD
- Trading Account #1 80015690
- Broker PrimeBusiness
- Open/Close price 2,044.01/2,042.06
- Volume Sell 1 Flots
- Profit 195.00 USD
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Pull-up Update