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过去10年,数量化投资在国际市场上迅速发展,这主要得益于基础性研究不断深入、行为金融理论逐步完善和计算技术趋于成熟的共同推动,数量化投资不仅取得了较好的业绩,而且管理费用相对较低,受到投资者的青睐,正在成为一种主流的投资方式,与传统的基本面投资平分秋色。一些大型投资机构把开发数量化投资模型的能力作为自己的金字招牌。国内市场上,一批有远见的投资机构学习借鉴发达国家的数量化投资技术,结合中国资本市场的具体特点开发数量化投资模型,推出效量化投资产品,受到市场关注。
In the past 10 years, the quantitative investment developed rapidly in the international market mainly due to the continuous deepening of basic research, the gradual improvement of behavioral finance theory and the maturing of computing technology. Quantitative investment not only achieved good performance , And relatively low overhead costs, favored by investors, is becoming a mainstream investment, equal shares with the traditional fundamentals. Some large investment institutions have taken their ability to develop a quantitative investment model as their golden flagship. On the domestic market, a group of far-sighted investment institutions have learned from the quantitative investment techniques of developed countries and developed quantitative investment models based on the specific features of China’s capital markets. The introduction of effective investment products has attracted market attention.