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  • There are two characteristics of A-share this year

    There are two characteristics of A-share this year,The first characteristic is that the volatility rate has risen sharply. An increase in uncertainty about both domestic and overseas market. Domestic...
    Financial Futures • Fang • 7 years ago
  • Company introduction for INE Crude Oil Futures

    Company introduction Corporate vision: To create a trust-worthy and creative modern financial service corporation and to establish the core competition advantages of i...
    Financial Futures • Fang • 7 years ago
  • The asset allocation

    ...
    Financial Futures • Fang • 7 years ago
  • 2018 Outlook

    ...
    Financial Futures • Fang • 7 years ago
  • Which sectors the funds consider attractive?

    ...
    Financial Futures • Fang • 7 years ago
  • Where are the opportunities in terms of sectors in 2018?

    ...
    Financial Futures • Fang • 7 years ago
  • The opportunities in 2018?

    ...
    Financial Futures • Fang • 7 years ago
  • 均值回归策略

    策略思路: 由于残差不平稳,就无法满足均值和方差在时间过程上都是常数,但残差会以它的均线为中心进行波动。也就是说,当残差由于波动而偏离移动均线时,它将调整并重新归于均线。那么如果我们如果能捕捉偏离均线价格的回归,就可以从此获利。 策略指标: 我们可以构造一种利用标准差来测量当日残差波动幅度的方法。取过去 N天收盘价,并取其标准差 σ(N),设今日残差为E并且 N日均线值为 MA(N),计算:...
    Strategies • Fang • 8 years ago
  • The 13rd China International Future Forum

    Fang Xinghai (Vice chairman of the CSRC): At present, Crude Oil futures has entered into the final sprint stage&...
    Financial Futures • Fang • 8 years ago
  • 2017年四季度私募投资策略报告

    摘要 展望四季度,我们认为上半年超跌的中小盘股估值有继续向上修复的动能,很多优质成长股自半年报披露以来得到了分析师的认可并调高了成长预期,在今年内的股指期货贴水率的低波动性大概率会延续甚至可能转为升水,因此,在四季度相对价值策略依然是稳健的低风险投资的首选策略,并有望获得更好的收益。 目录 一、 概述:三季度私募市场回顾 1.1 各主要策略基金的表...
    Financial Futures • Fang • 8 years ago
  • Summary on the 19th Party Congress

    19th Party Congress: Pay attention on new area and new trend: victory in building an overall well-off society. Find certainty investment opportunities: more structural opportunities than I...
    Financial Futures • Fang • 8 years ago
  • Policy News--Sep 15,2017

    CFFEX announced that will loosen the limit on index futures since Sep 18: 1). Intraday closeout fee down to 6.9bp from current 9.2bp; 2). Lower margin down from current 20% to 15% for CSI300 and ...
    Rules • Fang • 8 years ago
  • «
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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
  • R-Code@June 06, 2016
  • R-Code for analysis: getKDJ
  • New indicator to analyze the arbitrage opportunities between sse50 and csi500
  • Market review: January 11, 2017
  • The Great China Bubble: Anniversary Lessons and Outlook
  • The hedge strategy between SSE50 and A50--Jan 13,2017
  • Quant Investment in China A-share market
  • Sleepless in London--Enda Homan(Allied Irish Banks Plc)
  • The arbitraging strategy between CSI300 and SSE50
  • Market review: June 17, 2016
  • MSCI Rebuffs Chinese Equities for Third Time in Blow to Xi
  • Soros, Druckenmiller among hedgies profiting in market plunge
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