Research

Multi-factor Investing

An important feature of the financial system is its ability to self-evolve. In order to satisfy the market demand industry practitioners...

Momentum Investing and Cultural Differences

The effectiveness of momentum strategies in terms of cultural differences The fundamental purpose of quantitative investment research is...

Conservative Equity Investing

One may believe that a qualified quantitative strategy has to be complicated, but this belief may not necessarily be true. The main job...

Minimum-Variance Investing

As the China A-shares market is receiving more attention from international investors because of its expanding market size and improved...

The Suspension World of the China A-shares Market

Two distinct features of the stock trading suspension in the China A-shares market are its frequent occurrences and long suspension...