量化对冲基金 HEDGE FUND
DJ Capital is among the first batch of companies that moved into the Hedge Fund Industry Park which was supported by both Shanghai Hongkou District Financial Office and Pudong New District Financial Office, and received the government subsidies for three consecutive years from Hongkou District Government. At present, DJ Capital mainly manages seed fund from domestic large scale financial institutions, including Guosen Securities, CICC, and Guangfa Securities etc.; as well as capital from domestic commercial banks and family office fund both domestic and abroad.
The core members among the DJ Quant team are equipped with the experiences in investment research and management at top tier financial institution in the United States; and have also run the mutual fund and quant investment business at a top tier domestic financial institution after return to China. The team has extensive investment experiences in stock, options and futures; and is good at using quantitative tools to develop investment strategy thus enabling the full use of program trading.
The DJ Quant Hedge Fund strategy mainly includes:
Arbitrage Strategy: A professional arbitrageur could always find the opportunity rising from cross-market or cross-product mis-pricing in the capital market, and from which to establish his arbitrage strategy. This strategy caters to a more volatile market movement.
Stocks Quant Hedging Strategy: With financial tools such as stock index futures, options and securities short etc., and based on the judgement on the short-term market movement, to decide on partial hedging or full hedging. This strategy caters to a market with a clear indicative trend.
Option Investment Strategy: There are more diversified investment strategies in this category, including directional trading, arbitrage trading, volatility trading etc.; and we adopt different strategy under different market environment.
D) CTA策略 : 核心思想是捕捉趋势，通过趋势指标，判断当前市场趋势，然后顺势建立头寸。包括以日内趋势策略为主及短期趋势策略和长期趋势策略；目前已研发出基于趋势指标策略、基于波动率趋势策略等十多个成熟策略，利用数据分析寻找一定概率下存在的交易模式，其赢利能力与宏观经济 形势、股票和债券等投资工具的业绩走势相关性极小。
The core of CTA Strategy is to capture the trend, that is, to determine the current market trend through trend indicator, and in turn, establish positions; including daily trend strategy, short-term & long-term trend strategy. At present, more than 10 mature strategies have been developed based on trend indicator strategy, fluctuation trend strategy ect; which uses data analysis to identify the transaction mode under certain probability. Neither macro economy nor the performance of investment instruments such as stock and bond has much impact on these strategies.
The basic theory of Alternative Alfa is Behavioural Finance. Research has proved that the financial market has distinct opportunities for Alternative Alfa.