量化经济投资策略应用效果研究.pdf

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ntitative investment in recent years along with the fluctuations are steadily
on the development of capital market. Many domestic scholars for the application of quantitative
investment strategies to effect is also not many, therefore, in this paper, through the study of performance
and quantitative funds management ability to study quantitative investment strategies in the process of
practical application effect, this is the meaning, this article mainly research aimed at improving the
public's understanding of quantitative.
China from August 27, 2004, the first quantitative fund products, since 2004, a total of only 60and
quantitative funds, of which total scale has reached about 50 billion Yuan. A series of data can be seen
from this quantitative investment or is still in its infancy in our country, after that, some studies
quantitative investment strategies use effect and the domestic rare quantitative fund this kind of product
research and also such as bamboo shoots up more. Although China's quantitative fund market relative to
the developed countries in the number and size of Europe and North America will still have a large gap,
however, as the market mechanism increasingly perfect and introduced gradually, more and more
innovative products and trade supervision system gradually perfect, and the general investors increasingly
rich reserves of financial knowledge, believe that the process of the development of quantitative
investment in China in recent years are going to meet the rapid development period in the domestic
market prospect is immeasurable. And quantitative investment has its own unique advantages, this is
because, compared to quantitative and qualitative investment can over