Qilin Investment - quantitative investment is timely

Data source: Haomai Fund Research Center; Note: The risk-free rate of return used to calculate Sharpe ratio is 3%, and the calculation range is January 5, 2018 to November 9, 2018

Qilin quantitative product adoption Neutral strategy , the net value trend of each product is highly consistent

Qilin adheres to the core investment philosophy of scientific analysis and risk diversification, and builds a domestic flow hedging platform for benchmarking overseas; Use cutting-edge investment methods, through quantitative analysis and cross asset allocation, in order to achieve risk controllable and considerable returns.

Data source: Qilin Investment; Data as of: November 2018

At present, Qilin has more than 3000 factors, 70% - 80% of which are volume price factors, 10% of which are fundamental factors, and 10% of which are event driven factors. There is a special data department to sort it out. It is industry neutral, looks at the performance, and then tests the correlation with the strategies in the database, mainly looking at the correlation of the yield. If the correlation is less than 0.4, the data will be warehoused.

Qilin's market neutral products use securities lending and stock index futures for hedging. The whole team's appetite for risk is low. All products have almost no exposure and are fully hedged to earn alpha earnings.

Qilin has a unique factor evaluation scoring system in the process of developing, processing, evaluating and testing the correlation of factors. When combining, there are many models to choose from. Different models are used to determine the factor weight according to the requirements of different products for withdrawal. Each model uses different strategies every day to effectively expand market capacity.

Risk warning: the past performance of the fund does not predict its future performance. The performance of other funds managed by the fund manager does not constitute a guarantee for the performance of the fund. Relevant data are for reference only and do not constitute investment advice. Investors should read the fund contract in detail and bear their own investment risks. The rights and interests of investors will be stipulated in the fund contract of this product. Before making an investment decision, potential investors should carefully read the full text of the fund contract. In case of any inconsistency between this document and the fund contract, the fund contract shall prevail.
The risk level of this product is R3, which is only suitable for customers with risk tolerance of C3 and above. Other contents of this document are not legally binding and should not be regarded as or constitute an offer or invitation to offer to any person. The Fund Manager has the right to independently decide whether to accept or not to accept the fund contribution subscribed by the subscriber. The new fund is exposed to the risk that it cannot be redeemed according to the net value of fund units during closed operation or specific holding period. Please choose a strategy that matches your risk tolerance to invest, make prudent decisions according to your own ability, and independently bear the investment risk.