In the first quarter, A-share quantitative private funds generally posted profits, while all-billion-level active stock-picking private funds suffered losses, not to mention retail investors! Quantitative strategies outperform subjective approaches: AI, index enhancement, CTA strategies are effective.

2026-04-04 01:32:48

Abstract generation in progress

In the first quarter, quantitative hedge funds in China’s A-share market generally turned a profit, while discretionary stock-picking funds at the billion-yuan scale suffered losses across the board—how much more so for retail investors!
Quantitative outperforms subjective: AI, enhanced index strategies, CTA strategies
Effectively controlling drawdowns, with average positive returns.
Discretionary long-only under pressure: in Q1, China’s A-share market saw a turbulent downturn, and
positions—billion-yuan funds with heavy allocation to growth stocks on average lost more than 15%—and among them there are big names as well, but Dongyang Bay from Dan Bi, and Zhang Lei’s Hillhouse, etc., are all on the losers’ list… The rumored returns may be true or may be false; the data may be biased, but the fact that quantitative outperforms subjective is certain.

View Original

This page may contain third-party content, which is provided for information purposes only (not representations/warranties) and should not be considered as an endorsement of its views by Gate, nor as financial or professional advice. See Disclaimer for details.

1 Likes