Browsing: Chinese stock markets

Posts Tagged ‘ Chinese stock markets ’

Quants in China: Which Factors Work?

May 28th, 2019 | Filed under: Newly Added, Hedge Fund Strategies, The A.I. Industry, Equity Hedge Funds, Hedge Funds, The Global Economy & Currencies, Emerging markets

The outperformance of the size, value, and reversal factors is strong, but the momentum factor, which has performed well in the U.S., does not work in China. This is the conclusion of a new white paper published by  Neuberger Berman about quantitative investing in China A shares. It has aRead More


FACTOR INVESTING MADE IN CHINA Harvesting Factor Returns in the Middle Kingdom

Dec 13th, 2018 | Filed under: Newly Added, The A.I. Industry, The Global Economy & Currencies, Economics, Macroeconomics, Finance & Economics

By Nicolas Rabener, CAIA, Factor Research Summary: Common equity factors generated attractive risk-adjusted returns in the Chinese stock market Factor performance in China often mirrors global factor performance Indicates common factor drivers that permeate even emerging and isolated markets INTRODUCTION Economic news like changes in GDP growth are frequently usedRead More