Core Trading Strategies

Alpha Enhance (A-Share)
Multi-Factor Medium Frequency

Designed to outperform the CSI 500 index through statistical arbitrage and fundamental factor analysis.

Backtest ReturnsHigh
StabilityHigh
Neutral Hedging
Market Neutral Low Volatility

Captures pure alpha by hedging market beta risk using index futures and options.

Sharpe Ratio> 2.5
Drawdown ControlExcellent
Global Macro CTA
Futures Trend Following

Captures trends across commodities and financial futures markets based on momentum signals.

Crisis AlphaYes
DiversificationHigh