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The content of this article is only open to qualified investors !
Qualified investors of private equity funds refer to units and individuals who have corresponding risk identification capabilities and risk-taking capabilities, invest in a single private equity fund with an amount of no less than 1 million yuan, and meet the following relevant standards:
(1) Units with net assets not less than 10 million yuan;
(2) Individuals whose financial assets are not less than 3 million yuan or whose personal average annual income in the last three years is not less than 500,000 yuan.
The financial assets mentioned above include bank deposits, stocks, bonds, fund shares, asset management plans, bank wealth management products, trust plans, insurance products, futures rights, etc.
This article is the content of the A+CLUB manager support plan roadshow on March 17, 2023. It is for communication and reference only and does not constitute any investment advice . Welcome to communicate with the director yz1523311 to get the roadshow PPT
Company Profile
01Company Profile
Zhongan Dingsheng is a quantitative private equity fund company jointly established by internationally renowned investment bank members and local well-known quantitative background members. With a strong data technology background, it is committed to the perfect combination of mathematical research and financial investment, and strives to create absolute returns for customers. The company's quantitative strategy is deployed in four directions: equity strategy, CTA strategy, option strategy, and arbitrage strategy. On April 13, 2016, the main body of the company was incorporated. Founders start technology companies that later become cornerstones of private equity IT departments. In 2018, obtained a private equity license and continued to manage shareholders' funds, and the arbitrage and factor strategies were continuously updated and optimized. In 2020, the factors will be diversified, the bottom layer will be continuously improved and upgraded, and the server cluster program architecture will be upgraded. In 2022, the overall management scale will hit a new high, diversify product lines, continue to pursue scientific investment, and obtain long-term Alpha.
02 Team introduction
There are a total of 12 members in the team, and the background of the personnel is gathered from famous universities at home and abroad: Imperial College, Cambridge University, Peking University, Sun Yat-sen University, etc.
03 core characters
Sun Xin Founder
Education background
Bachelor of Mathematics and Computing, Imperial College of Technology, Master of Applied Statistics Finance, Imperial College of Technology.
work experience
① From February 2015 to September 2015, served as an option quant trader at Barclays Investment Bank in London, responsible for option trading and risk model development;
② From October 2015 to January 2018, served as the chief algorithm framework architect of Takagi Education Technology (Shenzhen) Co., Ltd.;
③ Since April 2018, he has served as the general manager and head of investment research of Zhongan Dingsheng Investment (Shenzhen) Co., Ltd.
04Product Line
① Equity strategy: CSI 500 Alpha
② CTA strategy: Quantify CTA mid-frequency trend strategy
③ Option strategy: quantitative high-frequency neutral convertible bond, index leasing strategy
④ Arbitrage strategy: commodity futures arbitrage
05Characteristic composition
① Advantages of factor manufacturing: high robustness and strong interpretability of factors
② Highly automated: Independent research and development of a highly automated investment research system suitable for investment managers' investment research
results showcase
Classic product: Shanxing Convertible Bond No. XX
The position will be established on November 25, 2022. As of March 15, 2023, the annualized rate of return of daily net worth is 13.75%, the annualized volatility of daily net worth is 4.20%, and the maximum drawdown of daily net worth is 1.29%. Since the beginning of this year, the rate of return has been 3.17%, the annualized volatility of daily net worth is 3.71%, and the maximum daily net worth retracement has been 0.87%.
Company Highlights
Zhongan Dingsheng has diversified derivative investment and research capabilities. On the whole, it has continued and deeply developed the option pricing and R&D ideas of the founders in their overseas experience. The overall presentation is refinement and strong scalability of pricing capabilities. And it has realized the integration from pricing power to alpha power.
Zhong An Dingsheng has a strong technological background. In the past 3 years, based on the past 7 years of experience of the investment research team in contact with multiple factors, the Zhong An Dingsheng investment research team designed a set of deep fit factor investment research from the perspective of a pure fund manager. , Cooperating with the highly automated investment research IT system of the fund manager, this system is basically designed and developed by the fund manager himself, so it deeply fits the problems that may be encountered in the investment research process, and continuously improves the efficiency of investment research and production. Out of efficiency.
Featured QA
Question 1: Hello Mr. Chen, what are the differences between your company's convertible bonds and Xingquan convertible bonds?
Answer 1: Xingquan convertible bonds are subjective, and the money earned is subjective. We are doing high-frequency, earning money from quantifying and pricing volatility. To some extent, we very much hope that Xingquan convertible bonds can become bigger and stronger, because bigger and stronger means that the market has more liquidity.
Question 2: What do you think about the withdrawal control of convertible bonds?
Answer 2: As a derivative product, convertible bonds are essentially equity assets. If there is no hedging tool, its drawdown is sometimes exaggerated, so we must have derivative tools to measure its volatility. Control is to do hedging through the stock index.
Question 3: What is the competitive advantage of Zhongan Dingsheng?
Answer 3: Our core competitiveness is the option model. At the same time, the robustness of all factors will be relatively high, and the ability to create effective factors is the key point. We started doing CTA in 2017, and became the champion of many capital pools from 2019 to 21. However, the company was still relatively low-key at that time, and there were few voices in the market.
In 2023, A+CLUB will continue to uphold the principle of openness and win-win. The A+PRO professional and A+FUN series of activities will be jointly carried out, and many ecological partners such as private equity, brokerages, and third-party service providers will be connected to jointly build a quantitative institutional service ecosystem. lock up. The A+CLUB private equity manager support plan can attract more capital client groups for small and medium-sized quantitative private equity managers, and at the same time expand the A+CLUB ecosystem to help the growth of quantitative private equity