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中文(ZH) 多家头部量化机构回应“韩国因子”传言:行业极少使用韩国数据

Chinese Quant Firms Deny Using South Korean Data in Trading Strategies

Leading quantitative investment firms in China have refuted rumors that their trading strategies incorporate South Korean tech stock data. Founders and general managers of firms managing billions of yuan stated that using such external data is rare within the industry and would likely lead to negative excess returns. They attributed recent market downturns to natural market cycles and the prior over-concentration in tech stocks, rather than external influences or conspiracy theories. AI

RANK_REASON Multiple industry figures provide commentary on a market rumor.

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Chinese Quant Firms Deny Using South Korean Data in Trading Strategies

COVERAGE [1]

  1. 36氪 (36Kr) TIER_1 中文(ZH) ·

    Several leading quantitative institutions respond to "Korean factor" rumors: The industry rarely uses Korean data

    13日盘后,一则关于“A股的量化策略早已将韩国科技股走势纳入因子模型,并在A股市场内部引发不同科技板块连锁反应”的市场传闻,在业内广泛传播。对此,某规模超200亿元的量化私募创始人表示:“从行业层面看,国内头部量化机构极少会使用韩国数据来挖掘因子,这种所谓传闻纯属外行‘小作文’。今天量化行业也是普遍大亏,我盘后了解到,大部分同行今天的超额收益都是负数。”对于今天市场的下跌原因,上述私募人士认为:“市场涨多了就会跌,跌多了就会涨,不应当有‘阴谋论’”。另一家百亿级量化私募总经理则回应称,上述传闻并不公允,“假如量化机构完全依据海外科技股的涨跌来进行交易,长…