如何筛选私募CTA基金?

Screening Private CTA Funds

导出

摘要 CTA策略(Commodity Trading Advisor)又称为管理期货策略,具有与股市低相关性、危机α属性、杠杆性和相对较高的风险收益比等特点,交易品种涉及商品、股指、利率、外汇等期货以及各类期权产品。由于CTA策略具有杠杆性和多空属性,运行上还有多样化的子策略,因此很难从定量的角度对私募CTA基金进行评估.

作者任孝明

机构地区香港理工大学

出处《金融市场研究》 2022年第8期76-80,共5页 Financial Market Research

关键词杠杆性私募风险收益交易品种股指期货 CTA 基金

分类号 F832.51 [经济管理—金融学]

引文网络
相关文献

1孙超.私募FOF 凸显多策略价值[J].金融博览,2021(8):38-41.
2Su Jiede.Small Good,Bingger Plans[J].China Weekly,2021(1):38-41.
3Hung-Gay Fung,Zijun Wang,Lin Zhao.Does More Trading Lead to Better Market Linkage?Evidence from the Commodity Futures Markets[J].China Finance and Economic Review,2018,7(1):50-72.
4Zhongming LU.Data-driven integrated assessment of global wild-caught seafood exported to Hong Kong by 2030 in different representative concentration and shared socioeconomic pathways[J].Advances in Climate Change Research,2022,13(4):554-563.
5Fung Hung-Gay,Mai Liuqing,Zhao Lin.The effect of nighttime-trading of futures markets on information flows:Evidence from China[J].China Finance and Economic Review,2016,5(1):42-56. 被引量：1
6Omotayo Olalekan Adenuga,Abigail Funlayo Adepoju,Ibrahim Olalekan Sobowale,Olayinka Olufemi Olaniyi,Oluwatobi James Areola,Terkula Felix Nyamkyume.Correlation and Path Coefficient Analyses of Yield in Cacao(Theobroma cacao L.)[J].Journal of Botanical Research,2022,4(3):1-8.
7ZHANG Hong,LIU Xinlu.The Economic and Trade Factors in China’s National Image in the Arab Countries[J].Asian Journal of Middle Eastern and Islamic Studies,2012,6(4):72-90.
8Beenish SULTAN.China’s Role in BRICS&Relevance to GCC-China Relations:Complementarities&Conflicting Interests[J].Asian Journal of Middle Eastern and Islamic Studies,2016,10(2):71-98.
9Xi Weiqun.Study on the taxation problems and strategies of digital commodities in e-commerce[J].China Finance and Economic Review,2017,6(4):99-112.
10Lv Bingyang.Intergovernmental fiscal relations:a case for division of tax power[J].China Finance and Economic Review,2015,4(1):40-63.

金融市场研究

2022年第8期

浏览历史

内容加载中请稍等...

如何筛选私募CTA基金?

相关作者

相关机构

相关主题

浏览历史