The Reserch Of The RTF Capital’s Investment Strategy

After the "Trust Law" in 2004, Our private funds started to operate sunnny. The establishment of sunshine private funds means the age that private equity investment funds become more transparent and standard. Sunshine private fund which is a special investment is short for private sun securities investment trust funds set plan and it’s unlike our underground private, private funds and public offering funds.RTF capital company which is the biggest private fund company made great performance in Guangxi since it found. The research of RTF company for the purpose of explore the investment strategies of private funds and deeply discuss on how to invest and control risk based on the investment strategies. In this paper, we studied RTF company’s investment strategies and corporate governance policies and incentives.This paper first describes the general investment strategy and the strategy of sunshine privat funds, then studies investment strategy and Management of RTF company, and the research shows that RTF funds can obtain the excess return on investment that is inseparable from comprehensive use of various investment strategies, strict risk control inseparable. But there are limits on the information resources, information asymmetry, the proportion of inconsistent positions and other issues of RTF investment strategies. Finally, this paper proposes further suggestions to developing RTF company, there are:srengthen cooperation with different brokers; increase the proportion of other asset allocation; hedge liquidity risk by stock index futures.