Study Of Hedging On A Shares

With the scale expansion of the securities market in our country, the open degree to foreign investors deepening, Quantitative investment technology from overseas mature markets has been becoming a kind of new investment technology of the A-share market. Following this, the size of Quantitative investment products is growing rapidly. In recent years, CSI 300 stock index futures listed that provides tools for hedging. The differentiation trend of the stock market provides fertile soil for hedging. With the condition gradually mature, quantitative hedging as an important aspect of the quantitative investment has been becoming more and more remarkable in the market areas.A quantitative hedging product which researched and developed by Hongyuan Securities, as equity hedge strategy product using long-short hedge strategy, has made a good profit in running. Combined with working practice, the writer studied the market-neutral hedge strategy equity hedge strategy as the object. In this article, the author of the A-share market in the near future market conditions, technical conditions and other factors are analyzed for the construction of the feasibility of quantitative hedge market-neutral products, risk factor has carried on the preliminary discussion. In this paper, the author puts forward some thinking and prospect of the construction of the financial markets.