Sunshine Private Equity Fund's Investment Status Analysis And Quantitative Investment Strategy Research

Recently, Private Security Funds have played a very important role in the field of money management in China. They can not be ignored because of their investment objective on pursuing the absolute return. Through the statistical analysis on the the yield rate of Private Security Funds at different times, we can draw a conclusion. When the stock market entered a bull market, most of the Private Security Funds which used subjective investment strategy went very well. Many of them got outstanding performance and received market recognition. The number of products rised rapidly. However, when the stock market entered a bear market and began to fall rapidly, the vast majority of Private Security Funds which used subjective investment strategy yielded a substantial correction or even got a loss. From the second half of 2015 to the first half of 2016, although most of the Private Security Funds got a bad performance, the ones which used quantitative investment strategy went very well. People are starting to be concerned about the use of quantitative investment strategy on Private Security Funds.Quantitative investment strategy funds use historical data to predict the potential of securities, use professional models to configure the optimal portfolio and then use the quantitative indicators to measure the performance of the Fund and the risk for investors to bring a solid asset value-added benefits. Thus, the Private Security Funds which use quantitative investment strategy use appropriate hedging tools to balance the risk and to improve the rate of return in a whole downward market or violent fluctuations. Based on the new stage of development, this paper reviews the history of the Private Security Funds and analyzes the present situation of the Private Security Funds in many aspects by using the data of the Private Security Funds. It sums up some fundamental and regular problems of quantitative investment in this emerging investment strategy and focuses on the the feasibility and effectiveness of the using of quantitative investment strategy in Private Security Funds.