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本文介绍了市场中性策略的概念和原理和近一年来我国对冲基金、市场中性策略发展的市场环境和研究现状,通过分析我国目前采用市场中性策略的机构主体的相关数据,归纳总结了私募基金、券商资产管理部门以及公募基金专户对市场中性策略的应用情况。
This paper introduces the concept and principle of market-neutral strategy and the market environment and research status of hedge funds and market-neutral strategy development in China in the past year. By analyzing the relevant data of institutional bodies that currently adopt market-neutral strategy in our country, this paper summarizes Private equity funds, brokerage asset management departments and public fund accounts on the application of market neutral strategy.