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从巴克莱投资管理公司发行世界上第一只指数基金至今,定量投资在海外的发展已有30多年。1970年定量投资在海外全部投资中占比为零,而到2009年,定量投资已在全部投资中占30%以上。其中指数类投资几乎全部使用定量技术,主动投资中有20%～30%使用定量技术。本刊记者专访了建信责任ETF、建信社会责任联接基金经理叶乐天,为我们揭开量化投资的面纱。来自浙江,北大数学系出身的叶乐天,谈起量化投资,如数家珍。在他看来,量化投资与基本面投资在方法论上有较大差别。后者类似中
Since the issuance of the world’s first index fund by Barclays Capital Management, quantitative investment has been developing overseas for over 30 years. Quantitative investment in 1970 accounted for zero in all overseas investment, and by 2009, quantitative investment has accounted for more than 30% of total investment. Almost all of them use quantitative technology index investment, active investment, 20% to 30% of the use of quantitative technology. This reporter interviewed the responsibility of CCB ETF, CCB social responsibility joint fund manager Yeletian, opened the veil of quantitative investment for us. From Zhejiang, Beijing University Department of mathematics Ye Lute, talk about quantitative investment, such as a few hometown. In his view, there is a big difference in methodology between quantitative investment and fundamental investment. The latter is similar