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Alpha策略是利用指数期货与具有Alpha值的证券产品之间进行反向操作的套利策略,通过对冲掉系统性风险,获得稳定的超额Alpha收益,常用的Alpha策略有动量投资与反转策略、基本面选股套利策略和事件驱动型套利策略等。
The Alpha strategy is an arbitrage strategy that uses reverse operation between index futures and alpha value securities products to get stable excess Alpha gains by hedging out systematic risk. The commonly used Alpha strategies include momentum investment and reversal strategies. The basic Face stock arbitrage strategy and event-driven arbitrage strategy.