Thanks to the continued strong performance of the A-share market index, the stock funds that adopted quantitative strategy also performed well, with an average yield of 27.85% during the year. However, the performance of quantitative funds with long and short hedging strategy is average, and the income of individual products is negative during the year.

Since 2009, a "quantitative fund" craze has quietly set off. China Shipping Fund, Changsheng Fund, China Everbright Prudential and Guo Fu Fund have all launched their own quantitative products, and the Guo Fu 300 Enhanced Fund being launched in Guo Fu is the first enhanced index fund, because the concept of quantification has been introduced.

With regard to quantitative funds, the international capital market, especially the American market, has made considerable progress and formed a considerable scale. Through mathematical statistics analysis, the quantitative fund selects those securities whose future returns may exceed the benchmark to invest in order to obtain the returns beyond the index fund. Different from ordinary funds, quantitative funds mainly adopt quantitative investment strategies for portfolio management. Generally speaking, the strategies adopted by quantitative funds are: quantitative stock selection, quantitative timing, stock index futures arbitrage, commodity futures arbitrage, statistical arbitrage, option arbitrage, algorithmic trading and asset allocation.

In the current diversified capital market, it is becoming more and more difficult to select stocks suitable for your investment style from vast and complicated data. On the basis of fundamental research and quantitative analysis, we can construct quantitative stock selection strategy. The mainstream stock selection methods are as follows: fundamental stock selection: through the analysis of financial indicators of listed companies, find out the important factors that affect the stock price, such as the three stock selection methods of Shanghai and Shenzhen 300, value, growth and value growth.

Statistical model is to establish a model by extracting approximately linear unrelated factors through statistical methods. This modeling method is highly praised by many economists, including principal component method, maximum likelihood method and so on, because it does not require prior knowledge and can test the effectiveness of the model. The selected factors have statistical significance or market significance. Generally, we can choose indicators from the aspects of momentum, volatility, growth, scale, value, activity and profitability to explain the stock return rate.