How to write the ranking of quantitative hedge funds, and compare the standards and norms? Let's share the experience of quantitative hedge fund ranking related methods for your reference.

Quantifying hedge fund rankings

Quantitative ranking of hedge funds can refer to the ranking list published by some third-party institutions, such as:

1. China Hedge Fund Award: This award recognizes hedge funds operating in China and Hongkong, and evaluates them according to performance, retracement, annualized income, fund manager evaluation, risk indicators, fund company evaluation, fund cost performance and other indicators.

2. Private placement network: This website evaluates the returns and risks of hedge funds according to the indicators such as retracement, returns, fund managers, risk-return ratio and fund companies.

3. Global ranking of hedge funds: This ranking evaluates the performance and risks of hedge funds according to the indicators such as fund income, fund size, leverage ratio, shareholding concentration, investment strategy and fund manager.

It should be noted that the evaluation criteria and indicators of these rankings may be different, so the ranking results may not be completely consistent. In addition, the performance and risk of hedge funds are affected by many factors, and investors need to evaluate their risk tolerance and investment needs when choosing.

What are the quantitative hedge fund rankings?

The ranking of quantitative hedge funds usually includes the following indicators:

1. rate of return: this is an indicator to quantify the performance of hedge funds relative to the benchmark or market.

2. Sharp ratio: Sharp ratio is the excess return and risk ratio of the portfolio.

3. Information ratio: The information ratio is the reciprocal of Sharp ratio, which is the ratio of excess return to noise in the portfolio.

4. Maximum retracement: The maximum retracement is an indicator to measure the maximum possible loss of the portfolio.

5. Average annualized rate of return: The average annualized rate of return refers to the average annual rate of return.

Please note that for different rankings, the specific definitions and usage of these ranking indicators may be different, and the specific ranking indicators shall be subject to the published ranking report.

What are the quantitative hedge fund rankings?

The ranking of quantitative hedge funds can be divided according to different standards. The following are the top ten quantitative hedge funds ranked by fund return:

_ _ Magic Quadrant Quantization: Magic Quadrant Quantization is one of the best-performing private equity quantitative funds in China, which has continuously created a steady absolute return for investors over the years.

_ _ Jiukun Investment: Jiukun Investment is committed to becoming a world-class investment institution with independent ideas and respect.

_ _ Yanfu Investment: Yanfu Investment hopes to establish a set of investment methods, which can make money continuously with the economic growth and international competitiveness of China.

_ _ Yunzhou Capital: Yunzhou Capital is committed to becoming the most outstanding absolute return investment institution, with scientific methods, data-driven strategies and engineering investment processes to generate sustained, stable and first-class excess returns.

_ _ Kirin Investment: Kirin Investment always insists on value investment as the core and absolute return as the investment goal.

_ _ Yitong Investment: Since its establishment, Yitong Investment has always adhered to the concept of value investment and is committed to providing customers with sustainable absolute returns.

_ _ Xinghan Capital: Xinghan Capital is committed to becoming a first-class quantitative investment institution and creating maximum returns for investors.

_ _ Golden Axe: Golden Axe is committed to providing investors with stable and low-risk investment products and realizing long-term appreciation of investors' assets with scientific investment strategies and methods.

_ _ Qianxiang Assets: Qianxiang Assets is committed to becoming a top quantitative investment institution, providing investors with sustainable absolute returns.

It should be noted that the above rankings are for reference only, and investment needs to make reasonable investment decisions based on personal risk tolerance, investment duration and other factors.

Quantitative ranking analysis of hedge funds

Quantitative hedge fund is an investment tool that combines quantitative strategy and hedging strategy, and usually uses mathematical models and algorithms to manage assets and pursue returns. The following are some common quantitative hedge funds, ranked and analyzed as follows:

1. bridgewater: bridgewater is one of the largest macro hedge funds in the world. Its founder, Rui Dario, is a financial wizard with a multi-disciplinary background and one of the best-selling financial writers in the world.

2.Scimia: Scimia is a Danish hedge fund, specializing in algorithmic trading and macro hedging strategies. It was selected by Bloomberg as one of the largest Alpha funds in the world.

3.AQR hedge fund: AQR is an American investment company that manages hedge funds and absolute return funds through quantitative methods. Founded in 1997, there are 23 funds in the world.

4. Two Smart Horses: Two Smart Horses is an emerging hedge fund company, focusing on algorithmic trading and event-driven strategy.

5.Normal hedge fund: Normal is a hedge fund company founded by famous fund manager John Seigel, focusing on using technical analysis methods and statistical models to invest.

The above ranking and analysis are for reference only, and the specific investment strategies and risk-return characteristics may be different.

Quantitative hedge fund ranking summary

The following are the top 10 hedge fund companies in the first quarter of 2023:

_ _ _ _ _ Blue Credit Capital Management Company. _ _ _ This is one of the largest hedge fund companies in the world. In the first quarter of 2023, it became the best-performing hedge fund company with revenue of $3.09 billion.

_ _ _ _ _ China Merchants Management Company. _ _ _ _ This company focuses on the value investment and quantitative trading strategy of large stocks and bonds. In the first quarter of 2023, the investment management company attracted a profit of $27,654.38 billion, ranking second.

_ _ _ _ _ Castle Investment Group. _ _ _ _ Castle Investment Group is an investment company headquartered in the United States, established in 1986. The company provides services for individual investors and institutional investors. In the first quarter of 2023, Castle Investment Group won $2.46 billion, ranking third.

_ _ _ _ _ _ Bailey Gifford & Company. _ _ _ This company is a diversified investment company, headquartered in the UK, with assets under management of about $275 billion. Bailey Gifford & In the first quarter of 2023, the revenue of Co was $24 1 billion, ranking fourth.

_ _ _ _ _ Asset Management Company. _ _ _ _ This company was established in 1976 and is a global investment company. In the first quarter of 2023, it won $2.39 billion, ranking fifth.

_ ____Point72AssetManagement. _ _ _ Point 72 Asset Management is a subsidiary of BaupostGroup founded by billionaire SethKlarman. It earned $2.36 billion in the first quarter of 2023, ranking sixth.

_ _ _ _ _ _ Valiant Capital Management. _ _ _ This company is a private equity hedge fund company focusing on growth investment. In the first quarter of 2023, the revenue was $2.29 billion, ranking seventh.

_ _ _ _ _ _ Partner Capital Management. _ _ _ The company is a private equity hedge fund focusing on cyclical industries. In the first quarter of 2023, the revenue was 2.23 billion US dollars, ranking eighth.

_ _ _ _ _ _ _ Damon Methyl Asset Management Company. ____Dymon Methyl Asset Management is a hedge fund company headquartered in the United States. In the first quarter of 2023, the revenue was $265,438+700 million, ranking ninth.

_ ____Point72AssetManagement. _ _ _ Point 72 Asset Management is a subsidiary of BaupostGroup founded by billionaire SethKlarman. In the first quarter of 2023, the revenue was $265,438+300 million, ranking tenth.

It should be noted that these are the rankings of hedge fund companies, and their performance may be different due to factors such as market environment.

This is the end of the introduction of the article.