Step 2: Once it is determined that big data information can predict the stock market in advance, whether it is the prediction of industry, style and timing, or the prediction of listed companies directly, we can select candidate constituent stocks through quantitative models and build a multi-factor model.
Step 3: From the angles of investability, turnover rate, risk control, etc., synthesize the quantitative factor system including fundamental factors built by Boss in quantitative investment, and build an index portfolio.
Step 4: Each quantitative model needs to be continuously upgraded. Bosera will constantly optimize the iterative multi-factor model according to the performance of the index and the changes of the market in order to pursue more excess returns.
For example, Bosera Fund's "Zhijiajia" brand currently has four big data indexes, which is the largest number of big data index brands in China.