Quantitative investment is to use modern statistical and mathematical methods to find a variety of "high probability" strategies that can bring excess returns from massive historical data, and to strictly follow the quantitative models constructed by these strategies to guide investment, and strive to
Achieve stable, sustainable, above-average excess returns.
Quantitative investment belongs to the category of active investment, and its essence is the quantitative practice of qualitative investment. The theoretical basis is the non-efficiency or weak efficiency of the market.
Characteristics of quantitative investment: First, the investment perspective is broader.
Use computers to process massive amounts of information efficiently and accurately to find a wider range of investment opportunities in the entire market.
Second, investment discipline is stronger.
Strictly implement the investment suggestions given by the quantitative investment model and overcome the weaknesses of human nature.
Third, it is highly dependent on historical data.