B*********n 发帖数: 2552 | 1 是不是对于交易的execution要求不大的。
自己没有专门的软件,就用业界的行了。甚至给broker打电话下单子。
主要是你hold的时间很长,进出差几分没关系,关键要把size done
是不是很多传统的fund是这样的呢?
以上都是我的假想。谢谢指正 | Y******u 发帖数: 1912 | 2 for equity long short or long basis fund, execution timing is not that
important. So you are right. I believe a lot of them (small-mid AUM) use
their PB's platform to trade. But execution strategies are still important
since big order could increase your trading cost significantly.
for a lot of event-driven or M&A or distress fund, you may not even need
execution strategy since most big trades are from secondary offer or private
placement
In fact, quantitative hedge funds are still minority in this industry.
【在 B*********n 的大作中提到】 : 是不是对于交易的execution要求不大的。 : 自己没有专门的软件,就用业界的行了。甚至给broker打电话下单子。 : 主要是你hold的时间很长,进出差几分没关系,关键要把size done : 是不是很多传统的fund是这样的呢? : 以上都是我的假想。谢谢指正
| B*********n 发帖数: 2552 | 3 长期看,是否quant fund会多起来呢?
或者政府管制下,其实这样的quant fund和shop快到饱和了呢
private
【在 Y******u 的大作中提到】 : for equity long short or long basis fund, execution timing is not that : important. So you are right. I believe a lot of them (small-mid AUM) use : their PB's platform to trade. But execution strategies are still important : since big order could increase your trading cost significantly. : for a lot of event-driven or M&A or distress fund, you may not even need : execution strategy since most big trades are from secondary offer or private : placement : In fact, quantitative hedge funds are still minority in this industry.
| l*******z 发帖数: 108 | 4 quant fund大概占 传统fund的多少比例呢? 比如在美国的话 |
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