Fund Market: Behind The Beautiful Earnings Are Always Crazy Prices.

The futures market in 2016 was very lively, and the varieties such as rebar, coking coal and coke started another round of "high tide".

Thanks to the big market of black commodity market, the management of futures private placement in 2016 is a sense of existence. Many managed futures private placement funds perform well throughout the year, leading eight strategies to become a real winner.

As a rational investor, of course, we hope to invest in the fund products:

Under the fixed premise, the return is the highest, or when the income is fixed, the risk it faces is the lowest.

Vulnerable to skyrocketing and tumbling, two-way trading and leveraged pactions.

In terms of strategy, it is even more important to stabilize profits.

A number of futures private individuals in the exclusive interview with private placement row said that futures are the market of short and loose games. The best index to evaluate investors' level is the total profit of history, rather than the yield curve, not the bright yield curve of a certain period.

"In the stock and management futures industry," champion phenomenon "is not surprising, long life is the absolute principle.

According to the investment strategy of managing futures products, the management futures strategy can be divided into six categories: systematic trend, systematic arbitrage, quantified high frequency, subjective trend, subjective arbitrage, subjective high frequency and compound strategy.

Through statistics, it has been found that in the management futures strategy products with a yield of over 10%, the proportion of the total products with composite strategy, systematic trend, systematic arbitrage and subjective trend strategy account for more than 90%. In other words, the management of futures products with these 4 seed strategies can achieve positive returns with a larger probability.

In further analysis, the 4 strategy is the most difficult to reproduce is subjective.

It must be controlled by the "old driver" who has been immersed in the futures market for many years, and the fund managers with such rich experience in the market are few and far between.

The other 3 strategies -- compound strategy, systematic trend and systematic arbitrage can be realized through systematic paction, namely, the support of computer and network technology, so it can be replicated.

The average return rate of the subjective trend strategy is the highest, reaching 131%, but the average maximum withdrawal is over 15%. The average return of the composite strategy is 47.32%, the maximum retracement is only 10.62%, the systematic trend and the maximum withdrawal of systematic arbitrage are lower, all below 10%.

By adopting compound strategy, systematic trend and systematic arbitrage strategy, we can achieve sustained and stable profit with a larger probability under medium risk conditions.

It is natural to be good at subjective trading, but the irrational factors of subjective paction involve too much, and its empiricism is hard to industrialize and scale.

The advantage of quantitative trading is obvious:

1, the objective judgement of computer takes the place of the subjective judgement of human brain.

2, automatic trading of computers instead of traditional manual pactions;

3, overcome human weakness: greed and fear;

4, save a lot of manpower and financial resources.

5, it helps to put risk control at the front end.

In the age of computer, if we can not make full use of the advantages of quantified trading, we will fight against it with a big knife and a long spear.

The market is full of randomness, so it is very difficult to keep stable profits for a long time.

The above data prove that in addition to using the correct strategy on the basis of market positioning, trading tools need to be supported to achieve stable profitability.

The biggest problem of futures is the problem of executive power. The stop loss is not allowed. It is impossible to enter the field and hold it.

The invention of quantitative pactions is to avoid the interference of human emotion to pactions.

As a rational paction model, quantified pactions do not seek performance first, do not seek to make exaggerated profits, only seek long-term and steady profits, grow in the market and achieve the compound interest effect accumulated by wealth.

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