"On January 19, 2017, "Beijing Fund Town · Chinese Quantitative Fund Index" was formally issued simultaneously in 128 countries and regions through the Eikon, the financial analysis platform, the flagship product of Thomson Reuters, thus providing the reliable performance benchmark of Chinese quantitative investment industry for the global market. This measure is of important strategic meaning to the improvement and the standard development of the global influence in the domestic quantitative investment industry."

About "Beijing Fund Town · Chinese Quantitative Fund Index"

"Beijing Fund Town · Chinese Quantitative Fund Index" was formally issued in North Sea Service Center of Beijing Fund Town on November 19, 2016. (→click News Review | CCTV's report of News Conference of Chinese Quantitative Fund Index) This index is the first domestic standardized index formulated with the quantitative investment funds as the sample issued worldwide, which is jointly formulated by Beijing Fund Town and China-US Quantitative Investment Talents Union. The top universities in China and the US, including Tsinghua University, Peking University, MIT and Harvard University participated in the research and development, which reflected the overall performance of domestic quantitative investment funds, with the good market representativeness.

About Thomson Reuters

Thomson Reuters was established on April 17, 2008, actually formed by the merger of the Thomson Corporation in Canada and Reuters Group PLC in the UK as a provider with business and professional intelligence information, the headquarter of which is located in New York, USA, and it possesses offices in more than 100 countries all over the world.

Thomson Reuters Corp is the most authoritative provider of financial information worldwide, this can be verified by one example that the Eikon Platform is specially designed for financial professionals as a flagship terminal platform of information transaction. The platform is intended to provide investment and wealth management solutions covering the main financial markets; meanwhile other timely information such including pricing data, finance research, global news and comments, thus, it has gained a reputation of accuracy, quickness and comprehensiveness, and has become a top financial information platform in the industry.

Online content of China Quantitative Fund Index

Eikon Platform of Thomson Reuters will provide all yield rate and point location information of comprehensive index, strategy Index and regional index, as well as specific yield rate, fluctuation ratio, maximum drawdown, sharpe ratio and value at risk and other rapid analysis indicators. The users have direct access to the page of "China Quantitative Fund Index" through the special column of "China Market Data Analysis".

At present, Beijing Fund Town·China quantitative fund index" shall be updated every month, released synchronously on Eikon Platform of Thomson Reuters, official microblog of Beijing Fund Town and official website of China-US Quantitative Investment Talents Union.

Index characteristics

Extensive data sources: covering the products with 20,000 private-offering fund opened on the current market, covering nearly 10,000 organizations.

Scientific compilation method with a strong representativeness: screening the main products form 400 quantitative investment private-offering organizations above designated size and screening nearly 500 sample funds by means of "program + manual work".

Investable orientation: Simulate the actual investment process for calculation, adopt the dual adjustment method of monthly weight adjustment and seasonal a weight adjustment sample.

Detailed categorization: Categorize into comprehensive index, strategy index, regional index and ten subcategories in total, covering the main categories of the domestic quantitative fund investment.

Compatibility of technicality and practicability: The compilation and analysis of the index are closely related to the market environment. It combines with the main international academic research method for argumentation and is of strong investment reference basis.

Specific codes of the indexes in Thomson Reuters:

Composite index LHZSZHZS

Quantitative stock. LHZSLHGP

Constant return. LHZSGDSY

Plural policy. LHZSDCL

Macro hedging. LHZSHGDC

Market neutral. LHZSSCZX

Quantitative arbitrage. LHZSLHTL

Management futures. LHZSGLQH

Beijing index. LHZSBJ

Shanghai index. LHZSSH

Other regions. LHZSQTDQ

"Beijing Fund Town • Chinese Quantitative Fund Index" is issued globally on the Eikon platform of Thomson Reuters, marking Chinese quantitative investment industry led by quantity and science officially entering the standardized and index developmental stage. In the future, Beijing Fund Town will keep deepening and improving the Chinese quantitative fund index system and appraisal system based on the developmental change of Chinese quantitative increment industry to provide richer index products for the investors and support the healthy and sustainable development of Chinese quantitative investment industry.