By forecasting the future excess returns of individual stocks, we select a diversified basket of high-quality stocks across various time horizons to construct portfolios, that aim for long-term absolute returns while mitigating risk through diversification. This strategy seeks to maximize excess returns without being constrained by any specific benchmark, allowing flexible stock selection across the entire market to capture opportunities.

Product Style: High Return, High Risk

Maintaining a long-term bullish view on the equity market, the portfolio remains fully invested in stocks, focusing on high-quality individual selections to generate excess returns. Compared to market-neutral strategies, it captures  market rallies without missing oppotunities. Relative to index funds, the accumulation of excess returns allows for  higher upside participation while mitigating drawdowns.

Product Style: Aggressive, Long-Term High Return

While maintaining a long stock portfolio, the strategy hedges partial market risks using tools such as stock index futures, securities lending, swaps, or options. Compared with market-neutral strategies, it does not forgo gains during market upturns. Relative to pure long-only strategies, it carries lower market risk.

Product Style: Stable, Balanced Offense and Defense

This strategy involves purchasing stocks while employing hedging tools such as futures to neutralize most market risks, maintaining minimal market exposure. Compared with long-only or long-short equity strategies, it has significantly lower exposure to market risk. Relative to cash management tools like money market funds, it offers higher expected returns.

Product Style: Conservative, Resistant to Broad Market Risks

By analyzing price data of major commodities in the domestic futures market and their correlations with macroeconomic indicators, this strategy identifies patterns with statistical edges. It seeks to capture profit opportunities from trending market movements or arbitrage between different commodities.

Product Style: Higher Return, Higher Market Volatility

This strategy exploits pricing discrepancies created by the "dual trading mechanism" of ETFs to execute risk-free or low-risk arbitrage. Opportunities arise when an ETF’s market price deviates significantly its net asset value(NAV). The ETF Arbitrage Strategy aims to deliver absolute returns regardless of bull or bear markets, effectively controlling drawdowns for a superior investment experience.

Product Style: Low Drawdown, Controllable risks, Absolute Return-Oriented