5 thoughts on “What are the US funds that can be bought?”
Harold
At present, there are three types of QDII (qualified domestic institutional investors) funds investing in the US market: 1, one is QDII investing in the US real estate trust voucher (REITS) and real estate listed companies. For example, Penghua US real estate, Guangfa American real estate, Nuo safe ball income real estate, and Castrol Global Real Estate. 2, the second is an indexed product, such as the Dacheng S
You can directly download the Futu Niu Niu APP, register an account, and open a securities account. Then click the market-market-US stock-ETF to find any overseas fund you want to invest, including the US, China, Europe, Japan, India, and Russia. Essence There are also funds that invest in stocks in different industries, funds investing bonds, funds investing in gold, crude oil, natural gas, etc. Not only can you buy it, you can also be short, you can also buy a leverage fund.
It is relatively strict in foreign exchange supervision. It is very difficult to pay the US dollar through legal channels, but some US dollar funds can be subscribed through RMB, but these US dollar funds are also very scarce. Because the state has a limit on QDII, the southern talent quota we have done before is full, and it cannot be cast again. It is necessary After investing, he changed the US dollar to manage
The fundamentals of the fund 1. The product has no closed period. It is open every month. You can buy and sell American funds to see several US stocks and US stocks and the United States. The redemption fee varies depending on the length of holding. 2, the RMB subscribed and invested in overseas markets. 3, the final investment fund [Mingzheng Overseas Hedie No. 1], established in December 2013, operated for two years and three months, historical revenue of 45.4%, an average annualized income of 22%, and the retracement was very small. The best monthly income is 5.86%. The net value is steadily growing, and low -to -middle risk preferences. The historical performance Thisy the ultimate investment fund [Mingzheng Overseas Hedge No. 1], established in December 2013, operated for two years and 3 months, historical revenue of 45.4%, an average annualized income of 22%. The retreat is very small, the best monthly income is 5.86% The company Introduction Shang Shanghai Mingyi Investment Management Co., Ltd. was established on April 17, 2014. It has long -term practical experience and excellent investment performance from Wall Street Hedie Fund Founded by Dr. Qiu Huiming, the Mingyu team graduated from first -class institutions at home and abroad, Peking University, Columbia University, University of Science and Technology of China, with an average of more than 5 years. The company is one of the quantitative hedging investment management institutions supported by Shanghai, and has obtained a certificate of qualifications for the private equity fund manager issued by the China Securities Regulatory Commission. In Mingzhang Investment is quantitatively dominated, combined with macro research and event -driven research, to create continuous creation of excess returns for customers. The main members of the team have very strong overseas backgrounds, statistical arbitrage, macro hedging, event driving strategies and other strategies have been recorded for many years, and they have achieved excellent performance overseas. From 2002 to 2014, the strategy is positive every year, and the annualized income of high-frequency strategies in 2002-2005 is more than 200%. The annualized income after the multi-strategy portfolio fee of multi-strategy from 2006-2014 is 28%. The company currently has a total of 25 employees, including 81.8%of the total number of financial practitioners with more than 5 years of financial practitioners, 68.1%of the total number of academic qualifications or above, and 100%of the total number of academic qualifications for undergraduate and above. Essence The team members have graduated from first -class universities at home and abroad, including Peking University, the University of Science and Technology of China, Cambridge University, Columbia University, etc. Fund manager introduction Qiu Huiming 2001.06-2002.02 ubs bank senior researcher 2002.03-2007.08 credit suisse bank investment manager 2007. 09-2007.12 PARTNERS Investment Manager 2008.01-2008.12 Deutsche Bank Advanced Investment Manager 2009.09-2012.12 HAP CAPITAL Investment Manager 2014 The company has more than 13 years of investment experience. In the United States, the investment strategy of quantitative investment strategies, incident drivers and macro arbitrage has been served in the United States. It has been served in the world's top investment institutions and has maintained excellent investment historical results for more than 10 years. He has served as a high -level investment manager of HAP Capital, a top hedge fund abroad, and the PARTNERS investment manager (the size of more than $ 1.1 billion in management accounts). He also worked as an investment manager of the self -operated quantitative trading department of the world's top investment banks German Bank and Credit Suisse Investment Bank. From 2006 to the present, the statistical arbitrage strategy accounts managed by it have obtained a two -digit return rate every year, and there is no negative income for a year. Dr. Qiu has a Ph.D. in Physics at the University of Pennsylvania (Buffett alumni), a master's degree in physics, a bachelor's degree in physics. Investment strategies The fundamental risk level is low risk and stable type, mainly based on quantitative Alpha strategy, and expected annualized income 15%-20%. Fund managers have more than 10 years of experience in quantitative investment managers. Since 2006, the average annual income of statistics arbitrage has exceeded 20%, and the average annual income of high -frequency transactions exceeds 30%. The quantitative ALPHA strategy is a fund that uses automated high -frequency and statistical arbitrage strategies as a quantitative mathematical model algorithm. According to market optimization of high -frequency strategies and statistical arbitrage strategies, when the market is dull, the proportion of statistical arbitrage will increase the proportion of arbitrage will increase Because high -frequency trading opportunities are rare, statistical arbitrage can generate a stable return; when the market is turbulent, the high -frequency ratio will increase, so that in various market conditions, it can obtain a better income risk ratio. Existing strategy: 1. American statistics arbitrage: Three sub -strategies, positions from two or three days to twenty days, etc., of which two of them started in January 2014 2. European statistics arbitrage: The current strategy holds 15-20 days 3. Australian statistical arbitrage: It started operation in April 2015 4. Hong Kong statistics arbitrage: In January 2015 Methods of highly quantitatively used mathematical models and computer programs to invest in stock investment. Frequent mathematical methods include data mining, various linear and non -linear statistics methods, artificial intelligence, and so on. If statistical arbitrage is a way of investment in the market neutral. • The main methods are short -term reversal return, short -term trends, event drive, pairing transactions, etc. • Quantitative transactions have become the main strategy for self -operated transactions • In the past 30 years, the international international, international The best hedge funds on the top are quantitative strategies
At present, there are three types of QDII (qualified domestic institutional investors) funds investing in the US market:
1, one is QDII investing in the US real estate trust voucher (REITS) and real estate listed companies. For example, Penghua US real estate, Guangfa American real estate, Nuo safe ball income real estate, and Castrol Global Real Estate.
2, the second is an indexed product, such as the Dacheng S
You can directly download the Futu Niu Niu APP, register an account, and open a securities account. Then click the market-market-US stock-ETF to find any overseas fund you want to invest, including the US, China, Europe, Japan, India, and Russia. Essence There are also funds that invest in stocks in different industries, funds investing bonds, funds investing in gold, crude oil, natural gas, etc. Not only can you buy it, you can also be short, you can also buy a leverage fund.
This domestic distribution can be purchased.
Funds that can invest in US stocks are:
1, Dacheng S
It is relatively strict in foreign exchange supervision. It is very difficult to pay the US dollar through legal channels, but some US dollar funds can be subscribed through RMB, but these US dollar funds are also very scarce. Because the state has a limit on QDII, the southern talent quota we have done before is full, and it cannot be cast again. It is necessary After investing, he changed the US dollar to manage
The fundamentals of the fund
1. The product has no closed period. It is open every month. You can buy and sell American funds to see several US stocks and US stocks and the United States. The redemption fee varies depending on the length of holding.
2, the RMB subscribed and invested in overseas markets.
3, the final investment fund [Mingzheng Overseas Hedie No. 1], established in December 2013, operated for two years and three months, historical revenue of 45.4%, an average annualized income of 22%, and the retracement was very small. The best monthly income is 5.86%. The net value is steadily growing, and low -to -middle risk preferences.
The historical performance
Thisy the ultimate investment fund [Mingzheng Overseas Hedge No. 1], established in December 2013, operated for two years and 3 months, historical revenue of 45.4%, an average annualized income of 22%. The retreat is very small, the best monthly income is 5.86%
The company Introduction
Shang Shanghai Mingyi Investment Management Co., Ltd. was established on April 17, 2014. It has long -term practical experience and excellent investment performance from Wall Street Hedie Fund Founded by Dr. Qiu Huiming, the Mingyu team graduated from first -class institutions at home and abroad, Peking University, Columbia University, University of Science and Technology of China, with an average of more than 5 years. The company is one of the quantitative hedging investment management institutions supported by Shanghai, and has obtained a certificate of qualifications for the private equity fund manager issued by the China Securities Regulatory Commission.
In Mingzhang Investment is quantitatively dominated, combined with macro research and event -driven research, to create continuous creation of excess returns for customers. The main members of the team have very strong overseas backgrounds, statistical arbitrage, macro hedging, event driving strategies and other strategies have been recorded for many years, and they have achieved excellent performance overseas. From 2002 to 2014, the strategy is positive every year, and the annualized income of high-frequency strategies in 2002-2005 is more than 200%. The annualized income after the multi-strategy portfolio fee of multi-strategy from 2006-2014 is 28%.
The company currently has a total of 25 employees, including 81.8%of the total number of financial practitioners with more than 5 years of financial practitioners, 68.1%of the total number of academic qualifications or above, and 100%of the total number of academic qualifications for undergraduate and above. Essence The team members have graduated from first -class universities at home and abroad, including Peking University, the University of Science and Technology of China, Cambridge University, Columbia University, etc.
Fund manager introduction
Qiu Huiming
2001.06-2002.02 ubs
bank senior researcher
2002.03-2007.08
credit suisse bank investment manager
2007. 09-2007.12
PARTNERS Investment Manager
2008.01-2008.12 Deutsche Bank Advanced Investment Manager
2009.09-2012.12 HAP
CAPITAL Investment Manager
2014 The company
has more than 13 years of investment experience. In the United States, the investment strategy of quantitative investment strategies, incident drivers and macro arbitrage has been served in the United States. It has been served in the world's top investment institutions and has maintained excellent investment historical results for more than 10 years. He has served as a high -level investment manager of HAP Capital, a top hedge fund abroad, and the PARTNERS investment manager (the size of more than $ 1.1 billion in management accounts). He also worked as an investment manager of the self -operated quantitative trading department of the world's top investment banks German Bank and Credit Suisse Investment Bank. From 2006 to the present, the statistical arbitrage strategy accounts managed by it have obtained a two -digit return rate every year, and there is no negative income for a year. Dr. Qiu has a Ph.D. in Physics at the University of Pennsylvania (Buffett alumni), a master's degree in physics, a bachelor's degree in physics.
Investment strategies
The fundamental risk level is low risk and stable type, mainly based on quantitative Alpha strategy, and expected annualized income 15%-20%. Fund managers have more than 10 years of experience in quantitative investment managers. Since 2006, the average annual income of statistics arbitrage has exceeded 20%, and the average annual income of high -frequency transactions exceeds 30%.
The quantitative ALPHA strategy is a fund that uses automated high -frequency and statistical arbitrage strategies as a quantitative mathematical model algorithm. According to market optimization of high -frequency strategies and statistical arbitrage strategies, when the market is dull, the proportion of statistical arbitrage will increase the proportion of arbitrage will increase Because high -frequency trading opportunities are rare, statistical arbitrage can generate a stable return; when the market is turbulent, the high -frequency ratio will increase, so that in various market conditions, it can obtain a better income risk ratio.
Existing strategy:
1. American statistics arbitrage: Three sub -strategies, positions from two or three days to twenty days, etc.,
of which two of them started in January 2014
2. European statistics arbitrage: The current strategy holds 15-20 days
3. Australian statistical arbitrage: It started operation in April 2015
4. Hong Kong statistics arbitrage: In January 2015 Methods of highly quantitatively used mathematical models and computer programs to invest in stock investment. Frequent mathematical methods include data mining, various linear and non -linear statistics methods, artificial intelligence, and so on.
If statistical arbitrage is a way of investment in the market neutral.
• The main methods are short -term reversal return, short -term trends, event drive, pairing transactions, etc.
• Quantitative transactions have become the main strategy for self -operated transactions
• In the past 30 years, the international international, international The best hedge funds on the top are quantitative strategies