中欧基金

中欧基金

Hosted by 偌馨 and 杨广钊 · 中欧基金

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65
Episodes
24
Transcribed
Bi-weekly
Cadence
2024
First episode

About 中欧基金

这里是《中欧基金》播客，一档聚焦长期投资的深度对话栏目。在这里，你关心的投资理财问题，就是我们想认真聊一聊的话题。愿投资路上，我们陪伴常在。 如果你对节目有任何建议，欢迎在微信公众号《中欧基金》给我们留言。

Publisher
中欧基金
Category
business
Language
zh
Explicit
No
First episode
24 Jun 2024
Latest episode
24 Oct 2026
Apple PodcastsWebsiteRSS feed

Latest episodes

24 of 65 episodes have a transcript.

  1. 24 Oct 2026TRANSCRIPT

    64.当人人都在用AI挖因子，量化投资如何「不烧心」？

  2. 29 Sept 2026TRANSCRIPT

    63.中美会谈重点提及！ 930之后光模块产业链的新瓶颈是什么？

  3. 19 Sept 2026TRANSCRIPT

    62.时隔三年美联储再加息：从「错位」到「抢钱」，全球资产逻辑生变

Inside a recent episode

64.当人人都在用AI挖因子，量化投资如何「不烧心」？

Published 24 Oct 2026 · Transcript excerpt

[…] 当时我觉得中国最早买方的金融工程的一批同志,其实当年都是在做全证的定价。对。那个时候也是做衍生品这块吗? 那个时候也是做股票,这样我们有股指期货做对冲了,我就可以变相地实践股票的多空,市场中心的策略,那个时候当然市场也很好,就是整体来讲股指期货在前面的五年基本都是生水的状态, 年化生水如果套利的话差不多也有四到六之间吧年化那么你再加上你的alpha整体来讲你的绝对回报就比较舒适所以我看第一批我们海归的朋友们回来开私募差不多也是在那个时间历史的进程我觉得对量化行业真的是影响 非常大就现在有个词叫吃贴水就很多人大家已经公认就默认了就是说我们的期货的价格期指的价格是比鲜货低有一个持有的超额但其实在您再回来那段时间其实是有一个正的深水的一个状况这意味着其实就是做空期指对冲的话其实是有额外的超额收益在里面 是的 那个时候就是相当于是对冲套利嘛大家就是套的这个生水的利我其实仔细想过股指西货为什么会生水和贴水我觉得它不是天然一定是生水或者贴水的在15年之前历史上股指西货最重要的原因它的生水是我们给享用杠杆博弈的投资人提供了流动性所以它为了能有上12%的保证金能上将近10倍的杠杆它愿意赴年化4到6个点 to buy this杠杆. […]

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Who has been a guest on 中欧基金

Names identified in recent episode analyses. Showing up to five guests.

  • 曲径
  • 宋巍巍
  • 付倍佳
  • 张峻栋
  • 张学明

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Questions about 中欧基金

Who hosts 中欧基金?

偌馨 and 杨广钊 host the show. Published by 中欧基金.

How often do new episodes come out?

The show publishes bi-weekly, based on its RSS feed.

Does 中欧基金 take guests?

The show does not typically feature guests, based on episode analyses.

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