Quant fund approaches need refining in China market

Rich pickings are available but market fundamentals differ from Europe and the US

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Quantitative funds are growing fast in China but require different strategies for success than in advanced markets due to the relatively short history of onshore cash equity trading and local market structure idiosyncrasies, says a Shanghai-based fund manager at Huatai-PineBridge Investments.

The first quant fund, E Fund SSE50 Index Fund, was launched in China in 2004 but the sector did not achieve meaningful size until 2009 when a large number of US-based Chinese quants returned home following

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