A-share rapid rise neutral strategy quickly retreats, top quantitative professionals say "Margin management is ready"

Jinshi data news on October 8th, the A-share market ushered in a significant pump, and the three major indexes all opened significantly higher. However, market-neutral strategy products are facing withdrawal difficulties, and the net value of many public sale and private sale funds has declined. The main reason is that the stock index futures basis has turned positive, leading to the failure of hedging strategies. Quantitative private sale companies such as Shengquan Hengyuan have taken measures to manage Margin to avoid Liquidation risks. Market participants believe that the losses caused by the basis are temporary, and the subsequent net value is expected to recover.

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