Credit Suisse and Rayliant team up for China quant launch

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Credit Suisse and Rayliant team up for China quant launch

Risk.net

April 24, 2019

By Narayanan Somasundaram and Kate Lin

Excerpt:

Firms want to tap investors’ zeal for systematic strategies in A shares

Credit Suisse and quant advisory firm Rayliant have launched a new index to tap growing offshore demand for quant strategies in China’s home equity market.

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Quant managers account for only 4% of investment in China A-shares equity strategies today.

The Credit Suisse Rayliant China Multi-factor Index will follow a similar strategy to the Rayliant onshore index offered to wealthy Chinese investors through fund manager Noah Gopher.

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“Most will say without high-quality accounting data, one can’t build a good quant model,” says Hsu. “Our approach is the opposite. Because we can spot the most aggressive violators of accounting principles, we have an enormous edge over those who don’t know how to process the data.”

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