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Company Profile Qianwan Private Equity Core Investment & Research Team The core investment and research team of Qianwan Private Equity originates from the asset management divisions of Haitong Securities and CITIC Securities, with solid experience in quantitative strategy development and a proven track record in managing large-scale quantitative products under leading domestic broker-affiliated asset managers. With over a decade of hands-on experience in managed futures (quantitative CTA) trading and continuous strategy R&D, the team possesses a strong competitive edge in risk control and drawdown management, while consistently ranking among the top performers in terms of returns. The team particularly excels in specialized strategies such as stock index futures and strives to maintain an upper-quartile ranking within its peer strategy group annually. Initially focused on quantitative CTA strategies, the team was founded by Mr. Tang Chi, who previously served as the CTA Head at Haitong Futures and Investment Director of CTA strategies at CITIC Winshi Asset Management. Another core member, Mr. Xian Haoran, holds a mathematics degree from Imperial College London and has served as a CTA portfolio manager at both Haitong Futures and CITIC Futures. During the 2015 A-share market crash, the team achieved an impressive annualized return of 147.2%, defying the market downturn. Additionally, they launched the first-ever "Fixed Income + CTA" CPPI-structured asset management product in the futures industry under Haitong Futures Asset Management. In 2017, the team joined CITIC Winshi Asset Management, a subsidiary of CITIC Securities, with Mr. Tang Chi assuming the role of Investment Director. The team expanded to 18 members, with AUM peaking at RMB 24.5 billion. Building on years of accumulated expertise in quantitative CTA strategies, the team has further enhanced the diversity of strategy factors and sources, providing a broader selection of strategies to adapt to various market conditions. |
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Investment Philosophy In the complex and ever-changing financial markets, we adhere to a quantitative CTA (Commodity Trading Advisor)-driven investment approach, committed to delivering consistent and stable value returns for our investors. We firmly believe that market trends are the key driver of investment profitability. By conducting in-depth analysis of vast historical datasets and real-time market information, and leveraging advanced quantitative models and algorithms, we are able to:
This disciplined, data-driven trend-following methodology allows us to navigate volatile markets while maintaining rigorous risk controls. |
We have established a quantitative analytical framework for domestic futures products, with quantitative trend-following strategies at its core. These strategies are categorized into three types: breakout, momentum, and long-short threshold indicators. By timeframe, they are further classified into intraday, swing, and trend tiers, forming a base library of over 1,000 underlying strategies. Supplemented by arbitrage strategies and algorithmic execution techniques, we construct a multi-product, multi-strategy, multi-dimensional futures portfolio characterized by stable returns, high capacity, and controlled risk.
CTA strategies exhibit low correlation with equity markets and are defined by moderate risk, high returns, and scalability, delivering 15%-30% annualized returns with max drawdowns below 10%.
Equity Index Futures Strategy
Our quantitative equity index futures strategy targets China’s three major index futures, capturing trends and arbitrage opportunities through real-time data analysis. It rapidly positions during market volatility to secure short-, medium-, and long-term opportunities.
Comprising hundreds of sub-strategies, it prioritizes quantitative trend trading while incorporating statistical arbitrage, covering all investment horizons. Through diversified sub-strategy optimization, it balances returns and drawdowns, achieving an exceptional risk-reward profile.
Operational since 2010 (post-index futures launch), it has consistently generated outperformance across bull and bear markets.
U.S. Equity Long-Short Strategy
This strategy benchmarks against equity indices, employing a multi-factor quantitative stock selection model that evaluates:
It constructs alpha-enhancing portfolios while dynamically adjusting exposures via quantitative timing models to capture excess returns.
- Long-short trading strategyCTA strategies are capable of generating substantial returns in both bull and bear markets.
- Moderate-to-low riskWith diversified strategy types and comprehensive portfolio coverage, the approach effectively hedges risks and reduces overall portfolio volatility.
- Institutional-scale portfolio managementA multi-product, multi-strategy, and multi-dimensional futures portfolio designed to comprehensively capitalize on market opportunities.
- Returns demonstrate/display low correlation with equity marketsLow-correlation assets - the perfect diversifier for your portfolio
- Vincent Tang
- Haoran Xian
Vincent Tang Managing Director With over 15 years of experience in domestic and international financial markets, including 10+ years in senior executive roles: Former China Research Director and Greater China CEO at an overseas hedge fund Served as Investment Director and Head of Quantitative Investments at Haitong Futures Co., Ltd. Former Investment Director at CITIC Winshi Asset Management Career AUM exceeding several billion USD
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Haoran Xian Vice Managing Director
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