Liquidity trades

In China, the most liquid equities are punishing investors, with a long-short strategy favoring the CSI 300 Index’s most liquid shares losing traders over 11% in April. Quantitative investors are well-known for their high-frequency trading techniques, which are ideal for high-turnover markets like as China. International investors can utilize the Hong Kong stock connection, although short selling earned a negative reputation in 2015. The best quant approach in China is to purchase value, betting on the cheapest CSI 300 stocks while shorting the most expensive.

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