Quant Macro Investing

Risk Taking Disciplined


Today HKEJ (p.11)

I wonder what info we can get on QDII investment (their top stock holdings?).  How frequent would the info be available (monthly?).




November 10, 2009 - Posted by | Indicator setup


  1. http://www.stockstar.com/

    I don’t know how accurate this is, but it gives us some hints on what Chinese funds are investing in.

    Comment by Andy | November 11, 2009 | Reply

  2. I think these survey can provide certain hints on which sector / investment ideas are popular. If you are a “Follow the smart money” player, it is a good source of information.

    Also, as you may know which secotrs have attracted capital inflow, it also tells you that it is not a good idea to short these sectors– high risks of being squeezed when the QDII invest their funds into these sectors further.

    I agree Victorquant’s view point these info maynot be totally accurate and probably lagging behind, but still provide valuable information to investors.

    Comment by Angelo | November 11, 2009 | Reply

Leave a Reply

Please log in using one of these methods to post your comment:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: