Recently, the Private Equity Investment Fund Professional Committee of the China Securities Investment Fund Industry Association stated, “After learning from leading brokerage firms and quantitative private equity institutions, on the trading day when the market fell sharply last week, not only did many quantitative institutions not have net sales or net purchases, but some institutions also had large net purchases, and there were no 'centralized markets'.” Judging from the operating models of mainstream products such as index enhancement, quantitative bulls, and quantitative neutrality, they are generally full or close to full positions, and trading transactions are adjusted between different stocks. In a short period of time, “centralized crashing” will not only not increase its profits, but will also lead to losses, so the quantitative agency itself has no intention of “concentrating on crashing the market.” According to the Private Equity Investment Fund Professional Committee of the China Securities Investment Fund Industry Association, the supervisory authorities are also closely monitoring some extreme situations. At present, the Shanghai and Shenzhen North Exchanges have targeted monitoring indicators for “large transactions in a short period of time”, making it clear that behavior such as large number of transactions in a short period of time causing large fluctuations in the index is an abnormal transaction. Once triggered, the exchange will promptly adopt self-regulatory measures to reduce the adverse effects of quantitative trading on the smooth operation of the market.

Recently, the Private Equity Investment Fund Professional Committee of the China Securities Investment Fund Industry Association stated, “After learning from leading brokerage firms and quantitative private equity institutions, on the trading day when the market fell sharply last week, not only did many quantitative institutions not have net sales or net purchases, but some institutions also had large net purchases, and there were no 'centralized markets'.” Judging from the operating models of mainstream products such as index enhancement, quantitative bulls, and quantitative neutrality, they are generally full or close to full positions, and trading transactions are adjusted between different stocks. In a short period of time, “centralized crashing” will not only not increase its profits, but will also lead to losses, so the quantitative agency itself has no intention of “concentrating on crashing the market.” According to the Private Equity Investment Fund Professional Committee of the China Securities Investment Fund Industry Association, the supervisory authorities are also closely monitoring some extreme situations. At present, the Shanghai and Shenzhen North Exchanges have targeted monitoring indicators for “large transactions in a short period of time”, making it clear that behavior such as large number of transactions in a short period of time causing large fluctuations in the index is an abnormal transaction. Once triggered, the exchange will promptly adopt self-regulatory measures to reduce the adverse effects of quantitative trading on the smooth operation of the market.