Strategy Introduction Risk management

CIO story

WANGXIAO is the founding partner and oversees all investing activities at GokuTech. In this role, he builds the firm ’ s teams, culture, and investment processes. As the Chair of the Investment Committee, he has shaped all aspects of the investment process, including research workflow, portfolio construction, trade infrastructure and risk management.

research framework

We have the ability to produce thousands of data factors in a very short time based on huge amount of IT engineering work, including various factor types and time periods.

Feature
Engineering

Combine sub-models into one final model which will go through an optimization process which balances predicted returns, risk, and trading costs.

Combination & Optimization

The data processing stage lays the cornerstone for the subsequent research framework.

Data processing

Engineers build AI Models, use massive amounts of data to train and ultimately obtain predicted value.

Model Fitting

Unique way to split historical data, to prevent over-fitting.

Backtesting

Market Neutral

We build long positions by selecting stocks through GokuTech research models and hedge with diversified instruments. Our market-neutral portfolio seeks to generate risk-adjusted Alpha regardless of prevailing market conditions.

Index Enhanced

We build the portfolio by leveraging the quantitative models from GokuTech research platform under the control of multiple risk parameters to generate consistent alpha over an specific benchmark.

CTA

We build portfolios in futures, such as commodities, indexed and fixed income instrument, while diversifying and balancing positions in pursuit of an optimal return-to-risk ratio.


Multi strategy

We seeks to take advantage of GokuTech reseach model and grab opportunity in multi traditional and alternative asset classes.


Investment strategies

Research & Development

stage 3

Global Equity

Global equity markets.

Global Equity

Global equity markets.

stage 3
stage 1

China A share Equity

China A-share market neutral is initial market.

China A share Equity

China A-share market neutral is initial market.

stage 1
stage 2

Global CTA

Global futures on commodities, equities, and fixed income.

Global CTA

Global futures on commodities, equities, and fixed income.

stage 2
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