Futures private transactions in January light average loss of 1.85%-brock lesnar

Futures private equity transactions in January light average loss of 1.85%, Securities Times reporter Chen Dongsheng affected by the Spring Festival holiday, spot and futures trading light, market participation decline. According to the latest statistics of China Futures Industry Association, the scale of the futures market in China declined in January 2016 compared with last month. Unilateral calculation, the National Futures market turnover for 297 million hands, turnover of 13 trillion and 199 billion yuan, the chain were down by 11.79% and 12.62%, respectively, an increase of 13.16% and 70.52% decline. As of January 29th, the capital pipe network data center has collected 898 commodity transaction Consultant (CTA) strategy single accounts. Among them, the number of private equity accounts with sustained performance records is 372 (accounting for 142 in the weight group of 1 million and more than 1 million, and 1 million in the light group with a scale of less than 230). In January, there were 158 positive accounts, accounting for 42.47%. The overall average yield was -1.85%. In the 372 single account of the managed futures strategy, 147 accounts based on the quantitative trading strategy, accounting for 39.52%, the average yield of the month is -2.56%; the subjective strategy of 225 products, accounting for 60.48%, the average yield of the month is -1.39%. Reviewing the data of all single account products in January, the positions and volume of commodity futures were significantly reduced. In January the number of steel, sugar, palm oil, rubber, PTA, copper trading up; active species, sugar, palm oil profits higher proportion of steel, the loss of a higher proportion of natural rubber. Wei Hang investment accurate grasp of the recent chemical products market. Hang Wei day band two, Wei sailing day one band respectively with 130.66% and 58.50% yield ranked first in January ranked first and third. Enter Sina Financial shares] discussion

期货私募1月份成交清淡 平均亏损1.85%   证券时报记者 陈冬生   受春节假期影响,现货和期货成交清淡,市场参与度下滑。   据中国期货业协会最新统计数据,2016年1月全国期货市场交易规模较上月有所下降。以单边计算,当月全国期货市场成交量为2.97亿手,成交额13.199万亿元,环比分别下降11.79%和12.62%,同比分别增长13.16%和下降70.52%。   截至1月29日,资管网数据中心共收录了898只商品交易顾问(CTA)策略单账户。其中,有持续业绩记录的期货私募单账户数量372只(规模在100万及100万以上的重量组账户142只,规模在100万以下的轻量组账户230只)。1月份实现正收益的账户有158只,占42.47%。整体平均收益率为-1.85%。   在372只可跟踪的管理期货策略单账户中,以量化交易策略为主的账户147只,占比39.52%,当月平均收益率为-2.56%;以主观策略为主的产品225只,占比60.48%,当月平均收益率为-1.39%。   回顾1月份所有单账户产品的交易数据,商品期货的持仓量和成交量均明显减少。1月份参与螺纹钢、白糖、天胶、棕榈油、PTA、铜等交易的人数最多;活跃品种中,白糖、棕榈油的获利比例较高,螺纹钢、天胶的亏损比例较高。   韦航投资对近期化工产品行情把握精准。韦航日内波段二号、韦航日内波段一号分别以130.66%和58.50%的收益率位列1月综合排行第一和第三。 进入【新浪财经股吧】讨论相关的主题文章: