Fund Ranking Release Event was grandly held at the International Institute of Finance. The event was jointly organized by the International Institute of Finance, the School of Management, and the School of Technology and Business, with support from Guotai Haitong Securities and the Shanghai Pudong Mathematical Finance Society. Focusing on the forefront of the private fund industry, the event gathered domestic financial experts, scholars, and industry elites to jointly explore technology-driven pathways for the high-quality development of China’s private securities funds.
In his speech, Ye Qiang, Executive Dean of the School of Management, Executive Dean of the School of Technology and Business, and Dean of the International Institute of Finance, stated that Chinese private securities fund companies, represented by Fantasy Quant, have continuously increased their R&D investments in artificial intelligence technologies. Their technology spillover has incubated DeepSeek, which is empowering various industries through technological innovation. On the occasion of this industry gathering, he expressed his hope that leading quantitative institutions participating in the event would use technology as wings to actively expand the boundaries of social value while deepening their expertise in specialized fields, collectively writing a new chapter of technology-enabled development.
Wu Di stated that the Society has always adhered to the vision of “building an international brand for Chinese quantitative finance” and has deepened the path of “technology + finance” symbiosis. The Society remains committed to leveraging technological empowerment as an engine to drive integrated innovation between quantitative finance and cutting-edge technologies, while upholding the industry’s bottom line of “acting with integrity” to guide the sector in exploring value growth within a compliant framework.
In his speech, Professor Zhang Xiaoquan from The Chinese University of Hong Kong and founder of Super Quantum Fund mentioned that the International Institute of Finance · Private Securities Fund Ranking Release Series not only enhances information transparency in the private fund industry but also provides objective references for academic research and government decision-making. Citing his paper “Mispricing and Algorithmic Trading” published in a top international academic journal, he shared conclusions from the mathematical models in the paper, explaining the profit mechanisms of quantitative strategies during market mispricing and their role in improving market efficiency.
Authoritative Release: Scientific Evaluation System Establishes New Industry Benchmark
At the event, Professor Wang Xiao, Assistant President of the International Institute of Finance, officially released the Private Securities Fund Research Report. The report constructs a multi-dimensional quantitative model to systematically analyze key factors such as fund strategies, management scale, and evaluation cycles. It employs dual indicators of return and risk for comprehensive assessment and cross-validates findings with authoritative industry data platforms to ensure rigorous and reliable conclusions. Based on professional evaluations, the report identifies core rankings including “Most Valuable Companies”, “Outstanding Growth Companies”, and “Rising Star Companies”. With its scientific algorithm design, transparent evaluation process, and impartial results, the report provides the market with an authoritative and credible investment reference guide, helping industry participants accurately grasp market trends.
Intellectual Feast: Cutting-Edge Topics Spark Tech-Finance Synergies
Professor Tang Yongjun from the HKU Business School, addressing the theme “Global Trends and Chinese Practices in Green Finance”, called on the financial industry to deeply integrate sustainability concepts into asset allocation to drive green transformation. Guo Guoping, Director of the Quantum Computing Engineering Center, explored “Quantum Computing and Financial Applications”, envisioning disruptive potential in risk management and algorithmic optimization, thereby opening new avenues for industry development. Zheng Shuxin, Deputy Director of the Zhongguancun AI Research Institute, analyzed “Paradigm Shifts in Investment Research in the Era of Large Models”, delving into AI trends and their reshaping of financial research models. Zhang Qian, General Manager of Asset Allocation at Guotai Haitong Securities, highlighted the need to leverage technological empowerment to democratize professional services and achieve scale, thereby creating lasting value for clients and enhancing financial service quality.
Industry Dialogue: Roundtable Forums Chart New Development Visions
The event featured two in-depth roundtable forums gathering industry leaders to discuss frontier topics. The first forum, “Investment Opportunities Under New form of productive forces”, was moderated by Chang Jie, General Manager of Guotai Haitong Securities Hefei Changjiang West Road Branch, with participants including Lu Anping, General Manager of Rongguang Investment, and Chen Haoyang, Chairman of Shanghai Litian Investment. Discussions centered on technology commercialization, hard-tech sector investments, and digital upgrades for traditional industries, emphasizing the critical importance of “deep industry research + long-term value investing” in capturing market opportunities. The second forum, “Frontiers of AI and Quantitative Finance”, was moderated by Li Xiang, Founder of Shanghai Mengxi Investment, with industry experts such as Zhang Zhuo, Founder of Beijing Zhuoshi Private Fund, and Wu Xingwei, General Manager of Shanghai Xuanxin Asset. Participants addressed challenges including algorithmic homogenization, computing power integration, and compliance-tech hurdles, proposing solutions centered on “industry-academia collaborative innovation” to build a new ecosystem balancing technological innovation with compliant growth, charting a sustainable path for quantitative finance.
Platform Value: Empowering Regional Economy and Industrial Upgrading
The event attracted nearly 100 private fund institutions and over 400 attendees. As a flagship event hosted by the International Institute of Finance for three consecutive years, it not only provides academia with practical case studies for quantitative finance research but also further elevates the Institute’s influence in the tech-finance sector. Moving forward, the International Institute of Finance will continue leveraging its deep research capabilities to refine private fund evaluation systems, build globally influential industry exchange platforms, support the steady growth of China’s private fund industry, and contribute more wisdom and strength to the high-quality development of capital markets.