Class A shares rose sharply and the neutral strategy quickly retreated. The head quantifier said that "margin management has been done well"

On October 8th, the class A share market ushered in a sharp rise, and the three major indices opened sharply higher. However, market-neutral strategy products are facing the dilemma of retracement, and the net value of many public and Private Offering Funds has declined. The main reason is that the basis of stock index futures has turned positive, resulting in the failure of hedging strategies. Quantitative private equity companies such as Shengquan Hengyuan have taken measures to manage margins and avoid strong-leveling risks. Market participants said that the loss caused by the basis is a temporary phenomenon, and the subsequent net value is expected to be repaired.