China quants making big cap bets weather turmoil


Rules-based funds investing in stocks like Agricultural Bank of China Ltd have weathered the equity storm as blue-chip companies outperformed on haven demand and buying by state funds. — Bloomberg

A group of systematic investors betting on large Chinese companies has emerged largely unscathed from this year’s “quant quake” that’s sparked turmoil in the stock market and a crackdown by regulators.

Rules-based funds investing in stocks like Agricultural Bank of China Ltd have weathered the equity storm as blue-chip companies outperformed on haven demand and buying by state funds.

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