Quantitative investment research process
Use the combination of mathematics, stylization and finance Change the investment model of subjective judgment Take rational and efficient investment decisions
Securities quantitative trading business framework
Use the combination of mathematics, programming and finance to change the investment model of subjective judgment

Basic theoretical research

Build a digital model historical data

Build a portfolio and assets Portfolio

Rebalancing mechanism Performance evaluation


One Heritage Trust

One Heritage Multi-Strategy SPC-Global Quantum Alpha Fund

Bank of Trustees DBS Bank

Invest in global asset portfolios through quantitative trading strategies (including programmatic trading)

Investment consultant-One Heritage Capital Management

Legal counsel collas Crill Legal Resources(Cayman)Limited

Administrative management Baishun Fund Services Co., Ltd.

Auditor KPMG

Deposit funds

Income Distribution

Fund custody

Investment targets

Advantages of Securities Quantitative Trading
Accurately sort out financial operations
The quantitative team is composed of top mathematicians,which has the professional advantage of financial mathematics. The team sorts out and analyzes massive amounts of historical data, quickly captures the price difference between different investment products, finds the most suitable buying and selling points and optimizing the best investment strategy.
24-hour non-stop trading
24-hour continuous monitoring of changes in the global securities market, which can seize investment opportunities in time.
Profitable regardless of the rise or fall
Search for securities targets in the global securities market, and guide trading strategies through the arbitrage model of the quantitative trading program. Regardless of whether the price of securities rises or falls, you can master the trading nodes and obtain profits.
Continuous optimization of quantitative models
The quantitative trading system realizes continuous optimization and upgrading of trading strategies through long-term data collection, analysis, and continuous optimization of mathematical models.
Outstanding advantages of quantitative securities trading
One Heritage Securities Quantitative Trading Overall Strategy
The investment portfolio of One Heritage Securities Quantitative Trading Trust includes different markets, multiple varieties, and adopts diversified investment strategies. Because there are different correlations between different markets, one can avoid single-point risks and reduce portfolio volatility by controlling the proportions of different markets, varieties, and strategies in the portfolio, so as to diversify investment risks to the greatest extent and make the strategy The profit and loss distribution is inconsistent, achieving the effect of smoother equity curve and more stable return on investment
The Subject
(Asset type)
Stock Option Stock Index Futures Futures ETFs and other financial Instruments
Six strategies
Commodity Trading Advisor (CTA) Strategy (Asia CTA + US CTA)
Adopt commodity trading advisory strategies such as trend tracking and mean reversion (mainly based on the Hong Kong Hang Seng Index and the US S&P 500 Index). Trend-following strategy, the average holding period is 6-8 trading days, maximizing profit when following the trend, holding positions for a long time; when contrarian, adjust the strategy in time to shorten the position. The mean reversion strategy uses the tendency of asset prices to revert to the mean with a high probability to profit for customers.
Relative Value Stock Picking Strategy (US Stock + Asia Stock)
Use more than 50 investment indicators (including individual stock fundamentals, valuations, technical indicators and market sentiment signals, etc.) to rank and screen individual stocks around the world (covering the United States, Asia and other regions). Then buy a basket of stocks and sell another basket of stocks at the same time. If the basket of stocks bought outperforms the basket of stocks sold short, you can use their performance gap to make customers profit.
Short-Term Trading Strategy (Short-Term Trading)
Focus on analyzing short-term futures data, using trend trading and mean reversion strategies to capture short-term or intraday investor inertia and trading behavior. The position is usually closed within a day, which can take into account the profitability, safety and liquidity of funds. Trend-following strategy maximizes profit while following the trend, and sets stop-loss points to reduce the risk of large losses. Mean reversion strategy, auxiliary trend strategy, can be profitable even when the market is not trending.
(Four major investment markets)
Major securities markets such as: Japan, Hong Kong, United States, and Germany.
Priority and inferior mechanism to protect the rights and interests of priority investors

Priority Investment (Investor)

Inferior investment (One Heritage Trust)

One Heritage Trust (trustee)

One Heritage Multi-Strategy SPC-Global Quantum Alpha Fund

Funds generate profits (distributions)

Loss in the fund (repayment after bad)

When the fund generates profit
Priority to pay dividends to priority investors
Distribute dividends to inferior investors after the principal and interests of priority investors are fully met.
Inferior funds to make up for the difference
When the fund loses money
All losses will be paid by inferior funds
Fund closing line is 85% of investment amount
Inferior funds to make up for the difference
The underlying fund's past performance has been stable and profitable, and the post-inferior compensation mechanism has never been triggered, and it has continued to maintain safety and stability.
Quantitative trading team's past 30 years of track record data
Data TypeComprehensive Data of All TransactionsLong TradeShort Trade
Chance of Winning49.64%52.31%46.97%
Profit to Loss Ratio2.742.712.77
Annual Sharpe Ratio1.83
Historical Max. Drawdown %-7.46%-7.28%-17.86%
Holding Period Ratio %99.94% (long-term holding)
Average Trading Holding Time5.86.105.40
Average Profit Holding Time8.508.908.10
Average Loss Holding Time3.103.103.10
After the 2008 financial crisis and the 2015 stock market crash, we can still maintain stable performance returns, fully embodying the advantage that quantitative trading can be profitable regardless of market ups and downs
The team's 30-year average annualized income is 31.6%.