Asset Management

We conduct asset management through a FOF fund model, not directly investing in underlying assets such as stocks and commodities. We focus on screening quality private equity funds in the market and building diversified strategy investment portfolios. Through diversified allocation across different strategy products such as A-share quantitative, CTA, bonds, hedge, and index enhancement, we weaken the volatility risk of single strategies. We continuously track manager performance, risk control, and investment research systems, dynamically adjust positions to optimize portfolios, and rely on the diversification effect of multi-assets and multi-strategies to smooth drawdowns and achieve long-term robust asset appreciation for clients.
Pure Fixed Income | Coupon Yield · Low Volatility
Strategy Logic Model
Focused on high-grade credit and rate bonds, pursuing absolute and stable returns.
Hybrid | Downside Protection · Upside Equity
Strategy Logic Model
Asymmetric return profile with bond floor protection and equity upside participation.
Market Neutral | Low Correlation · Spread Hedging
Strategy Logic Model
Capturing pricing discrepancies across markets and instruments through neutral spread trading.
Enhanced Returns | Stable Base · Enhanced Returns
Strategy Logic Model
Quality fixed income as the foundation, complemented by multi-strategy enhancement.
Multi-Asset | Multi-Asset Allocation · Cycle Hedging
Strategy Logic Model
Top-down allocation across global asset classes — equities, bonds, commodities and currencies — capturing secular trends and cyclical opportunities.
AI + Human | Beta Stripping · Pure Alpha
Strategy Logic Model
Long stock selection paired with short hedging to strip market beta and capture pure alpha.
AI Quant | Deep Learning · Full-Market Scan
Strategy Logic Model
Deep learning algorithms deployed for multi-dimensional alpha mining across the full market.
AI Quant | Index Tracking · Excess Return
Strategy Logic Model
High-frequency factors and machine learning to consistently outperform the base index.
AI Quant | Crisis Alpha · Full-Period Capture
Strategy Logic Model
Real-time AI models capturing medium-to-long-term trends across commodity markets.
AI + Human | Multi-Source Returns · Human-Machine Collaboration
Strategy Logic Model
Combines equity and commodity futures with AI algorithms and human risk management expertise.

Yu-Xin-Ou Silk Road Investment Fund is committed to building a systematic and institutionalized investment research framework. Based on in-depth research and rigorous risk control, we continuously identify market investment opportunities through multi-dimensional and multi-cycle research methodologies to create long-term stable returns for investors.

Macro Strategy Research

Tracking global economic cycles, monetary policies and geopolitics to capture major asset allocation directions and timing.

Sector Deep Dive

Focusing on core industry sectors, conducting in-depth research on listed companies' fundamentals to discover long-term growth value.

Quant Factor Research

Building multi-factor stock selection models combining technical and fundamental factors to improve selection efficiency and accuracy.

Risk Management System

Establishing a multi-level risk control system with real-time portfolio risk monitoring to ensure the safety and stability of investment decisions.

Research Decision Process

01
Macro Analysis

Assessing economic cycle and policy direction

→
02
Sector Allocation

Identifying advantageous sectors and allocation weights

→
03
Stock Selection

Dual screening by fundamentals and quant models

→
04
Dynamic Optimization

Continuous tracking and portfolio rebalancing