- Aug 26, 2025
- Strategy
The seven trading strategies of HSAM are not isolated tools but form a complete closed-loop system of “logical design - practical validation - dynamic optimization.” This systematic operation ensures the effective implementation of strategies from theory to practice, providing users with a stable trading experience.
During the logic design phase, each strategy revolves around distinct market patterns. For instance, the Alpha Strategy centers on “isolating overall market volatility to uncover independent returns,” constructing a low-correlation profit model through long-short operations and cross-market arbitrage. The Volatility Strategy focuses on “the divergence between expected and actual volatility,” generating returns by anticipating volatility shifts. Macro strategies leverage unstructured data processing to extract driving logic from policy texts and industry news, forming transmission pathways from macro to micro levels. Each logic design undergoes multidimensional validation to ensure repeatability across historical market conditions.
The core of the implementation phase is “rule standardization.” All strategies translate ambiguous market patterns into explicit execution rules, including entry signals (e.g., price patterns, indicator characteristics, policy cues), exit conditions (e.g., target return achievement, risk threshold triggers), and position management standards. This standardization eliminates subjective judgment interference—for instance, trend strategies employ clear rules like “trigger entry upon moving average crossover” or “execute stop-loss upon trendline breach” to ensure consistent trade execution.
Dynamic optimization forms the critical closed-loop mechanism. As market conditions constantly evolve, HSAM continuously monitors strategy performance in real-time. When shifts in market structure—such as capital behavior or policy rules—require strategy adjustments, it initiates parameter optimization and logic iteration. For instance, neutral strategies recalibrate range criteria when asset volatility surges significantly, while macro strategies update transmission pathways when macro policy directions change. This dynamic “market change - strategy response” mechanism ensures strategies remain aligned with the latest market characteristics, avoiding the risk of obsolescence inherent in static approaches.
This closed-loop system, spanning from logic to execution, endows the seven strategies not only with theoretical soundness but also with practical vitality, delivering “sustained effectiveness” in trading support for users.