The machine shines in Hong Kong A-share fund

Strategy run by ChinaAMC (HK) combines machine learning with human judgement to outdo rivals

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Don Huang of Magnum Research (left) and Frederick Chu of ChinaAMC (HK)

China’s falling stocks have wrong-footed scores of fund managers this year but a Hong Kong-based quantitative fund has a different story to tell.

The multi-factor strategy, long-only fund, managed by China Asset Management (Hong Kong) or ChinaAMC (HK), invests in yuan-denominated equities of China’s mainland companies known as A-shares. It has returned 6% so far this year, while peers have lost money.

The fund’s so-called AI China Alpha Strategy uses a machine learning algorithm to identify

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