02 / Research & methodology
Research on market states, signal formation, portfolio decision systems, macro context and AI-enabled research workflows. These studies illustrate the research frameworks used inside Yiheng Quant Tech.
A multi-source research workflow combining global macro, industry and sector information, individual-stock news, market hotspots and economic calendars, with LLM-assisted summarization, classification, theme extraction and structured research output.
Research into volatility compression, volume contraction and breakout / expansion setups.
A framework for analyzing position-state transitions and position lifecycle decisions.
Macro-aware market-regime research combining liquidity, growth, policy, volatility and cross-asset context.
Strategy-versus-benchmark cumulative-return comparison.
Underwater / drawdown comparison emphasizing downside behavior and risk control.