Enhanced Indexing Using the Barra China Equity Model (CNE5)

Conducted in Mandarin!

Enhanced indexing has been a "hot topic" in the China A-share market. Please join us for a webinar where we will present a case study using the Barra China Equity Model (CNE5) and Barra Aegis to enhance an index and analyze its performance. This webinar will show the standard investment management processes involved in building an enhanced index, as well as demonstrating how CNE5 factors can play an essential role in designing investment strategies.

Agenda Topics Include:

• Introduction to the Optimizer Basics
• Case study: Enhanced Indexing in CNE5
  1. How to set up a strategy index using the Optimizer
  2. Backtesting the strategy index using Automation Assistant
  3. Evaluating the strategy index in Performance Analyst
• Factor Performance: How to leverage the factor returns in CNE5