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標題: 美國第一支掛牌的AI主動式ETF [打印本頁]

作者: sec2100 時間: 2017-10-23 07:36
標題: 美國第一支掛牌的AI主動式ETF

http://www.marketwatch.com/story ... g-stocks-2017-10-18

EquBot said to develop its portfolio, the fund’s software would “constantly” analyze information for roughly 6,000 U.S.-listed stocks, scanning through regulatory filings, news articles, social media posts, and traditional financial metrics—such as factors pertaining to correlations and valuations—to find investments it perceives as undervalued. A human manager will then confirm the choices, “to make sure that what’s being spit out makes sense,” Khatua said in an interview.

Turnover is expected to be high, with Khatua estimating the fund could have a daily turnover of 2-3%. The portfolio is expected to consist of somewhere between 30 and 70 stocks at any given time, according to a press release. The fund charges an expense ratio of 0.75%, which is slightly lower than the average expense ratio for actively managed ETFs, as this one is. According to 2016 data from Morningstar, the average actively managed U.S. stock ETF charged an expense ratio of 0.864%.

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