每經AI快訊，中(zhong)(zhong)(zhong)國金融期(qi)(qi)貨交(jiao)易(yi)所(suo)近日(ri)(ri)就(jiu)中(zhong)(zhong)(zhong)證(zheng)1000股(gu)(gu)指期(qi)(qi)貨和股(gu)(gu)指期(qi)(qi)權(quan)合約及相(xiang)關規則向(xiang)社(she)會征求意(yi)見(jian)，鳴石基(ji)金基(ji)金經理(li)楊堃23日(ri)(ri)表(biao)示，中(zhong)(zhong)(zhong)證(zheng)1000股(gu)(gu)指期(qi)(qi)貨期(qi)(qi)權(quan)進一步(bu)豐富了衍生(sheng)品對沖工具(ju)，能有(you)效(xiao)推(tui)動(dong)中(zhong)(zhong)(zhong)小市(shi)值股(gu)(gu)票的(de)定價(jia)更(geng)(geng)加合理(li)。此外，1000股(gu)(gu)指期(qi)(qi)貨將帶來全新的(de)中(zhong)(zhong)(zhong)性產品類別，資金配置的(de)分(fen)(fen)流效(xiao)應將使得量(liang)化(hua)投(tou)資不再(zai)錨定中(zhong)(zhong)(zhong)證(zheng)500，從而進一步(bu)擴(kuo)大策略容(rong)量(liang)，更(geng)(geng)多的(de)對沖工具(ju)也將使得全市(shi)場的(de)對沖成本顯著下降。中(zhong)(zhong)(zhong)證(zheng)1000指數的(de)成分(fen)(fen)股(gu)(gu)更(geng)(geng)加分(fen)(fen)散(san)，且市(shi)值較(jiao)小、股(gu)(gu)票彈性更(geng)(geng)大、機構覆蓋(gai)度低，相(xiang)比(bi)于滬深300和中(zhong)(zhong)(zhong)證(zheng)500，有(you)著更(geng)(geng)好的(de)超額獲取空間(jian)，是量(liang)化(hua)策略的(de)下一個發力點。（證(zheng)券時(shi)報(bao)）