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On the morning of April 7, 2025, A-shares underwent a notable correction, yet quantitative institutional trading remained unperturbed, devoid of significant selling activities. Several prominent quantitative institutions had anticipated and managed this situation in advance. While risk control departments exhibited a degree of caution, the prevailing circumstances did not breach risk control thresholds. Some quantitative institutions posited that, given the extended disclosure cycle for private equity net asset value (NAV), "weathering the storm" was a prudent choice, anticipating market recovery by the time weekly NAV updates are released. Other institutions clarified that they had recently concluded the issuance of A500 index-enhanced products prior to the Qingming Festival and commenced position building today.
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