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[will the post-holiday surge continue to impact the neutral strategy? verification: there is selling pressure, but the impact is not significant] china financial news agency reported on october 7 that the quantitative private equity callback of the neutral strategy before the holiday has attracted market attention. if the market continues to rise tomorrow at the opening of the market, what will be the situation with the liquidation of the neutral strategy? a reporter from the financial associated press learned from securities firms and other asset managers that when the market rises sharply, the neutral strategy will indeed put some selling pressure on some index constituent stocks, but it will not have a great impact on the overall market. the reason is that if the market rise leads to floating losses on the short side, there will be long spot sales that are positively correlated with the increase on the long side, and adjustments on the short side to achieve margin replenishment and long-short rebalancing. in addition, in terms of index structure, the short side of the neutral strategy uses if/ic/im for hedging, while the long side positions are relatively concentrated in the csi 300/csi 500/csi 1000 index constituent stocks. estimates show that currently, including the dma business, the market-wide neutral strategy product scale is between 300 billion and 400 billion. (financial associated press reporter yan jun)