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China's hundreds of billions quantitative funds have rarely performed well in the U.S. stock market, but have repeatedly succeeded in 'cutting leeks' in the domestic market. The regulatory differences between China and the U.S. are stark: since 2010, the U.S. has limited high-frequency trading to 15 orders per second, while China still allows 300 orders per second after adjustments. Since the technology was introduced from the U.S., why are the regulatory standards not synchronized? Are Chinese retail investors more 'resilient to cuts'? It's truly puzzling.
