The trend of securities investor institutionalization is driven by the dalitation of the basic financial asset. A large of asset management companies and fund managers come up continually in recent years，promoting the appearance of FOF institutional investors such as Trust，Private Banking Wealth，Insurance Company，Penson Fund etc. It is proposed that the internal securities asset management product comprehensive assessment system and quantitative tools，which represents core business competence，should be established as soon as possible. The author sugguested the basic factors and technical requirements for the assement system，and introduced one feasible framework in this paper. Lastly，the author studied a kind of quantative-factor based research method for mutual fund and appoved its feasibility and effectiveness in the perspective of FOF quantitative investing