本文選題：倫敦金　切入點：中小投資者　出處：《浙江工業(yè)大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：國內(nèi)中小投資者是金融市場投資隊伍的大軍。2008年以來,中國股市的劇烈下跌使他們對牛短熊長、做多不做空的股票市場漸失信心,隨著黃金的巨大上漲吸引他們加入全天T+0雙向杠桿的國際現(xiàn)貨黃金投資。但部分投資者被非法炒金欺騙后再也不敢涉足,又由于缺乏強的風(fēng)險意識和盈利模式,一直處于賺少賠多甚或虧損爆倉的惡性循環(huán)中,他們對標的、平臺和盈利模式亟需進行優(yōu)選調(diào)整。 本文立足于國內(nèi)外的九大投資品種,首先分別對它們的優(yōu)劣進行比較分析后篩選出國際現(xiàn)貨黃金為獨具優(yōu)勢的投資標的,同時對國內(nèi)非法炒金、不良代理商、假冒公司和正規(guī)的平臺作了適當?shù)乇鎮(zhèn)魏椭敢�。然后從系統(tǒng)化交易的角度出發(fā),對交易系統(tǒng)的簡單模型進行開發(fā)、檢測和評估,最終通過對香港領(lǐng)峰貴金屬的投資的案例進行系統(tǒng)化交易的實證分析。論文通過詳實的圖表數(shù)據(jù)、系統(tǒng)分析和實證研究,解決了中小投資者重點關(guān)注的三個問題：對投資標的與正規(guī)平臺的優(yōu)選；中小資金如何又快又穩(wěn)健的復(fù)利增長；以及主觀消極心態(tài)的成功修練。 本文利用了移動平均線MA和MACD的有效結(jié)合以及風(fēng)險倉位的科學(xué)管理,將交易系統(tǒng)的規(guī)則模型化,用實證研究的科學(xué)方法,對系統(tǒng)進行了樣本內(nèi)數(shù)據(jù)的歷史回溯測試、參數(shù)的優(yōu)化調(diào)整、樣本外數(shù)據(jù)的檢驗和評估以及實際案例的分析,對國際現(xiàn)貨黃金投資系統(tǒng)化交易的可行性和有效性進行了實證研究。研究得出了構(gòu)建一個國際現(xiàn)貨黃金投資的交易系統(tǒng)是能夠達到“盈利+修練”的結(jié)論,并提出了在國際現(xiàn)貨黃金投資的系統(tǒng)模型化和案例實證研究過程中,對于系統(tǒng)的關(guān)鍵組成部分、參數(shù)的優(yōu)化調(diào)整、不同偏好選擇的效果等方面的個人建議。研究成果對國內(nèi)的中小投資者選擇一條更省心便捷的投資渠道,在萬變的投資市場中找到一條適合自己偏好的穩(wěn)健盈利模式,以及在百倍杠桿的市場中修練在任何領(lǐng)域客觀歸零、居安思危、自信堅持的成功心態(tài),都具有現(xiàn)實的指導(dǎo)意義。
[Abstract]:Since 2008, the sharp decline in China's stock market has caused them to lose confidence in the bullish, short-bearish stock market. As the huge rise in gold attracted them to join the all-day T0 two-way leverage of international spot gold investment. However, some investors were cheated by illegal gold speculation and did not dare to step in any more, and because of the lack of strong risk awareness and profit model, They have been in a vicious circle of earning less and losing more, and they need to adjust their targets, platforms and profit models. Based on the nine major investment varieties at home and abroad, this paper first compares and analyzes their merits and demerits, and then selects the international spot gold as the investment target with unique advantages. At the same time, it also makes an analysis of the illegal speculation of gold in China and the bad agents. Counterfeiting companies and formal platforms are properly identified and guided. Then, from the perspective of systematic trading, a simple model of the trading system is developed, tested and evaluated. Finally, through the empirical analysis of the investment cases of precious metals in Hong Kong's leading peak, this paper makes a systematic analysis and empirical research through detailed chart data, systematic analysis and empirical research. It solves three problems that the small and medium investors focus on: the optimal selection of the investment target and the formal platform; the rapid and steady compound interest growth of the small and medium-sized funds; and the successful practice of the subjective negative mentality. In this paper, the effective combination of moving average MA and MACD and the scientific management of risk positions are used to model the rules of the trading system and to carry out the historical backtracking test of the data in the sample by using the scientific method of empirical research. The optimization and adjustment of the parameters, the examination and evaluation of the data outside the sample, and the analysis of the actual cases, This paper makes an empirical study on the feasibility and effectiveness of systematic trading of international spot gold investment, and draws the conclusion that constructing a trading system of international spot gold investment can achieve "profit improvement". In the process of systematic modeling and case study of international spot gold investment, the optimization and adjustment of parameters for the key components of the system are put forward. Personal advice on the effects of different preferences. The results of the research choose a more convenient and convenient investment channel for small and medium-sized investors in China, and find a sound profit model suitable for their preferences in the ever-changing investment market. And in a hundred times leveraged market practice in any field of objective zero, improve vigilance, self-confidence and adhere to the successful mentality, have practical guiding significance.
【學(xué)位授予單位】：浙江工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F831.54

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