發(fā)布時間：2018-08-06 08:19

【摘要】：趨勢理論是金融市場的代表性理論,趨勢分析法也是一種典型分析和預(yù)測方法。該文簡述了趨勢理論及其在金融市場的應(yīng)用情況,廣泛選取各類代表性金融交易品種作為分析對象,以日、小時為分析周期,構(gòu)建趨勢模型,分別統(tǒng)計了趨勢行情存在的比例、趨勢交易策略的勝率、收益率等統(tǒng)計特征,驗證了趨勢交易策略存在一定的可行性,如果過濾干擾信號,篩選出勝算更高的趨勢特征,就能改善趨勢交易策略的收益率。
[Abstract]:Trend theory is the representative theory of financial market, trend analysis is also a typical analysis and prediction method. This paper briefly introduces the trend theory and its application in the financial market, selects various kinds of representative financial transaction varieties as the analysis object, takes the day and hour as the analysis cycle, constructs the trend model, and counts the proportion of the trend market respectively. The statistical characteristics of the trend trading strategy such as the winning rate and the rate of return verify the feasibility of the trend trading strategy. If the interference signal is filtered and the trend feature with higher probability of success is screened out, the rate of return of the trend trading strategy can be improved.
【作者單位】： 西南民族大學(xué)計算機科學(xué)與技術(shù)學(xué)院;
【分類號】：F831.5
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本文編號：2167109