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new york trendy jewelry wholesale I. Trading strategy
The complete transaction strategy generally includes the choice of transaction targets, the choice of the timing of entering and leaving the market, position and capital management.
The participation in various aspects of strategy decision -making according to human subjective decisions and computer algorithms can be divided into subjective strategies and quantitative strategies.
. Subjective strategies
The subjective strategy mainly depends on the subjective judgment of investors.
The investors in the futures market make their own judgments through investigations such as upstream, middle, downstream, supply and demand, and macroeconomic expectations.
Similarly, subjective investors in the stock market investigated the listed companies in the industry through in -depth research in the industry to form trading decisions.
It, whether it is the stock market or the futures market, a large number of subjective investors rely on technical analysis to make decisions.
. Quantitative strategies
This strategy mainly depends on computer algorithm for transactions.
The investors will enter computers preliminary trading logic and use a large amount of historical data for statistics and recovery. Based on this, make appropriate modifications and abandonment to form acceptable transaction strategies. After the strategy is formed, each decision -making conditions are often determined, and the actual procedure is implemented in the real market.
In terms of comparison, some subjective strategies have advantages in the depth of research on a single target, and can provide expert -level opinions through in -depth research. The quantitative strategy can process a large amount of data because of the use of computer decisions, so it has an advantage in breadth. In addition, quantitative strategies will not be affected by uncertainty such as the state and emotions in the execution, so it is more stringent and accurate.
. Frequently strategies
MST's common quantitative trading strategies can be roughly divided into trend strategies and market neutral strategies. The common trend strategies are dual moving average strategies, Bollinger Strategy, returnee trading law and Multi -factor stock selection strategy.
M common market neutral strategies include statistical arbitrage strategies, Alpha hedging strategies, etc. The famous grid trading method is more of a transaction method that can be used in different types of strategies.
The brief introduction to these common strategies, readers who want to understand a certain strategy can get more information with the Internet.
(1) Double moving average strategy
The dual moving average strategy is widely used in trend trading. This strategy is traded based on the golden fork and dead fork of the two different cycles of the two different cycles. When wearing a long cycle on the short cycle moving average (golden fork), you can do more when you wear long cycle moving average (dead fork) under the short cycle moving average. The dual -moving average system can further expand into a multi -average system.
(2) The Bollinger belt strategy
Blin belt consists of three lines, the middle line is a moving average, and the online is composed of the middle line plus N times (such as 2 times) standard deviation. It is the standard deviation of the midline N times. Do more when you wear it on the market, and short when you wear down.
(3) Returnees trading method
The returnee trading method is known by the promotion of product speculators Richard Dennis. This rule covers the transaction entry and exit, and the management of funds and position management is a complete set of trading systems. The specific trading model of this strategy is not easy to make clear. If you know in detail, you can refer to the book "Return to Trading Law", especially the subsequent appendix.
(4) Multi -factor stock selection
Multi -factor stock selection model is a common strategy in stock transactions. The establishment process includes selection of candidate factor, selecting effective factors on the basis of historical data testing and removing redundant factors, and other processes. Finally, select the stocks to be traded according to factor to determine the opportunity to enter and exit.
(5) Statistical arbitrage
Statistical arbitrage can be used for cross -variety and cross -date arbitrage in the futures market, and can also be used for high arbitrage between stocks with high relevance. It is the nature of the price difference between the target with high correlation with the return of the target. When the price difference or the price ratio deviates from the equilibrium position, it will appear when the spread or price will return to the equilibrium position.
(6) Alpha hedge strategy
alpha hedging strategy at the same time holds two types of positions with the opposite direction hedge Beta risk. While the domestic market is common, holding stocks, holding stock index futures shorts, whether this strategy can obtain excess returns depend on whether the selected stocks have high Alpha.
(7) Grid trading method
The core of the grid trading method is the determination of grid distance and central axis. We take the threaded steel futures contract as an example. At present, the price of thread is 3,000, and we establish an initial position, such as 50%of the position. Subsequent threads sold 10%for every 50 o'clock, and 10%were bought for every 50 o'clock. The 3000 here is the central axis, and 50 points are grid width. The benefits of this strategy fluctuate greatly
wholesale georgia bulldog jewelry 01. Turtle trading strategy
This trading strategy is a very complete set of trend -based automated transaction strategies. This complex strategy has been designed in detail in various aspects of the entry conditions, position control, fund management, stop loss and profit, etc., which can basically be used as a template for complex trading strategy design and development.
02, Alpha strategy
Alpha's concept comes from the middle of the 20th century. After the statistics of scholars, about 75%of the investment portfolio constructed by the stock manager at that time could not win a simple combination or a simple combination or based on the market value. It is the index that belongs to the traditional fundamental analysis strategy.
Murading in the marketing index market, constructing an ingredient stock stock with a 300 index in the stock market, and earning the difference in the price. This passive arbitrage is the Beta arbitrage.
03, multi -factor stock selection
Multi -factor model is the most important model of quantitative stock selection. The basic idea is to find some of the most related indicators and yields, and build a stock according to this indicator. Combination, hopes that the combination will win or lose index in the future. If you win, you can do more combinations, and at the same time, you can make a short period of time to earn positive Alpha income; if it is a running loser, you can group multi -phase finger, the combination of the securities lending short, and earn the reverse Alpha income. The key to the multi -factor model is to find the correlation between factor and yield.
04, dual moving average strategy
dual moving average strategy. By establishing a Mitian moving average, the moving average of the two days, the two moving average must have an intersection point. If M> N, the N -Ten average "upper crossing" M sky average is the buying point, otherwise the selling point. The strategy is based on the intersection of different days of the number of days, seizing the strong and weak moments of the stock for transactions.
In the dual moving average strategy, if the cycle of the two moving average is close, such as the 5th line, the 10th line, this is very easy to entangle, and the buying point is constantly increasing. Essence If the cycle of the two moving average is large, such as the 5 -day line and the 60 -day line, this transaction cycle is long, the trend is not obvious, and the trading point will occur after a long time after the trend change. In other words, it may cause a lot of losses. Therefore, the two parameter selection is very important. The stronger the trend, the more effective the moving average strategy
05, the industry rotation
industry rotation is an active trading strategy that uses market trends to make Use different time of investment in different investment varieties to switch the industry varieties to achieve the purpose of maximizing investment income.
06, cross -variety arbitrage
The cross -variety arbitrage refers to the use of two different but related index futures products to trade. Between these two indexes are interdependent or restricted by the same supply and demand factors. The transaction form of cross -variety arbitrage is to buy and sell the same delivery month at the same time, but different types of stock index futures contracts. There are main arbitrage between arbitrage between related commodities and raw materials and finished products.
The main role of cross -breed arbitrage is to help distorted market prices to return to normal levels; second, to enhance the liquidity of the market.
07. Index enhancement
In enhanced index investment Due to different fund managers describing the investment purpose of its index enhanced products, the enhanced index investment does not have a uniform model. Provide investment performance higher than the target index return level. In order to make the index investment name, the fund manager tries to maintain the various characteristics of the target index as much as possible.
08, grid transaction
mesh transaction is an active trading strategy that uses the market shock market to make a profit. The operation of adding positions and reducing positions to achieve the purpose of maximizing investment income. In popular terms, according to the establishment of different quantities. Different sizes of grids to build positions when breaking through the grid and rewarding the grid to reduce positions, and strive to capture the trend of vibration changes in prices and achieve the purpose of profitability.
09. Sort -term arbitrage
Surgery arbitrage is the most common type in arbitrage transactions. It is the calendar spread arbitrage of stock index futures. Monthly arbitrage activities.
10, high -frequency transaction strategy
HD transaction refers to the computerized transaction that seeks profitable from the extremely short market changes that people cannot use, such as the purchase price and selling price of some securities The small change of the difference, or the small price difference between a certain stock between different exchanges. The speed of this transaction is so fast, so that some trading agencies have settled their "server groups" to a place where the computer is very close to the exchange to shorten the distance between the transaction instruction through the optical cable at the speed of light.
jewelry display stands wholesale [Fred Jim] Quantitative transaction and fund management (HD) PDF e -book .PDF free download
Links: PAN./s/ R N extract code: 7rav quantitative transaction refers to advanced mathematics Model replaces artificial subjective judgment, and uses computer technology to formulate a variety of "high probability" events from the huge historical data to formulate strategies, which greatly reduces the impact of investor emotional fluctuations and avoid extremes in the market in the market. In the case of enthusiasm or pessimism, irrational investment decisions are made.