金融市场趋势模型实证分析
发布时间：2018-08-06 08:19
【摘要】：趋势理论是金融市场的代表性理论,趋势分析法也是一种典型分析和预测方法。该文简述了趋势理论及其在金融市场的应用情况,广泛选取各类代表性金融交易品种作为分析对象,以日、小时为分析周期,构建趋势模型,分别统计了趋势行情存在的比例、趋势交易策略的胜率、收益率等统计特征,验证了趋势交易策略存在一定的可行性,如果过滤干扰信号,筛选出胜算更高的趋势特征,就能改善趋势交易策略的收益率。
[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.
【作者单位】： 西南民族大学计算机科学与技术学院;
【分类号】：F831.5
，
本文编号：2167109
[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.
【作者单位】： 西南民族大学计算机科学与技术学院;
【分类号】：F831.5
，
本文编号：2167109
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