家电板块“择股”与“择时”策略研究

发布时间：2018-01-31 13:15

本文关键词： 移动平均线择股择时技术分析　出处：《重庆大学》2013年硕士论文　论文类型：学位论文

【摘要】：在证券市场上，投资者要面临的两个首要问题就是“择股”与“择时”。本文从股市的两大基本分析方法出发，构思基本面分析与技术分析相结合的择股与择时策略。在此研究思路的基础上，以对技术分析的探索作为主线，以移动平均线理论为切入点，辅助以基本面数据，构建研究框架。同时，结合在华泰证券实习时期对家电板块的研究，选定家电板块作为交易策略的研究标的。本文从逆向思维的角度出发，，对移动平均线理论进行改进，构造了最适参数，确定了累计胜率指标和累计收益率指标，参考设计了触线交易策略和过滤器交易策略。同时，通过程序的编写，使得需要较大计算量的实证分析成为可能。在实证分析中，分别就指标和交易策略对最适参数进行了比较，在此基础上，构建了家电板块静态与动态相结合的股票池，并得到跑赢大盘的超额收益。
[Abstract]:In the securities market, the two most important problems facing investors are "stock selection" and "timing". This paper starts from the two basic analysis methods of stock market. On the basis of this research idea, we take the exploration of technical analysis as the main line and the moving average theory as the breakthrough point. At the same time, combining with the research on home appliance plate in Huatai Securities practice period, we select home appliance sector as the research target of transaction strategy. In this paper, from the perspective of reverse thinking, the moving average theory is improved, the optimal parameters are constructed, and the cumulative winning rate index and cumulative yield index are determined. Reference design of contact line trading strategy and filter trading strategy. At the same time, through the programming of the program, it is possible to need a large amount of calculation empirical analysis. In the empirical analysis. Based on the comparison of the optimal parameters between the index and the trading strategy, the stock pool of static and dynamic combination of the home appliance plate is constructed, and the excess income of the market is obtained.
【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F832.51

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