量化投资交易系统的设计与开发

发布时间：2019-06-05 20:36

【摘要】：随着计算机科学技术的发展,全球主要资本市场借助信息化的高效优势,得到飞速发展,电子化交易广泛普及。计算机科学与统计学,数学,金融学等学科,开始相互融合,逐渐应用在投资领域里,进行股价的分析、预测及交易执行。在近些年,量化程序交易规模和策略模型不断增加,量化交易已经成为资本市场的研究热点。为了获得市场超额收益率,投资者不断更新交易工具和交易策略。借助计算机高效运算的“量化程序交易”得到快速发展。投资过程由计算机自动执行筛选、交易,替代了传统人脑决策和人工执行。改善了因人的主观经验,交易心态,认知偏差等弊端,导致交易效果的不理想。量化程序交易越来被市场所接受。本论文主要是对量化程序投资理论进行研究,根据其特点设计出一款,适合国内进行量化程序交易的软件系统。论文先对量化程序交易的基本理论和国内、外的发展现状进行阐述分析。再按市场的需求分析,提出具体设计方案及实现过程。并对完成设计的系统功能进行实践回测,取得了良好效果,满足了投资者的使用需求。
[Abstract]:With the development of computer science and technology, the major capital markets in the world have been developed rapidly with the help of the efficient advantages of information technology, and electronic transactions have been widely used. Computer science, statistics, mathematics, finance and other disciplines, began to integrate with each other, gradually applied in the field of investment, stock price analysis, forecasting and trading execution. In recent years, the scale and strategy model of quantitative program transaction has been increasing, and quantitative transaction has become the research focus of capital market. In order to obtain the market excess rate of return, investors constantly update trading tools and trading strategies. With the help of computer efficient operation, the quantitative program transaction has been developed rapidly. The investment process is screened and traded automatically by computer, which replaces the traditional human brain decision-making and manual execution. It improves the disadvantages such as subjective experience, trading mentality, cognitive deviation and so on, which leads to the unsatisfactory trading effect. Quantitative program trading is becoming more and more accepted by the market. This paper mainly studies the theory of quantitative program investment, and designs a software system suitable for quantitative program trading in China according to its characteristics. Firstly, the basic theory of quantitative program transaction and the present situation of domestic and foreign development are expounded and analyzed in this paper. Then according to the market demand analysis, put forward the specific design scheme and implementation process. The function of the designed system is tested back in practice, and good results are obtained, which meets the needs of investors.
【学位授予单位】：吉林大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：TP311.52

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