Research On Optimization Of Zigzag Index Trading Strategy Based On Stock Index Linkage

The development of stock index futures in China is very rapid.With the continuous launch of domestic stock index futures such as Shanghai and Shenzhen 300,Shanghai Securities 50,and China Securities 500,the variety of Chinese stock index futures is becoming more and more abundant.Traders can more easily conduct transactions in the Hong Kong stock market and Hang Seng Index stock index futures.At the same time,this study is intended to provide individual investors with an investment strategy with lower risks and more stable returns.Therefore,the Hang Seng Index Contract is selected as the research object,and the Zig Zag Index investment strategy is researched and optimized.This article first selects the current stock index futures varieties with high global trading volume: European Stoxx 50 stock index futures,S & P 500 index futures,Xinhua FTSE China A50 index futures,Dow Jones index futures,and the longest domestic implementation of Shanghai and Shenzhen 300 stock index futures were analyzed separately with the Hang Seng Index Futures,and it was concluded that the Hang Seng Index Futures Contract has a significant correlation with the Dow Jones Index Futures and the FTSE A50 Index Futures,and then on the premise of stock index linkage,increase the pivot point in the strategy Support the barrier level to determine the mobile stop loss level,optimize the original Zig Zag indicator strategy,construct a new trading strategy model,and verify the optimized strategy is better than the original strategy through the simulated trading test income.