Quantitative Investment Research, In The Chinese Stock Market Application

In this turbulent invested period, the invested product and approach which can be choose are each passing day. If we have a clear grasp of the context of the times, we can compare methods and varieties with different investment characteristics of property comparison, and choose their own funds or their management investments. That is the time for each person involved in the investment industry needs to think about. However, the amount of the investment will bring us a new way of thinking, and it subverts the simulated index respected passive investment cannot exceed the market index, and refute difficult to get beyond our market averages. It may be a relatively new concept for investors in China, but it is created investment has been written into the myth of Wall Street history in foreign. China's stock market, which is young and vibrant, how the number of investment application in this market, it is a question. This paper carried out this study based on theoretical and empirical analysis, and the empirical analysis presented for how to improve the portfolio after a number of recommendations.In the first place, there is the number of foreign investment theory and development of a brief introduction in my paper, moreover, profile China's stock market history and current situation. Especially describes the number of investment related issues. In the second place, analyze the amount of investment in the application of China's stock market. In the basic understanding of shortcomings in China's stock market, details the number of investment relative to traditional investment based on fundamentals, it is rather advantageous place. With the increasingly development of China's stock market,with the number of scientific and investment discipline is the traditional investment cannot be compared. In the basis of understanding the characteristics of quantitative investing, making the quantity of investment in China, and make it more responsive to China's securities market, and it will be show greater potential. Last and the most important, I will analyze this through constructing a model. Models to the Chinese fund industry's representative of the fund, their annual reports and semiannual reports for the 28 samples. I willuse the formula to establish the appropriate number of investment strategy model, and select the number of investment strategies that behavioral finance strategies under the momentum and reversal. The price data will be used to query the model. This article is an innovative performance of the fund as a real investment for comparison, and instead of the usual choice theory of comparative data. In the conclusion of the model is also described.