| Domestic reform and opening up, China’s financial system has been developed by leaps and bounds, the emergence of a batch after batch of financial talent, hope in the financial markets to dig the pot of gold. Since92years of the establishment of futures markets in China, cultivating investment expert, creating numerous business myth at the same time, there are some losers go bankrupt investment failure. A failure case awakened the master of the investment industry, have started to summarize the lessons learned in practical work, put on the trading system.In this paper, methods and directions at this stage China’s stock index futures market and program trading, listing the main representative of the investment philosophy and trading indicators, and assessment in accordance with the needs of our own a custom investment indicators, understand its application environment, the development of the use of methods suitable for reality, and analysis of its shortcomings, and finally the use of practical experience and theory to solve the improved methods and directions.The main structure consists of the following six parts:The first chapter introduces the basic concepts of stock index futures, program trading and research background. Chapter II listed stock index futures trading systems and strategies related to theory, introduced the related program trading system. Chapter III we have applied to the design ideas and the preparation of stock index futures market trading system. Chapter IV trial based on the assessment test and the actual historical data of the HS300index of stock index futures market data to identify the scope of application of the system. Chapter by Chapter IV provides data analysis on less than the system found that under certain conditions, to put forward for the correct application of the trading strategy, and the expected improvements. Chapter VI summarizes and looking forward to the future direction of development of trading systems and strategies. |
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