Optimization Of Quantitative Indicators And Analysis Of Funds Flow Valuation

In the economic downturn market environment, quantitative investment is a new kind of hope for investors. China’s stock market is non-effective, with the rapid development of the stock index and financing various financial volume of investment goods, only investment approach which depends on the subjective judgment is no longer applicable. Using quantitative statistical tools, combined with a variety of stock index and making correlation analysis on the yield of the stock, quantitative investment becomes more important in order to gain maximum benefit.On the basis of the existing literature at home and abroad, this article gets the stocks optimal parameter indicators through selecting a dozen major technical indicators, after numerous back-testing, based on the theory of generalized nonlinear correlation coefficient, analysis of the dominant role of the various indicators of different stocks from the probability, optimum fitting stocks historical data for the different parameters of the same indicator. There is no one indicator can be done100%accurately predict the trend of individual stocks. So the selection of indicators, this article use the number of times of loss and profit as indicators of the effectiveness measure, buying or selling is different depending on the indicator parameter. This paper attempts to input from a fixed quantitative funds, comparison of the different parameters of the income, and draw the parameters of the total revenue maximization. This article analyzes the effectiveness of a variety of factors among different sections of different industries. And this article try to make applicable combination of technical indicators for different plates.Stop-loss and stop profit is a constant topic of stock market. For quantitative trading analysis, the stop-loss strategy is used in a lot of policy framework system general as assisted strategy. There are two reasons to stop-loss. One is a subjective decision-making errors, and another is objective changes in circumstances. Index analysis is derived based on a stock historical trend analysis strategy. So subjective decision-making error does not exist. In addition, through various indicators buying and short selling strategy, indicators signal change provided the stop point for us.When price trends departure from expected, with the anti-transformation strategy; when the anti-transformation strategy is an error of judgment, should immediately stop out. The different indicators in different historical years, the best indicator is different. That means, their effectiveness may be decay as time for different indicators at different times. To check indicators applicability. This articles use the sample data which from august312011to august31201231, and use another data which from September2012to October2012.This article discuss the limitations of the traditional capital measurement methods. Now, major securities companies use committee bought and committee to sell as a standard of capital inflows and outflows. Actually, according OBV equivalence principle, this article describes the calculation of the actual stock funds flow through the establishment of a mathematical model. For the modified stock funds, this article use granger causality test and correlation analysis to prove indicators rationality.Through this indicator, we can tell stock price which changing form higher than the actual price to the regression value point and then to less than the actual price. From this formula, we will not only see every day how much amount of money inflows and outflows really, but also found the the regression value point, that the amount of money equal stock price. And we found the phenomenon that the current stock market investment funds evaporation.