Font Size: a A A

The Stocks-choose And Timing-choose Strategy Of Home Appliance Plate

Posted on:2014-04-11Degree:MasterType:Thesis
Country:ChinaCandidate:J R WenFull Text:PDF
GTID:2269330392972035Subject:Applied statistics
Abstract/Summary:PDF Full Text Request
In the financial market, how to choose the right stock and how to choose the goodtiming are primary problems for investors. In this paper, we start from the two basicanalysis methods to construct a stock-choose and timing-choose strategy, which is basedon both the Fundamental analysis method and the Technical analysis method. Then, weselect the technical analysis method as the mine line, the theory of moving average asthe entry point, and the fundamental data as the supplementary. At the same time, thehome appliance plate is chosen to be explored because of the internship experience inHuatai Securities.In this paper, we improve the theory of moving average from the perspective ofcounter thinking. We devise the best fit parameter, decide the cumulative win rate andthe cumulative yield as indexes, design the cross-line trading strategy and the filtertrading strategy. In the meantime, we deal with the heavy amount of calculation bywriting programs and make the empirical analysis possible. In the empirical analysis,we compare the indexes and strategies through the best fit parameter, based on whichwe create a stock pool which contains the static part and the dynamic part to earn excessreturns.
Keywords/Search Tags:Moving average, stock-choose, timing-choose, technical analysis
PDF Full Text Request
Related items