The Study Of Quantitative Trading Of Turtle Trading Systme

Quantitative trading after decades of rapid development, has become a majortrading patterns of professional investors in the global financial markets. With theinnovation of China’s securities market financial products, and the accelerated integrationof international financial markets, quantitative investment seeds have begun to germinatein the Chinese stock market and thrive. The introduction of stock index futures, ETFfunds, margin financing and securities lending, refinancing and other innovative productswill enable trading activities and investments of China’s securities market is more andmore frequently, it is foreseeable quantitative trading will give China’s securities industrybrings huge space for development. The Turtle trading strategy had achieved amazingreturns in the U.S. futures market, its trading strategy later made public free the Turtletrading strategy is a medium to long-term trend-following technical analysis strategy. Theuse of existing program trading software development, the the turtles trading strategyquantitative model, and model checking with the CSI300index futures. A preliminarystudy of the quantitative trading using technical analysis methods and quantitativeinvestment analysis method is a combination of the investment strategy, the traditionaltechnical analysis tools combined with state-of-the-art information technology, so that thetraditional investment analysis methods more dynamic.In this paper, on the basis of previous studies, the first analysis of the currentsituation of China’s securities market, including investment analysis theory methods oftechnical analysis, fundamental analysis methods and quantitative investment analysismethod, a comparative analysis of these methods. According to the nature andcharacteristics of the securities market in China, had big success in the U.S. market trendsto track turtle trading rules in the field as a trading strategy, quantitative trading models.Finally, the effect of the CSI300Index Historical Data inspection turtles strategyquantitative trading, trading results, performance and risk analysis results show that thethe Turtle trading quantitative model can get a good effect on China’s securities market.