| With the rapid economic development of Chinese society, the stock market under the market economic system and growing prosperity in the development of the securities market under short mechanism is relatively slow. Short mechanism is the internal mechanism of the development of the securities market, directly related to the stability and development of China’s securities market. With the short mechanism in the promotion of China’s securities market, received nationwide attention.Short mechanism of the securities market is the inevitable requirement of the development of securities markets, and played an important role for the suppression of the foam caused by the return value,and monetary and capital markets to avoid systemic risk and guide information flawed presumption of the short mechanism for improving China’s securities market, anti-risk capacity, enhance the international competitiveness of important practical significance.In this paper, the author mainly through the five parts to establish the the short mechanism of policy research to explore China’s securities market, the first part of the author from the reform and development of the securities market of the history and its related properties, short of the establishment of China’s securities market mechanisms feasibility; second part, the author, investment strategy and portfolio theory expounded Fenxi Road stock market investment strategy; part III, to explore thetraditional strategy of the securities market, and clearly the fundamental value of the portfolio strategy; the fourth part,the author analyzed through the mechanism of the main investment markets for China’s short, China’s a-share market short basic connotation short mechanism; fifth part focuses on the strengths and shortcomings of the Va R method.All in all, the establishment of the the short mechanism of the development and improvement of China’s securities market has great social significance.The short mechanism Establishing matures conditions,we should be balanced,actively create conditions for use of the right time to implement short mechanism in the securities market.Since the implementation of the feasibility of short mechanism,in this article the author analyze the investment strategy of the establishment of China’s securities market for the short-mechanism,designed to improve the theoretical reference. |