A Share Stock Selection Model Of Combine To Technology And Fundamentals

With the current rapid development of modern financial theory and computer technology,the use of computer programming automated trading securities quantitative trading emerged.With low cost, stable performance characteristics, quantitative investment since the early1970s generated widespread concern in the industry, developing at an alarming rate.Quantitative investment and fundamental analysis, technical analysis and stock investmentanalysis method called the three mainstream. China’s stock market is a weak efficient marketit is easily affected by various factors, these factors include: national policies, investorsentiment, the macroeconomic situation, the listed company’s financial and operatingconditions of a large dealer of market manipulation and so on. The traditional stock-pickingstrategy, the face of China stock market, such as high noise of the system, its prediction isthere is a big deviation. With the development of mathematical finance, artificial intelligence,the researchers began experimenting with statistics, intelligent way to build a comprehensivequantitative stock selection model, try to eliminate the stock market nonlinearity.This paper attempts to traditional fundamentals and technical analysis combined withgenetic algorithm intelligent algorithms as a support to the establishment of a stock selectionmodel to quantify combine the fundamentals and technology to eliminate nonlinearcharacteristics of the stock market to investors picking belt to interference, exclusion and soon investor sentiment in the stock investment of irrational factors. his paper selects2004--2014years each decade of listed companies quarterly financial data and transactions,respectively, the feasibility of using genetic algorithms filter factor authentication pick stocksfrom both fundamental and technical writing, and finally combine the two first with thefundamentals of stock picking elect a smaller pool of shares, then use technical analysis of thestock pool of stocks to buy time to study, observe and finally determine whether to combinethe two to achieve a better than two separate models were built.