| High-frequency trading is a kind of automated trading strategy with a very high volume and a very short holding period. High-frequency trading usually has a short trades holding period, high volume, and a frequently updated instruction sheet. With the development of financial markets, high-frequency trading in the securities market of China also gradually got the attention of investors. Due to the high frequency trading strategies can bring great benefits to investors, so most of the high-frequency trading strategies is in a state of secrecy, so this paper focus on the present situation of the domestic high-frequency trading, we attempt to have a specific research on high frequency trading strategies from the perspective of technical analysis to achieve the purpose to get excess profits.In this paper, we have a research on high frequency trading strategies by means of technical analysis, and the main content of the technical analysis is technical indicators,the technical indicators are mostly based on the price or volume. BIAS index is a technical indicator derived from the moving average principle, reflect the deviation degree between the stock prices fluctuation in the process and the moving average of technical indicators. In this article, based on the B-S model to redefine the BIAS indicator, and to establish a new technical indicatortI, we want to prove the stability of new technical indicatortI, because only with the stationary process can we do statistics analysis, and for the further step, we want to establish an appropriate high-frequency trading strategy on the basis of the constructed technical indicatorstI, and by using high-frequency trading data of stock market in China to test the high frequency trading strategy. |
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