Research On The Validity Of Quantitative Trading Model Of 'Guan Xiang Zi Ben'

Quantitative trading, is a trader to open the conditions and the use of a computer language input to the computer program to establish a policy model, and then let the program run and automatically determine the trading point, and thus automatically execute the sale orders for the computer to automatically place a single transaction. Therefore,compared with the traditional subjective transactions, quantitative trading not only can greatly reduce the time of staring, but also can reduce the impact of individual subjective feelings on the transaction and enhance the execution of the transaction, and reduce the risk of human defects, but also makes the income growth.Quantitative trading is the main way of securities investment in Europe and the United States, and the domestic quantitative trading starts late, and because of the restriction of stock t+1 trading system, it is mainly used in futures market, and the quantitative trading has not become the mainstream of Chinese securities investment. Since the stock index futures market in 2010, stock index futures has become the largest trading volume, which is gradually recognized by the Chinese people. So more and more institutions began to study quantitative trading, quantitative technology is more mature, the Futures Company uses quantitative techniques to improve the stability of the futures, securities firms use to determine the stock trading point, quantitative trading technology has been unprecedented development. Therefore, the research and development of quantitative trading strategy model will become an important direction of the development of China's securities market.In this context, the research on the quantitative trading model of domestic financial market is very important for the establishment of the quantitative trading system and securities investment. So this dissertation chooses the CSI 300 stock index futures November 2014 1,to 2015 September 10, 4 minutes period closing price data, combined with quantitative trading model of Guang Dong Guan Xiang Zi Ben Investment Co., Ltd., the research,through the historical measurement analysis, case analysis Guan Xiang Zi Ben trading model effectiveness in range delineation and analysis in fact disk problems, then contact the reality, the author puts forward some suggestions.