Correlation And Applicable Research On The Stock Fund Flows Index

Technical analysis is a very important analysis method in the stock market analysis. When research the stock market behavior to predict price change trend, and with the help of analysis of the technical indicators change. Stock fund flows index is calculated by the data such as stock price, volume and the circulation, etc. and it is a new technical indicator. Therefore study the relativity between the stock fund flows index and application is particularly important.In this paper, there are three aspects research for the stock fund flows index. The second chapter in different period of stock fund flows index and the logarithmic yield as the research object, combined with the observation method, regression analysis method studies that the linear correlation between them, and short cycle stock fund flows index of stock price forecasting effect is better; The third chapter in different cycle stock fund flows index and commonly used technical indicators as the research object, through the method of the Copula function, the granger causality test studies that they have tail correlation and granger causality relationship between them; The fourth chapter of the research object with the third chapter, through cluster analysis and grey correlation analysis method to classify and filter them, draw technical indicators portfolio that indicators evaluation system, and trading of stock index prediction is also given strategy to illustrate the correctness of the system.The article carried on the thorough research on the correlation and application about the stock fund flow index, The correlation results about the stock fund flows index with logarithmic yield and the commonly used technical indicators are obtained, established the indicators evaluation system, and through the empirical analysis to verify the correctness of the system. Among them, the study of technical indicators screening strategy to solve the the problem of difficult choices between current stock investors in the face of many technical indicators, provides the reference for the forecast of stock trend, has certain actual application value.