Research On Quantitative Trading Strategy Of Stock And The Realization Of MATLAB

After the financial crisis in 2008,the world's financial institutions have been greatly affected,the international and domestic capital markets have experienced a catastrophe,almost all of the funds,stocks and other financial products have a different degree of loss,investors are also encountered Significant property damage.Value investment and technology trends investment in the financial turmoil under the influence of it also lost its due role,and at this time to quantify the investment gradually revealed the first point in the capital market to maintain a better rate of return.Indeed,with the continuous development of science and technology development,artificial intelligence technology is more mature,to quantify the investors will be mathematical finance,application statistics and other large data theory and computer combination,and the use of computer is far superior to the human brain computing speed,To lay the foundation for a strategy that can achieve excess profits in the entire financial market.In the growing number of investment products today,with the gradual improvement o f C hina's securities market,so that the concept of investors from the traditional technical analysis as the leading slowly to quantify the transformation of investment products,quantitative investment has become an inevitable trend.In this paper,the use of MATLAB software,from the WIND machine version of the stock to obtain the fundamentals and technical data,part of the relatively short listed companies removed to the entire A-share market stocks for quantitative analysis of the sample,and finally the yield as a measure of the standard given Reasonable quantitative investment strategy.In this paper,the author introduces the related concepts of quantitative investment and the domestic and foreign development status of quantitative transactions,and summarizes the literature.Secondly,it elaborates the process of multi-factor stock selection and its theoretical support.Thirdly,The factor of good yield in the establishment of the Alpha multi factor selection model: from the valuation,growth,technical aspects of the selected 15 commonly used factor indicators as a candidate factor,selected in January 2007 to December 2013 For the test period of the sample,the validity and redundancy test of these factors are carried out.By comparing the income of the portfolio and the income of the CSI 500 in the same period,three effective stock picking factors are obtained,and the statistical test The establishment of a comprehensive evaluation of multi-factor quantitative stock selection model for investors to find a reasonable portfolio of stocks in line with the Chinese market laid the foundation;Finally,based on the MATLAB environment to build a stock trading platform,and the use of simple Strategy to buy and sell the stock function of the platform stability and operability were tested.When the platform is running,the historical data of the retesting comes from the WIND machine version.The real-time transaction data is obtained by the Sina stock market client,and finally through the stock API plug-in to the flush to realize the stock fully automated transaction.The main functions of the platform include: stock account login,buy,sell,query funds,query positions,query transactions,inquiry commission,withdrawal orders and so on.