Research On Optimization Of Indexed Trading System Based On Fund Management

From June 2015 the stock market of China started experienced a continuous sharp decline,and the vast number of investors suffered heavy losses.Whether fund managers and ordinary investors have gradually realized that it is must to control the risk.In order to take the profit under the risk control,this paper constructed an index trading system based on the knowledge of money management,and studied its optimization.First of all,through carries on the summary of the related research achievements,and on this basis of combing the related knowledge about the trading system.The elements of the trading system were elaborated,with emphasis on the importance of money management,and it is the core part of the construction of the trading system.Second,the idea of KISS should be adopted.The trading rules and money management rules are as simple as possible in order to adapt to market and trader.The trader should chose long trading model.And then author uses the mentioned knowledge construct the trading system.Finally author use CAL theory to explain the theoretical basis of the trading system.At trading system part of the optimization,author proposed trading system through the history of back testing and the optimization.The author used this trading system to China's stock market,and found it can reduce the risk.The final conclusion part summarized advantages of trading system based on money management.