Research On Quantitative Trading Strategy Based On Moving Average

This article is mainly about the strategy of moving average past investment effect analysis,past performance excellent strategy in the future investment effect,the effective strategy of index funds to its constituents is effect can be achieved,and the size of the volatility and the change of investor sentiment on the moving average strategies affect the effectiveness of the investment,and the strategy for the csi 500 index and the effectiveness of the gem index to invest.Through empirical research of this paper have some has important realistic meaning and theoretical significance.This paper found that most of the moving average strategies can produce positive returns,some of the average strategy can produce positive excess returns;Time period less than 10 day moving average strategies of investment effect is poor;Based on historical number ?To practice to research of this paper are: through the study in this paper,analysis of the moving average strategies,can observe average strategy is to have a certain investment effect,those who believe that moving average without any action that is not correct,in the investment decision-making,moving average can play a role of reference;Through the analysis of a moving average of several main variables of research,moving average strategies can be found in different circumstances presented by investment effect has a big difference.So the investment in the real world,we need according to different market environment using different moving average strategies,can't use a single moving average strategies,to know there is no perpetual motion machine ?...