The Design Of Ultra Short Line Trading Model Based On Momentum Reversal Effect

Stock investment has always been one of the most important investment channels for Chinese residents.With the development of the economy,the demand for diversification of stock investment strategies is becoming stronger and stronger.The emerging quantitative investment just caters to this demand.Most of the investors in the stock market of our country are individual investors,and some of the individual investors are investors who like short term operations.By combing and localizing the quantitative investment and momentum contrarian effect,referring to the traditional momentum contrarian strategy,this paper shortens the operating strategy by reducing the transaction cycle,optimizes the initial strategy and measure the time point of selling.In the field of A shares ultra-short term trading,a new trading model based on momentum contrarian effect is proposed for short-term investors.In the study,daily mimute data of four months were selected for index extraction,sample calculation and model analysis.