Construction And Application Of Quantitative Investment Model Based On Bollinger Band

China is in a period of rapid development of Fintech(financial technology),and artificial intelligence,big data mining,etc.are also booming.A trading method that combines artificial intelligence,big data mining,computer programming,mathematical models,and financial market transactions is well known to everyone—quantitative investment.Under the premise of verifying the effectiveness of the A-share market and finding that the current A-share market is a non-performing,effective market,this thesis will construct an optimized quantitative model through the Bollinger Bands and corresponding financial data and apply it to the A-share market.Through the historical backtesting and firm test of the quantitative investment model of China's stock market,it is important to test the quantitative investment,the trading technology and related trading strategies commonly used on Wall Street in China's A-share stock market.It is also the only way for the deepening of trading technology in China's securities market.The thesis mainly elaborates on the background and significance of the research.Then it elaborates and studies the related theories of the article's needs,and elaborates on the relationship between the market's effective debate and quantitative investment.It analyzes that the Chinese A-share market is a non-weak and effective market.The theory of quantifying the feasibility of transactions was developed;then an improved quantitative trading model and evaluation indicators for the model were designed,and A-share data was used for historical backtesting and optimization,etc.to conduct relevant empirical analysis model evaluation indicators,and the largest retracement occurred among them.Give a reasonable explanation and give a reasonable explanation for the maximum retracement in 2015.The maximum retracement in this paper also indirectly proves that the portfolio can avoid non-systematic risks but cannot disperse the systemic risk theory;finally,a quantitative investment model that can generate certain excess returns in actual investment.This model can be used as a reference to provide practical solutions for investor investment decisions.