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The Study On Development And Application Of Investment Strategies To China Growth Enterprise Market ETF For G Securities Company

Posted on:2019-07-17Degree:MasterType:Thesis
Country:ChinaCandidate:X QiFull Text:PDF
GTID:2439330596462870Subject:Senior management of industrial and commercial management
Abstract/Summary:PDF Full Text Request
This essay is aimed at developing effective investing strategies,including medium-and-long-term investing strategy and short-term investing strategy,for customers in G Securities Company who involve in Growth Enterprise Market(GEM)investment.Based on the investment effect analysis of GEM customers in G Securities Company,we choose GEM Index ETF as a tool to construct the investing strategies,and then conduct series of back-testing to prove the effectiveness.Currently,G Securities Company's investment services available to customers mainly focus on shares communication,with few ETF strategies communication on market timing.This essay helps G Company to strengthen its services to brokerage customers and enrich its system of the wealth management services and investment advisory services.The content of this essay consists of the following three parts:1.The investment services that GEM customers receive in G Securities Company,the key problems found in the services.2.The introduction of GEM Index ETF as a supplementary tool to currently service system.GEM Index ETF is formed of 100 GEM shares of companies with highest market value and trading activity.The nine Strategic Emerging Industries account for more than 70% market value of GEM,which gives high-growth feature to the GEM index and to some extent,helps customers to solve the problem of selecting companies shares.3.The construction of GEM Index ETF investing strategies.This essay adopts the moving average(MA)technical analysis as the basic analyzing method.By improving aspects including the combination of different moving averages,trading frequency,position adjusting,we construct two investing strategies: medium-and-long-term investing strategy and short-term investing strategy.For GEM customers in G Securities Company,the above two improved strategies give clear guidance and suggestions for trading direction,trading timing and position adjusting.
Keywords/Search Tags:GEM Index, ETF, investing strategies, moving average(MA)
PDF Full Text Request
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