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A Stock Prediction System Based On Stock Price Synchronization

Posted on:2021-05-24Degree:MasterType:Thesis
Country:ChinaCandidate:X ZhangFull Text:PDF
GTID:2439330611462826Subject:Engineering
Abstract/Summary:PDF Full Text Request
In the mature capital market,all the information of the enterprise can be fully reflected in the stock price.However,the stock price of the emerging capital market can not truly reflect the value of the enterprise,and it is easy to be affected by the market factors,resulting in the same rise and fall of the stock price.The development of China's securities market is relatively late,and the phenomenon of stocks rising and falling together is more obvious.At present,the research on stock price synchronicity at home and abroad mainly focuses on generating mechanism,influencing factors and economic consequences to market and company finance,lacking of research to use stock price synchronicity for stock prediction.This paper proposes a method to calculate the synchronization index between two stocks,according to which a stock combination with the same rise and fall property is obtained,and then forecast the overall trend of the stock portfolio,and formulate the corresponding trading strategy.In view of the feasibility of this method,this paper puts forward three questions: first,how to calculate the synchronization index between two stocks,and thus the related stock group is selected;second,is it possible to use stock price synchronization to forecast stock trends;third,how to analyze the overall trend of stock prices using related stocks with the same rise and fall and what kind of trading strategy to make in pursuit of profit.In order to solve the third problem mentioned above,this paper designs and implements a stock prediction system based on the synchronization of stock price.The system finally realizes the function of using stock price synchronicity to predict stocks,which can provide investors with account management,user management,stock data management,associated stock analysis,trading signal analysis,visualization and other functions.According to the actual results,the stock prediction method based on stock price synchronicity proposed in this paper can effectively find stock portfolios with stock price synchronization,and the results have strong industry relevance.In such a group of stocks with the nature of stock price synchronization,the rises and falls of individual stocks and the overall stocks are similar.The system can draw trading signals according to the rise and fall of the overall stock,and simulate actual trading decisions,and finally calculate the strategy's return.Experiments show that this method can effectively help investors analyze stock trading and increase profits.Using the stock prediction system,stock researchers andordinary investors can easily carry out stock analysis,which has certain practical significance for users to select shares and stock trading.
Keywords/Search Tags:Stock price synchronicity, With the rise and fall phenomenon, Stock prediction
PDF Full Text Request
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