Research On The Development And Application Of Factor Portfolio Quantitative Investment Strategy

With the great changes of investment in the financial industry,the wave of quantitative investment in the industry is coming in,and it also attracts the close attention of Chinese industry people.In addition,the concept and approach of quantitative investment is mature and can be used reasonably in the complex financial markets.It entered the market late,but the development speed reflected is very large.In the current rapidly changing financial development trend,the quantitative investment concept will gradually be accepted,which will lead to the strong improvement of China's financial market.This article mainly aims at the actual function and meaning of building the model are discussed,the existing model is compared,and the current investment market of the stock and futures methods are discussed,such as whether the method can refer to the actual investment.The first chapter is mainly about the acceptance and use of the model in our country.The latter chapter mainly explains the content and its value,and explains the four factors of quantitative investment theory model of the industry,clarifying its generality and characteristics.Chapter three and chapter four are the core chapters of the article.Chapter three focuses on the main methods and how to operate the model in practice.The fourth chapter evaluates and compares the quantitative investment model of factor portfolio constructed in chapter three to find out the possibility of greater interest growth.On this basis,the continuous argument and research are carried out with the data of multiple references.During the overall construction of the model,the stability problems brought by the integration of each factor are studied and analyzed,and more references and credentials can be obtained when the model is created.The last chapter is the summary of the research and the future research.This paper,comparing the several kinds of models of existing results show that the factor combination stock selection model and the stock index futures hedge model to obtain the more objective excess return,worth company rationally used in the actual operation.