The Design Of Intelligent Trading System Based On Non-equilibrium Process

In recent years,China has made great efforts to develop scientific and technological innovation.The trend of science and technology sweeps all walks of life in this era,and it also brings unprecedented development opportunities for all walks of life.For the financial industry,intelligent trading has been developed for decades abroad and has become the choice of most investors.However,domestic intelligent trading is still in its infancy.Compared with subjective trading,intelligent trading has higher execution efficiency and can avoid certain risks.Therefore,the design and research of intelligent trading system has broad domestic development prospects and great research value.The research on the statistical characteristics of financial price system conditions is the foundation of designing and constructing intelligent trading system.In this paper,minute-level high-frequency data of futures rebar index are taken as the research object.First,a dynamic model is established for the financial price system.Based on the previous research on Q Gaussian distribution,statistical features and distribution forms of the financial price system,such as abnormal diffusion and self-correlation,are verified.Then a model from non-equilibrium state to equilibrium relaxation evolution is constructed to describe the non-equilibrium relaxation process of complex system,and then the price system of rebar index is compared with the non-equilibrium relaxation model,and kurtosis is introduced to measure the distribution characteristics of financial complex system whose distribution form deviates from normal distribution.According to the non-equilibrium relaxation model of the price system,an intelligent trading system with multi-scale strategy is designed based on the single scale strategy and the multi-scale idea.This paper uses the historical data of rebar index to verify that the trading system has good profitability and anti-risk ability,and conducts a period of simulation to verify its continuous effectiveness,and further uses the Shanghai silver index to verify the adaptability of the trading system,and finally carried out real trading for a period of time.The research and design work of this paper is of great significance not only in the study of the statistical characteristics of complex system conditions,but also in the financial field of intelligent transactions has a certain practical significance.