An A-Share Board Chasing Strategy Based on the JoinQuant Platform

Abstract

The price limit system sets a limit on the price fluctuation of stock prices to ensure the stable operation of the securities market. Current research mainly focuses on the impact of various price limit policies on the stock market, but research on short-term investment strategies and methods for price limit stocks is still insufficient. Since the proportion of people who can get great investment returns in the Chinese stock market is very low, this paper aims to explore the stocks with good liquidity on the stopping stocks to construct investment strategies. In this paper, five important stock factors are identified through the multi-factor stock selection method, and then through the Join Quant platform with a back testing method, we finally get a good excess return and determine the value range of these five factors. Based on the above research, people can provide a good stop trading strategy for individual investors. This strategy can be called as a board chasing strategy, which can help investors to get high investment returns in a short period of time.