Research on Quantitative Investment Strategy Based on Multifactor and Double Average Model
Keywords:Quantitative investment, Multi factor stock selectionm Double moving average trading strategy, Timing strategy, Technical analysis.
In recent years, with the gradual maturity of China's capital market, the number of rational investors is also increasing, and the demand and application for quantitative stock selection is becoming increasingly widespread. Among many quantitative stock selection theories, the multi factor stock selection model and the double moving average stock selection model are favored by institutional investors due to their inherent characteristics such as discipline, systematicness, and accuracy. This article conducts quantitative stock selection analysis for listed companies based on a quantitative investment research model based on multiple factor and double average line models, and studies whether the model can help investment and obtain additional benefits, providing some ideas for future quantitative analysis.
Yu Longfei (2020). Design and Implementation of a Quantitative Trading System for Stock Markets Based on Deep Learning. Thesis of Shandong University, 19.
Yu Na (2021). Research on Quantitative Stock Selection and Quantitative Timing Strategies. Thesis of Shandong University, 11.
Wang Yibin (2021). Research on Stock Investment Strategies Based on Volume Price Moving Average. Thesis of Central University for Nationalities, 15.
Giselle Li (2022). Construction and Application of Multifactor Quantitative Investment Strategies. Thesis of University of Electronic Science and Technology, 26.
Zhao Jiayi (2019). Quantitative Investment Development and Analysis of China's Current Situation. Journal of Xi'an Jiaotong University, 6.
How to Cite
This work is licensed under a Creative Commons Attribution 4.0 International License.