Bond Investment Own Computer Trading Model And Realization

In china, the bond market is a totally fresh market. Compared to those matured bond market we still have a long way to go. With the development of our bond market, more and more derivatives are coming up, going to be used in hedge transactions and going to be traded. Thus the liquidity of our financial market will be hugely improved. And it could appear in our country's program trading that the implicit yield program trading, derivatives pricing program trading and market maker program trading develop at the same time. Meanwhile through the research and investigation of bond market volatility, we try to find out the interrelationships between the volatility and market movements, methods and experience on risk control. Founding and improving our own trading strategy research, only then will our bond market, even the whole financial market, will grow up well and get matured.As the fund founding of bonds are fast, costs and with large capabilities, which happens to be in accordance with the way how economic grows, and has received large amount of investment. To an investigate institute, a good analyse software helps them to gain more profits. As a matter of fact that at present there are not many software, which provide characteristic index, we will do some analysis on regression model and nerve network in this article.We have done some further research in index analysis, designed some predict-models with the data provided by wind-software and tried to give out effective prediction value with certain tolerance. A basic program trading will be accomplished following the given trading strategy.Some further research on Data-Mining Model, Regression-Model, BP Nerve Networks Model have been done, and we have also tried to construct a trading Model after certain trading strategies.With Matlab and Java, we have accomplished prediction part and Trading part. Furthermore, in order to share our Matlab Model, we used Matlab builder JA and mcc to expend it into a dll file, which can be called by many other programming languages.