The Portfolio System Based On The Industry Chain And Its Application

With the background of the bad performance of the fund industry,this paper proposes the new idea to establish the portfolio from the viewof the industry chain. The idea is to invest among companys in theindustry chain at the same time, in order to be innovative and effective.The paper begins from the classification of all the A shares, and thendescribe the whole industry chain. After that we use the informationtechnology to establish the portfolio system based on the industry chainand through the system we verify the effectiveness of this portfolio basedon the comparison between performance of the portfolio based on theindustry chain and market index. Besides, this paper provide the analysisand interpretation of the performance of the portfolio during differentperiods, then evaluate the strategy and the considerable innovation andapplication of the system in the future.