The Application Of The Intraday Trading Strategy Based On The Time Series Model In The A Share Market

This paper is about the discussion of the a trading strategy based on the time series model used in the A share market, trying to analyze the feedback which the model results tells us about and to further reveal the market transaction behavior psychology and microstructure of the trade market covered in the results of the trading strategy.The theoretical basis of the application in this paper is the technology analysis on the stock market often used by short-term traders, but I add my original through in the specific application. Talking about the data tools, I use MATLAB to carry on the massive data procession. Due to limited space of this paper, the range of data is not wide enough, if you are interested in my model, you can further expand the scope of data to find the laws of the market more.