Based On The Quantitative Model Study Of The Way Of Turtles

After years of rapid development, quantitative trading becoming a professional investors in the global financial market is the main trading operations. As domestic tool innovation in financial markets and global financial integration, quantitative trading began to apply, for the majority of investors in China’s financial market is gradually developed.In this paper, the turtle trading rules of specific strategy is through constructing Donchian stone as the technology base, through the set time period, breakthrough was the lowest buying, selling, the strategy to futures markets in the United States once achieved astonishing returns, the trading strategy was free to the public, is actually a long-term trend-following technical analysis strategy, law of sea turtle trading system is one of the world’s most famous quantitative model, developers are Richard Dennis, commodity speculation on Wall Street traders today still get quantitative trader in the world.In this article, through the turtle trading rules of application on the CSI 300 stock index futures trading ideas, using quantitative trading cloud server to execute trading strategy to explore, to explore the turtle trading rules, demonstrates its rationality, build a quantitative model, using programmed trading operations, through the historical data of posterior, and through monte carlo simulation VAR test, analysis of quantitative exchange of a series of problems, thus put forward by using the model need to be aware of problems and prospects for the future development of quantitative investment, artificial intelligence and the use of mobile Internet, is helpful to promote the orderly multi-level development of financial industry in our country.