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Design And Development Of Quantitative Investment Trading System

Posted on:2018-03-19Degree:MasterType:Thesis
Country:ChinaCandidate:H J ZhaoFull Text:PDF
GTID:2348330515996647Subject:Engineering
Abstract/Summary:PDF Full Text Request
With the development of computer science and technology,the world's major capital markets with the advantages of information technology,get rapid development,electronic trading is widely popular.Computer science and statistics,mathematics,finance and other disciplines,began to integrate each other,and gradually applied in the field of investment,the stock price analysis,forecasting and transaction execution.In recent years,the scale of quantitative program transactions and strategic models continue to increase,quantitative trading has become a hot topic in the capital market.In order to obtain market excess returns,investors are constantly updating trading tools and trading strategies.With the help of computer efficient computing "quantitative program transactions" has been rapid development.The investment process is automatically performed by the computer screening,trading,replacing the traditional human brain decision-making and manual execution.Improve the subjective experience of people,trading mentality,cognitive bias and other defects,resulting in the effect of the transaction is not ideal.Quantitative program transactions are increasingly accepted by the market.This paper is mainly to study the theory of quantitative programming investment,according to its characteristics to design a suitable for domestic quantitative program transactions software system.The paper first analyzes the basic theory of quantitative procedures and the present situation of domestic and foreign development.And then according to the needs of the market analysis,put forward specific design and how to achieve.And to complete the design of the system function of the practice of retest,and achieved good results to meet the needs of investors.
Keywords/Search Tags:computer, quantification investment, quantitative model, Design and Development
PDF Full Text Request
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