Research On Quantitative Investment Strategy Based On Shanghai And Shenzhen 300 Stock Index Futures

With the development of investment varieties,investment regions and financial science and technology,quantitative investment is becoming a hot spot in the theory and practice of financial investment.This paper is based on the combination of theory and practice of investment perspective,first introduced the general situation of the development of quantitative investment at home and abroad,as the quantitative model of empirical analysis;Secondly,we discuss futures market theory,futures investment theory,quantitative investment theory and quantitative investment strategy related to Shanghai and Shenzhen 300 stock index futures;After that,a profit adding model based on the Shanghai and Shenzhen 300 stock index futures is established.Through the historical data of the Shanghai and Shenzhen 300 stock index futures,this paper makes an empirical analysis on the profit adding warehouse model,Related performance test report,the profit adding warehouse model has a good profit effect on the Shanghai and Shenzhen 300 stock index futures marketThe results of this study can be applied to the quantitative investment of Shanghai and Shenzhen 300 stock index futures,and also provide reference for the quantitative investment strategy of other financial futures.