Research On Quantitative Strategy Based On Improved Bollinger Band And KDJ Index

The domestic financial market has developed rapidly in recent years.Nowadays,A-shares are included in the MSCI index.The Sino-US trade war is intensifying,and the investment methods of financial institutions are constantly changing.From traditional value investment to quantitative investment is the future development trend,before the domestic rate of return.More than half of the ten fund institutions use quantitative investment methods.The basic quantitative investment is based on the combination of technical indicators and financial indicators.The probability of statistics is used to judge the future direction of the market.Quantitative investment will avoid the risk caused by emotions.The computer will judge the timing of buying and selling transactions more quickly and avoid The necessary slippage cost is very practical for individual investors.This topic selects the improved combination of Bollinger Bands and KDJ indicators and uses quantitative investment methods in simulation and empirical analysis.Among the many technical indicators,the Bollinger Band is selected in combination with the KDJ indicator.KDJ is a technical indicator for judging overbought and oversold.The Bollinger Band is generally used to analyze the supporting pressure technical indicators,and the combination of these two technical indicators can be exerted.The advantages of each other make the indicator more accurate.In the study,the advantages and disadvantages of the traditional Bollinger Band are described.The existing Bollinger Middle trajectory is composed of moving averages,and the moving average is advantageous for judging a long-term trend and facing market fluctuations.There will be obvious hysteresis.In the study,the Kraftman moving average is used to replace the middle line of the Bollinger line,and the difference between the traditional Bollinger line and the fluctuation is optimized.The Monte Carlo method is used to compare the gains before and after the improvement.The probability.The quantitative strategy research is not only the research on the trading point,but also the selection of the stock pool.This paper selects the multi-factor scoring model and analyzes the financial indicators.The candidate factors include 4 categories and 16 factors,including valuation,profit,Considering quality,operation and other aspects,we analyzed the 10 industries of CSI 300 stocks,selected 50 high-quality stocks as strategic back-test stock pools,and randomly selected 10 stocks as the broad applicability of verification strategies.The final value investment strategy and portfolio strategy use two sets of stock pools to make comparative income analysis,demonstrating that quantitative investment is more profitable to investors than the value investment in the current financial environment,and the value investment strategy relies on high-quality stock pools to have investment.meaningful.