Research And Implementation Of Quantitative Trading System Based On Turtle Rule

In the era of Internet and artificial intelligence today,with the continuous development and perfection of the securities market and the accelerated integration of domestic and international financial markets,quantitative trading has become a trading tool that traders pay more and more attention to.Quantitative trading is a rational and scientific trading tool,all operations are based on the preset rules,which can greatly avoid the irrational decisions made by investors under the influence of subjective emotions.In order to solve the problem of parameter optimization and timeliness of turtle trading rules,this thesis propose a parameter adjustment method based on evolutionary algorithm and swarm intelligence algorithm and proved the feasibility and superiority of the algorithm through comparative experiments.this thesis also design an experiments to prove that frequent parameter adjustment can effectively ensure the timeliness of turtle trading rules.Finally,this thesis design and implement a quantitative trading system based on turtle trading rules.The research work of this thesis includes three aspects:the realization of turtle trading rules,the research and implementation of automatic parameter adjustment based on wolf colony algorithm,and the design and implementation of quantitative trading system.In this thesis,we first implement the turtle trading rules,and use historical data to verify the availability of the rule in the current stock market.Then,this thesis studies the parameter optimization and timeliness of the turtle trading rules,and proposes an automatic parameter adjustment method based on evolutionary algorithm and swarm intelligence algorithm.The algorithm uses the idea of survival of the fittest and global optimization design to automatically adjust the parameters,and can find the parameters that keep the model high profit and low loss in a short time.Finally,this thesis implements a quantitative trading system based on the turtle trading rules,which can give real-time trading instructions within the trading time,and uses periodic automatic parameter adjustment to ensure the timeliness of the turtle trading rules.The parameter optimization algorithm and quantitative trading system proposed in this thesis have certain reference value for researchers who pay attention to quantitative trading.