Scheme Improvement Of Bollinger Belt Channel Trading Under The Background Of Russia-Ukraine Conflict

In 2022,Russia launched a military offensive against Ukraine and the Russia-Ukraine conflict broke out in full force.As the situation worsened,the United States and other Western countries imposed sanctions on Russia,which dealt a heavy blow to Russia’s nickel exports,resulting in a global supply shortage and a sharp rise in nickel prices,which in turn exacerbated the global energy crisis and the risk of economic stagflation.At this point,the establishment of quantitative investment strategy is more appropriate.The purpose of this paper is to make an empirical test of arbitrage in China’s Shanghai nickel futures market by improving the quantitative investment strategy of the traditional Bollingbelt channel.On the one hand,it provides objective and accurate investment opinions for general investors by comparing the implementation effect of the trading strategy before and after improvement.On the other hand,under the background of the influence of the Russian-Ukrainian War on China’s Shanghai nickel futures trading market,Explore and improve the effectiveness of spot pricing,on this basis to improve the Shanghai nickel futures market in China,and provide advice to investors.This paper applies the theory of Bolling line to the trading market of nickel futures.Shanghai Nickel futures were selected as the research object to conduct quantitative statistical arbitrage practice research,and the wavelet theory and co-processing theory were used to preprocess the data.The statistical arbitrage scheme was designed by combining the Bollinger Bands Theory channel theory and the Kauffman Adaptive Moving Average Theory.Finally,the strategy was tested back,and the implementation effects of the two strategies before and after improvement were compared and evaluated.Then test the improvement effect of parameter optimization on the improved trading strategy.The empirical results show that the strategy return of the improved strategy is higher than that of the improved strategy.At the same time,the strategy optimization method of parameter optimization plays a significant positive role in improving the performance,which can provide good reference for investors in Shanghai nickel futures market.