Quantization refers to the use of computer technology, based on mathematical statistics and mathematical modeling, to find out the trading methods that can bring excess returns with high probability from massive historical and current data, so as to avoid the negative impact of irrational decision-making caused by investor's emotional fluctuation in the process of manual trading. A qualified quantitative trading model must be based on the trend judgment or arbitrage principle with clear economic significance, further systematized and procedurally abstracted, and the form presented is a set of logically complete and executable trading instruction flow and logical control scheme.

What is strategy?

Strategy, literally, refers to a set of programs that can achieve goals; Simply put, it is a series of preset behavior patterns that will be enabled under different trigger conditions.

In securities trading, strategy refers to taking corresponding trading actions when preset events or signals occur.

What is a quantitative strategy?

The so-called quantification is to digitize events or signals in behavior patterns and analyze them through a set of fixed logic, rather than making judgments and decisions based on people's feelings or intuition.

Traditional traders usually perform some specific transactions after seeing some graphic technology forms. If the graphic form can be described by a series of data that can be recognized by a computer program, the program can automatically judge and decide whether to trade, and automatically manage positions and control risks, which will become a quantitative strategy.

Generally speaking, the so-called quantitative strategy is to completely realize the whole transaction process as a computer program, and the computer program automatically completes the data reception, processing and transaction execution. In order to formulate such a quantitative strategy, it is necessary to collect a certain amount of data in advance and establish a set of decision-making model based on numbers, which is usually called the research of quantitative strategy; When the strategy is well studied, it is necessary to realize it and make it run.

Is quantitative strategic investment reliable?

Let's look at the data of a quantitative platform:

According to the back test data based on the one-week strategy (2017.12.1-17) run in digital currency in February, released by Yikuan Quantization Platform:

One-week strategy (2017.12.1-17) is used to backtest the data.

We can see that all three strategies have achieved positive returns, and now the market in digital currency fluctuates greatly, which is a good time to use strategies for trading!

Optimus Prime

Optimus Prime made a lot of money. Since the entry of 65438+ 1 1 in February, the strategy has been held until now, and it is still in a floating holding state. If the price falls, the profit will be taken back, and the yield will be reduced.

eternal sword

"Eternal Dragon Slayer" entered the market late, but its position is good. Soon after entering the market, it began to rise, and at present it also holds many orders.

Get ready for

"Ready to go" entered the market the earliest, but the premature take profit led to repeated opening and stop loss, which was not suitable for that market, but fortunately the last paragraph caught a slight loss.

The judgment and decision-making process of any individual investor will be influenced by various psychological factors such as cognition, emotion and will to varying degrees. Quantitative investment relies on computers to allocate investment portfolios, which overcomes human weaknesses and makes investment decisions more scientific and reasonable.