First, the pinyin of quantitative investment:
Li Yang.
Second, the characteristics of quantitative investment:
1, subject:
Quantitative investment is to realize the trading concept by establishing a mathematical model, and to realize the accurate tracking of market trading opportunities through the continuous optimization and improvement of the model, thus improving the winning rate and profitability of trading. Therefore, quantitative investment strictly abides by trading signals and excludes investors' emotional factors.
2. Systematize:
Quantitative investment is an investment method in which trading strategies are automatically generated by computers. It will comprehensively consider various factors, including many factors that affect the ups and downs of the market, establish a model, and realize accurate tracking of market trading opportunities through continuous optimization of the model.
3. Timeliness:
Quantitative investment is to use computers to quickly calculate market data and generate trading signals. For the high frequency quantization model, the delay is millisecond.
4. Accuracy:
Quantitative investment relies on historical data, synthesizes all kinds of information, obtains high probability statistical results, and effectively avoids subjective factors of traders.
5. Decentralization:
In order to achieve the purpose of risk control, quantitative investment will allocate the transaction targets, win by probability, and then get a smoother net growth curve.
Quantify the order and type of investment.
First, the stroke order:
Quantity: vertical, horizontal folding, horizontal, horizontal, vertical, horizontal folding, horizontal, horizontal, vertical, horizontal.
Change: left, vertical, left, vertical hook.
Throwing: horizontal, vertical hook, lift, skimming, horizontal folding/bending, horizontal skimming/horizontal hook, pressing.
Information: point, lift, left, horizontal left/hook, left, press, vertical, horizontal fold, left, and point.
Second, the type:
1, quantitative hedging:
At present, most quantitative transactions are high-speed and high-frequency split transactions, such as computerized transactions that seek profits from extremely short-term market changes that people can't take advantage of, such as small changes between the purchase price of a certain security or small differences between different exchanges of a certain stock.
2. Quantification refers to adding:
Increase the return of portfolio by using various quantitative and statistical methods.
3. Quantitative arbitrage:
It is one of the most common arbitrage transactions, such as the intertemporal arbitrage of stock index futures.