The construction and application of a quantitative trading system based on a trading model that repeatedly trades at the same price

Sansan Li; Dongxian Zhou

doi:10.1117/12.2615181

15 October 2021 The construction and application of a quantitative trading system based on a trading model that repeatedly trades at the same price

Sansan Li, Dongxian Zhou

Author Affiliations +

Proceedings Volume 11933, 2021 International Conference on Neural Networks, Information and Communication Engineering; 119332P (2021) https://doi.org/10.1117/12.2615181
Event: 2021 International Conference on Neural Networks, Information and Communication Engineering, 2021, Qingdao, China

Abstract

In recent years, quantitative trading has rapidly become popular in the domestic investment field, and it has played an increasingly important role in the investment decision-making of private equity funds and investors. This article combines the traders’ quantitative trading experience to build a quantitative trading system that repeatedly trades at the same price to capture the trend market from the aspects of trading models and position management. The article describes the use of the quantitative trading system in combination with the parameters, and the test results show that the system has good profit potential.

Citation Download Citation

Sansan Li and Dongxian Zhou "The construction and application of a quantitative trading system based on a trading model that repeatedly trades at the same price", Proc. SPIE 11933, 2021 International Conference on Neural Networks, Information and Communication Engineering, 119332P (15 October 2021); https://doi.org/10.1117/12.2615181

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