playvideostrippoker| How to write quantitative investment strategies: What are the commonly used indicators of quantitative investment strategies?

Quantitative Investment Strategy: analysis of Common Indexes

In recent yearsPlayvideostrippokerWith the development of financial market and the progress of computer technology, quantitative investment has gradually come into the public's field of vision. Quantitative investment strategy uses mathematical models and computer programs to analyze a large number of historical data in order to obtain stable excess returns in the financial market. This article will introduce in detail some commonly used indicators in quantitative investment strategies, and explain how to use these indicators to formulate investment strategies.

1. Moving average (Moving Average)

The moving average is one of the commonly used technical indicators in quantitative investment. it analyzes the price trend by calculating the arithmetic average of the price over a period of time. Moving averages can be divided into short-term, medium-term and long-term. Moving averages with different time periods can help investors judge the short-term, medium-term and long-term trends of the market. When the short-term moving average crosses the long-term moving average, it may herald a change in market trends.

two。 Relative strength index (Relative Strength Index)Playvideostrippoker, RSI)

The relative strength index is an oscillating indicator of overbuying or overselling in the market. Its value ranges from 0 to 100. In general, the market is considered overbought when the SSI value is more than 70, and oversold when the SSI value is less than 30. According to the change of SSI value, investors can combine with itsPlayvideostrippokerHe used indicators to determine the timing of entry and departure.

3. Bollinger belt (Bollinger Bands)

The Bollinger belt consists of three lines, namely, the upper rail, the middle rail and the lower rail. Among them, the middle rail is the moving average in a certain period, and the upper and lower rail is based on the middle rail plus or minus a standard deviation. The Bollinger belt can help investors judge the volatility of the market. When the price hits the upper track, it may indicate that the market is overheating; when the price reaches the lower track, it may indicate that the market is too cold. Investors can adjust their investment strategies according to the changes in the Bollinger belt.

4. MACD (Moving Average Convergence Divergence)

MACD is a momentum indicator of trend tracking, which analyzes the change of price trend by calculating the difference between the moving averages of two different periods. When the MACD line crosses the signal line, it may indicate a change in the market trend. In addition, the zero axis of MACD also has reference value. When MACD is above zero axis, it indicates that the market is on an upward trend; when MACD is below zero axis, it indicates that the market is on a downward trend.

5. Stock return and price-to-earnings ratio (Price-to-Earnings Ratio)Playvideostrippoker, pare E Ratio)

Price-to-earnings ratio is a commonly used valuation index in the stock market, indicating that investors are willing to pay the price per unit of income. A higher price-to-earnings ratio may mean that stocks are overvalued, while a lower price-to-earnings ratio may mean stocks are undervalued. Investors can evaluate the investment value of different stocks by comparing their price-to-earnings ratios. In addition, the price-to-earnings ratio can also be used to compare valuations between companies in the same industry.

The five indicators described above are only part of the quantitative investment strategy, and in fact there are many other indicators for investors to choose from. Investors need to formulate their own investment strategies according to their own investment objectives and risk tolerance, combined with a variety of indicators. At the same time, it should be noted that quantitative investment strategy is not omnipotent, investors should also pay attention to market dynamics and fundamental factors in actual operation, in order to obtain ideal investment return.

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