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2019 - 07 - 24
点击次数: 66
Strategy Type: level II high-frequency trading data are constructed into multi-dimensional features for practical input, deep learning and other machine learning algorithm, thus build portfolios. ...
2019 - 07 - 24
点击次数: 60
Strategy Type: Trend following and Long-Short hedging strategy Investment Targets: Commodities & futures.  Holding Period: 0.5-3 daysPreferred Market and P&L: Prefer trending market ...
2019 - 07 - 24
点击次数: 68
Strategy Type: Day trading arbitrage of stock index futures based on high frequency trading database.Investment Targets: Stock index futuresHolding Period: 5-15 min. Preferred Market and P&L:...
2019 - 07 - 24
点击次数: 30
Strategy Type: Overnight trading of stock index futures based on high frequency trading database.Investment Targets: Stock index futuresHolding Period: 1-3 days. Preferred Market and P&L: Pre...
Research Hui version
市场本周市场情绪小幅上升。本周换手率基本持平,融资余额明显下降,市场成交额小幅上升,市场成交量小幅上升。从周涨跌幅来看,上证综指上涨0.85%,深证成指下跌0.1%,中小板指上涨0.03%,创业板指上涨0.02%;沪深300上涨0.83%,上证50上涨1.28%,中证500下跌0.09%,上证180上涨1.11%。从年涨跌幅来看,上证综指下跌14.69%,深证成指下跌23.91%,中小板指下跌23.88%,创业板指下跌19.47%;沪深300下跌14.69%,上证50下跌8.87%,中证500下跌23.2%,上证180下跌10.96%。策略本周股票市场经历了一波反弹后,高位震荡,市场波动率下降明显,模型小幅亏损。本周商品期货市场继续震荡,黑色系、农产品、化工、金属板块都没有明显趋势,波动率维持在低位。股指期货也维持震荡。目前商品期货和股指期货的波动率都较小,我们会在策略组合维持现有品种的资金配比,另外适度增加反转策略的比重,减少趋势策略,分散标的和策略以达到最优的盈亏比。
发布时间: 2018 - 10 - 08
浏览次数:15
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