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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
市场本周市场情绪明显上升。本周换手率小幅上升,融资余额大幅下降,市场成交额明显上升,市场成交量明显上升。从周涨跌幅来看,上证综指上涨4.32%,深证成指上涨3.64%,中小板指上涨3.9%,创业板指上涨3.26%;沪深300上涨5.19%,上证50上涨6.11%,中证500上涨2.89%,上证180上涨5.48%。从年涨跌幅来看,上证综指下跌15.41%,深证成指下跌23.83%,中小板指下跌23.9%,创业板指下跌19.49%;沪深300下跌15.39%,上证50下跌10.03%,中证500下跌23.13%,上证180下跌11.94%。策略本周股票市场在周一经历了最后一次下跌后,市场终于迎来了一波连续反弹,周一股票模型回撤较大,此后模型收益出现反弹,全周持平;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。股指期货放量反弹。目前商品期货波动率较小,机会少。股指期货市场波动率较大,增量资金进场,我们会在策略组合增加股指期货的配比,另外适度增加趋势策略的比重,减少反转策略,分散标的和策略以达到最优的盈亏比。
发布时间: 2018 - 09 - 24
浏览次数:15
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