念空公众号
021-50773837
CN | EN
Shanghai Goku Data Com Center (Limited Partnership)
Research Hui version
Hot News / 热点新闻
2019 - 07 - 24
点击次数: 162
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: 172
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: 157
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: 60
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
市场本周市场情绪大幅上升。本周换手率小幅下降,融资余额小幅下降,市场成交额大幅上升,市场成交量巨幅上升。从周涨跌幅来看,上证综指下跌0.76%,深证成指下跌2.51%,中小板指下跌3.17%,创业板指下跌4.12%;沪深300下跌1.08%,上证50下跌0.5%,中证500下跌2.54%,上证180下跌0.78%。从年涨跌幅来看,上证综指下跌18.91%,深证成指下跌26.51%,中小板指下跌26.76%,创业板指下跌22.03%;沪深300下跌19.57%,上证50下跌15.21%,中证500下跌25.29%,上证180下跌16.51%。策略本周股票市场继续下行,沪市成交频繁低于1000亿,在这样的环境下,只有基本面模型具备防御性,大部分统计套利信号表现一般;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,波动率继续下降。股指期货窄幅震荡。目前商品期货和股指期货市场波动率都较小,我们策略组合维持目前股指期货和商品期货的配比,另外适度降低趋势策略的比重,增配反转策略,分散标的和策略以达到最优的盈亏比。
发布时间: 2018 - 09 - 17
浏览次数:30
Address:Suite 2412-2415,China Merchants Tower, No. 161 EastLujiazui RD., Pudong, Shanghai
TEL:021-50773837
Copyright © 2005 - 2013 Shanghai Goku Data Com Center (Limited Partnership)
Public number
Share to:
Zip code:330520
犀牛云提供云计算服务