基于技术分析理论的量化选股模型的研究——针对中国股市-工商管理专业论文.docxVIP

I I 摘 要 技术分析理论经过了上百年的发展，其地位越来越得到了广大投资者的认可。 但是随着我国证券市场的不断发展，股票的数量也日益增多，通过人工选股的方法 的局限性也日益凸显。在金融领域，计算机化的技术分析发展虽然时间不长，但已 经显现出来强大的应用前景。投资者能根据自身的实战经验和技术分析理论相结 合，通过计算机程序语言来编写出交易策略，这样可以将投资者从繁重的看盘选股 中解放出来，同时还可以减少因为情绪波动而做出的错误操作带来的损失。 本文首先介绍了量化投资和股票分析方法，重点介绍了技术分析，其次介绍了 怎么将技术分析转换为量化策略，我们选取了三个经典的 K 线组合：一针到底，攻 击迫线和吞并反转，将其编写成量化策略，引入历史数据进行回测，通过模型分析 来挑选个股决定其买点，按持仓 1 日，2 日，3 日，4 日来分别计算其最终收益情 况。最后通过输出结果分析来对股票的交易时机进行验证，希望能为投资者提供有 价值的参考。 关键词：技术分析，股票，量化模型 II II Abstract After more than a century development, technical analysis theory is becoming more and more recognized by the majority of investors. With development of Chinas securities market, the number of stocks is continuously increasing, the limitations of using artificial methods to select the good stocks are also increasingly prominent. In the financial sector, the development of computerized technical analysis though not long, but it has emerged a strong prospect. Investors can combine their practical experience and technical analysis theory, through programming language to write the trading strategies, the investors can be liberated from manually selecting stocks from over 2500 stocks. Furthermore, which also can reduce losses due to faulty operation caused by mood swing. In this paper, we introduced the quantitative investment and stock analysis methods, focusing on the technical analysis, followed by introduction of how to convert technical analysis to quantitative strategy, we selected three classic K-line combination to be written as quantitative strategies, then do test on the historical data by select stocks to determine their selling points, then keep the positions for 1 day, 2 days, 3 days and 4 days, then calculate its final earnings, respectively. Finally, we provide the analysis report base on model’s output. We expect our research could be a valuable reference to the investors. Key words: technical analysis, stock, quantitative model PAGE PAGE IV 目录 HYPERLINK \l _bookmark0 第 1 章 引言 1 HYPERLINK \l _bookmark1 1.1