We should know that "quantitative investment strategy", as an investment trading strategy, is a technical means to guide investment by using the constructed investment model. So you don't know the overview of futures quantitative investment futures strategy? In fact, the relevant knowledge should be clearly understood.
Quantitative investment futures strategy
The construction of quantitative investor investment model is generally carried out under the framework of modern financial theory, which mainly includes: portfolio selection theory, efficient market theory, MM theory of corporate finance, capital option pricing theory, production pricing theory and arbitrage pricing theory.
When quantitative investors participate in financial market investment decision-making, the fundamental problem they face is what to buy. How much to buy? In fact, this issue itself is a question of portfolio selection. The starting point and destination of modern financial research is to try to quantify and describe financial assets and the relationship between income and risk of financial assets. "Income and risk" is greatly influenced by "combination selection theory".
Mathematically, the mean is the first moment of the data sequence, and the variance is the second moment. According to this idea, we use "skewness" to describe the investment choice under the condition of "asymmetric distribution of asset returns" It is often used in dynamic portfolio management to measure risk by using the expected value of the difference from the preset target return.
The real situation is that there are more fuzzy uncertainties in the quantitative investment market. Fuzzy set theory, fuzzy decision theory, fuzzy programming theory and possibility theory provide us with an effective method.
Financial futures investment strategy
Earn profits: speculation is always flawed, and so is the financial market. Mastering the level is the most important thing. Don't be greedy as long as you can make a profit.
Hide when you can: The days when financial markets are most vulnerable to the weather are usually from Wednesday to Friday in the first week of each month. At this time, there are important economic data released in Europe and America, and the market is in the information receiving period. Don't blindly enter the market at this time, wait for the opportunity.
Enjoy time: trading is not just a strategy, time can conquer everything. Time may consume energy and make people lose their minds. But time can also make people relax and enjoy. You must completely relax and recover at the weekend, and your trading will not be low-level mistakes because of physical warfare.
Accept the fact that 100% people speculate to make money, but less than 1% people can make money through speculation. You must accept this fact and face the dangerous game you are playing with a correct attitude.
Learn to open a position: the iconic price of the general trend is your stop-loss reference point, which has nothing to do with the current spread. We should grasp the short-term trend, and the short-term callback is an opportunity to re-open positions, not an opportunity for backhand operation.
What are the trading strategies for futures investment?
1, mentality. The mentality of futures investment is very important. When you step into this market, it is undeniable that everyone comes with the desire to make money. Profit and loss will affect your mentality. What we should do is to miss rather than make mistakes. Only by controlling greed and overcoming fear can we make long-term profits.
2. stop loss Before placing an order, think about what the stop loss price is and whether it is reasonable. Fill in the stop-loss price immediately after placing the order. Why did you fill in the stop-loss price in the first place? If the market is not the trend you want, you can reduce the loss at the first time. Stop loss means stopping losses, and only small losses can keep vitality.
3. Take profits. Many people often don't take profit well, which makes the profit list become a loss list. Under the unilateral trend, take profit can increase profit space by pushing stop loss method. In the volatile market, profit often requires individuals to consider closing their positions, and not every order must earn thousands of dollars. In the fluctuating market, sometimes dozens of profits add up.
4. price. The price of the order is very important. Futures investment buys price instead of time, and price determines profit and loss. In the bilateral market, the reverse pursuit of orders has caused many people to lose money, and they must make orders with the trend; If it is in a volatile market, we must make good use of the mechanism of two-way trading, increase more and decrease less, and use the method of resistance support to place orders more effectively.