Computer Science ›› 2020, Vol. 47 ›› Issue (6A): 612-615.doi: 10.11896/JsJkx190600007

• Interdiscipline & Application • Previous Articles     Next Articles

Stock Investment Strategy Development Based on BigQuant Platform

LI Yong   

  1. Business School,China University of Political Science and Law,BeiJing 102249,China
  • Published:2020-07-07
  • About author:LI Yong, born in 1964, Ph.D, professor, Ph.D supervisor, is a member of China Computer Federation.Her main research interests include financial engineering and risk management.
  • Supported by:
    This work was supported by the General ProJect of Humanities and Social Sciences of Ministry of Education of China (19YJA790046).

Abstract: Based on BigQuant platform,a stock investment consulting system,using its StockRanker algorithm and back-test mechanism,this paper analyzed the characteristic data of 1848 stocks in China’s stock market after deducting CSI 300 index component stocks from all A shares with normal trading during the sample period from January 1,2010 to February 5,2019,and ranked the stocks with the greatest investment value so as to provide intelligent and personalized asset allocation proposal for investors with different risk preferences.Based on the CSI Smallcap 500 index,through strategic Judgment,this study developed product D with better and more stable investment returns than the standard index fund by substituting the poor performance component stocks with excellent performance non-component stocks,which has shown.

Key words: Big data, BigQuant platform, Investment strategy, Stock Ranker algorithm

CLC Number: 

  • TP399
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