Risk-control-based quantitative trend transaction decision making system and method

Abstract

The present invention provides a risk-control-based quantitative trend transaction decision making system and method. The decision making system quantifies the investment risk to calculate operation points of buying, selling, stopping profit, and stopping loss. The present invention further comprises a decision making method. The decision making method provides a transaction instruction based on probabilistic analysis, conducts trial and error of the transaction command on the premise of risk control, provides a stop-loss value to a false command to force to close a position, provides a stop-profit value to a correct command, and provides a quantitative transaction or a subjective transaction. a transaction can be subjectively conducted through a quantitative transaction model to try to gain the best profit in the condition of profitability; in the condition of loss, the transaction risk should be controlled to the minimum extent as the transaction is strictly executed according to the quantitative decision making system; and quantization illuminates the minimum actionable cycle of ups and downs, so that selection of the best point for profit taking and stop-loss is facilitated.

Description

technical field [0001] The invention belongs to the field of transaction decision-making, and in particular relates to a quantitative trend transaction decision-making system and method based on risk control. Background technique [0002] Quantitative investment is a new method that has emerged in the international financial investment community in recent decades. It has developed rapidly and is known as the three mainstream analysis methods together with fundamental analysis and technical analysis. The latter two can be regarded as traditional securities analysis theories, while quantitative investment is a brand-new analysis method that combines modern mathematical probability statistics theory and financial data analysis engineering, and uses high-speed computer data processing capabilities to realize it. It is a modern analysis method. [0003] Compared with traditional analysis methods, the biggest feature of the quantitative trading decision-making system is quantific...

AI Technical Summary

Problems solved by technology

Therefore, the effect of relying on quantitative models for completely programmed trading is not ideal, but how to clearly and clearly define when to use quantitative trading decisions and when to use subjective analysis methods has become a big difficulty in actual investment trading decisions

[0006] Therefore, although there are various analysis methods for trading decision-making, due to the cognitive bias of research and development concepts and implementation technologies, it is really possible to clearly give the time point of buying and selling in real time, objectively control trading risks, and subjectively obtain There are not many quantitative trading decision-making schemes with reasonable maximum returns and sustainable and stable profits, so investors lack auxiliary trading tools, believe in rumors, blindly trade, and lose money again and again

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