Investment object selection method and device and computer readable medium

A selection device and computer technology, applied in the field of selection and investment target selection, can solve problems such as high volatility, achieve stable returns and reduce risks

Inactive Publication Date: 2018-09-07
ONE CONNECT SMART TECH CO LTD SHENZHEN
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

However, the average annualized rate of return of these portfolios may be negative in the future, the Sharpe ratio may also be negative, and the volatility may also be high

Method used

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  • Investment object selection method and device and computer readable medium
  • Investment object selection method and device and computer readable medium
  • Investment object selection method and device and computer readable medium

Examples

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Embodiment Construction

[0056] Various exemplary embodiments of the present invention will now be described in detail with reference to the accompanying drawings. It should be noted that the relative arrangements of components and steps, numerical expressions and numerical values ​​set forth in these embodiments do not limit the scope of the present invention unless specifically stated otherwise.

[0057] The following description of at least one exemplary embodiment is merely illustrative in nature and in no way taken as limiting the invention, its application or uses.

[0058] Techniques, methods and devices known to those of ordinary skill in the relevant art may not be discussed in detail, but where appropriate, such techniques, methods and devices should be considered part of the description.

[0059] In all examples shown and discussed herein, any specific values ​​should be construed as exemplary only, and not as limitations. Therefore, other instances of the exemplary embodiment may have dif...

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PUM

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Abstract

The invention discloses an investment object selection method and device and a computer readable medium. The investment object selection method comprises the steps of determining candidate factors; performing regression calculation on each candidate factor, and obtaining a correlation coefficient, an information ratio and three-grade Sortino ratio corresponding to each candidate factor; determining an effective factor according to the correlation coefficient, the information ratio and the three-grade Sortino ratio corresponding to each candidate factor; and selecting an investment object fromall funds according to the effective factor and the information ratio corresponding to the effective factor. Therefore, the investment object selected according to the method can pursue steady incomewhile significantly reducing the risk.

Description

technical field [0001] The present invention relates to the technical field of investment target selection, and more specifically, the present invention relates to an investment target selection method, device and computer-readable medium. Background technique [0002] At present, the investment portfolio can be artificially selected macroscopically, or a certain number of funds can be artificially pre-selected. According to the past returns of these funds, the investment portfolio under the optimal Sharpe ratio can be selected through the Markowitz model. . However, the average annualized rate of return of these investment portfolios in the future may be negative, the Sharpe ratio may also be negative, and the volatility may also be high. Contents of the invention [0003] An object of the present invention is to provide a new technical solution capable of solving at least one of the above-mentioned problems. [0004] According to a first aspect of the present invention...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/06
CPCG06Q40/06
Inventor 吕东哲
Owner ONE CONNECT SMART TECH CO LTD SHENZHEN
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