Transaction strategy generation method based on artificial intelligence model and engine

Abstract

The invention discloses a transaction strategy generation method based on an artificial intelligence model and an engine. The method comprises a transaction index layer, an AI model layer, a transaction logic layer, a target combination layer and a macrofilter layer from bottom to top. A structured transaction signal is mined by using the AI and machine learning methods and is expanded into a complete transaction strategy, the transaction strategy is delivered to a transaction system for full-automatic operation, an AI algorithm is used for replacing a fund manager for asset configuration andsecurities transaction, the market transaction opportunities are fully automatically mined, and a dynamic adaptive market transaction strategy is generated.

Description

technical field [0001] The invention relates to a method and an engine for generating a trading strategy based on an artificial intelligence model. Background technique [0002] The rise of financial technology in recent years has enabled companies to use financial services more efficiently, and at the same time lowered the threshold for consumers to use financial services, helping to create a fairer social environment. The asset management industry is an important part of the mature financial market. Through the centralized management and operation of the investable assets of customers through professional investment institutions, it can realize the maintenance and appreciation of assets, optimize the allocation of resources, improve the efficiency of the capital market and stabilize the structure of the financial market. effect. [0003] Under the current background of strong supervision of the asset management industry, reshaping of the industrial chain, and opening up o...

AI Technical Summary

Problems solved by technology

The decline in the industry's profit scale has also slowed down the inflow of funds, and the growth of asset management scale has insufficient stamina;

[0005] (2) Institutional performance is poorly stable, and it is difficult to obtain long-term stable and consistent returns

Leading asset management institutions performed strongly in the bull market but performed weakly or even negatively in other periods, resulting in unsmooth fund net worth curves, high volatility, and excessive market correlation in the three-, five-, and ten-year long-term cycle , which is not conducive to the long-term preservation and appreciation of large assets;

[0006] (3) The capacity of the investment strategy is small, and it is difficult to achieve large-scale growth of assets and profits

In the investment strategy, there are few asset portfolio targets, weak Alpha factors, short investment cycles, high investment costs, and large market impacts, which limit the amount of funds that the strategy can accommodate, making it difficult for asset management institutions to obtain scale advantages, and are forced to follow suit. The growth of capital volume, investing a lot of resources to develop a corresponding number of strategies;

[0007] (4) The cost of investment research and operation is high, making it difficult to accumulate industry profits and improve industry efficiency

Investment institutions rely too much on investment managers, researchers, and traders for strategy development and execution. The cost of manpower, development, and operation and maintenance is high, consuming most of the profits, and the repeated R&D and product development among different institutions has resulted in a large number of manpower in the industry. waste, reducing the efficiency of resource allocation

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