摘要
RADA指标是瑞银证券研究部提出的一项综合反映全球经济情况的指标,本文以RADA指标为基础详细介绍RADA指标区间法、基于RADA的常用指标法以及RADA指标光滑曲线一阶导数法等投资策略,阐述每种策略的产生过程、交易设置以及全数据段的测试,最后比较各种量化投资策略的表现优劣情况,对投资者具有参考价值。
The RADA index is proposed by UBS Securities Research Department,which can reflect the global economic situation comprehensively.The paper introduces the RADA index interval method based on the RADA index,the common index method based on RADA and the RADA index smooth curve by first derivative investment strategy,elaborated the generation procedure of each kind of strategy,the whole transaction settings and data segment test,finally the paper compared the performance of various quantitative investment strategies,which can provide reference for investors.
出处
《财会通讯（中）》
北大核心
2016年第9期3-8,129,共6页
Communication of Finance and Accounting
关键词
量化投资
RADA指标
策略工具
Quantitative investment
RADA index
Strategic tool
