基于风险控制修正海龟交易系统的研究与实证

Research and Demonstration of Modified Turtle Trading System Based on Risk Control

论文以海龟交易法则这一经典投资交易系统为研究对象,细致分析了它在金融投资中可能产生的风险,并对由此产生的问题提出解决方案,对海龟交易系统进行修正并实证,以实现在运用海龟交易法则时,不但有效地降低风险,同时尽可能保证收益最大化。

Turtle trading rules, the classic investment trading system is taken as the research object of this paper, a detailed analysis of the risks produce d in the financial investment is carried out, and paper puts forward the solution of the problems, corrects and demonstrates the turtle trading system, to realize that in the application of turtle trading rules, we can not only effectively reduce the risk, but also as far as possible ensure maximumbenefits.