基于量价关系原理改进RSI指标的量化投资策略研究——以震荡行情的A股市场证券为例

A Study on Quantitative Investment Strategy of Improved Relative Strong Index

要掌握市场先机,投资者可以采用数学建模和计算机编程相结合的投资策略,以量价关系原理改进的RSI指标的量化投资策略,是投资者可以加以借鉴的一种。在改进后的双指标策略的指引下,加上合适的资金管理和风险控制,投资者有望在较低的风险下获得较平稳的收益。

To grasp the initiative chance of stock markets,investors need to build up strategies which are based on mathematical modeling and computer programming. Quantitative Investment Strategy of Improved Relative Strong Index, i.e. Improved RSI, has been proved as an effective one for the investors, by which they can make smooth earnings even great profits.