基于布林带的贵阳银行股票量化投资策略研究

Research on Stock Quantitative Investment Strategy of Guiyang Bank Based on Bollinger Band

量化投资是当前股票投资策略构建的热门选择,利用模型和计算机技术来实现投资过程。构建基于布林带通道的交易策略模型,以贵阳银行股票2021年1月1日到2021年11月30日之间的220个交易日数据为研究对象进行仿真实验,将其与均线系统策略进行对比分析。实证结果表明,对于贵阳银行股票的投资决策,均线系统策略比布林带通道策略表现更好,但优势并不明显。在现实投资中应该使用多样化的策略来降低风险。

Quantitative investment is a popular choice in the construction of current stock investment strategy,which uses model and computer technology to realize the investment process.A trading strategy model based on Bollinger band channel is constructed,and the data of 220 trading days from January 1,2021 to November 30,2021 of Guiyang Bank stock is taken as the research object for simulation experiment.It is compared and analyzed with the EMA system strategy.The empirical results show that the EMA system strategy performs better than the Bollinger band channel strategy for the stock investment decision of Guiyang Bank,but the advantage is not obvious.Diversified strategies should be used to reduce risk in real investment.