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wholesale silver jewelry supplies Domestic quantitative strategies can be simply divided into three types, ALPHA strategies, CTA strategies, and high -frequency trading strategies. The main are Alpha strategy and CTA strategy.
golden stella wholesale jewelry Determine the sample space: comprehensive income, risk factors, and determine the stock pool. For example, all components are still the market, whether it is CSI 1000, 800, 500 or other standards. This part is critical and determines the source of the entire model data input.
In the establishment of the screening model: determine the investment logic, and the general approach of domestic in China is to establish a multi -factor stock selection model in the bulls.
In constructing investment portfolios: comprehensive investment target yields, expectations of volatility, amount of funds, expected investment cycles, etc., determine the comprehensive strategy of stocks, weights, and positions.
risk exposure control: Since it is a quantitative hedging strategy, it is important to control a lot of risk exposure. Because there are no stock futures in China, stock portfolio and stock index futures (Shanghai Stock Exchange 50, CSI 300, CSI 500 500 ) There must be various types of risks such as market value, style, and industry, and real -time calculations and adjustments need to be performed;
-hedge risk management: here include the basis risk between stock index futures and spot (if futures ratio The spot is expensive, that is, the stock index futures stickers, the hedging itself will eat a lot of Alpha income), the risk of liquidity and abnormal price fluctuations caused by the expiration of futures contracts, and the insufficient futures margin due to the large market fluctuations may be subject to the exchange. Strong risk and so on.