Academic Journal of Business & Management, 2022, 4(5); doi: 10.25236/AJBM.2022.040508.
Shikai Wu, Shuo Zhao
Anhui University, Hefei, Anhui, 230601, China
Quantitative Trading with stable investment performance has been widely used in Europe, the United States and other countries for more than 40 years. This paper focuses on how to design a quantitative trading strategy to optimize the investment strategy, and then design use Grey Forecasting BP neural network model based on Markowitz model to facilitate the computation of different scenarios for three different types of trader investments while building a dynamic programming model later. And the robustness and sensitivity analysis of the model are tested, and the model performs stably. And then, we adopt a short-term investment model and pay attention to the rise and fall of the value curve in real time. On Fridays of the week, there is an optional scheduled vote. Through this investment method, we have achieved very desirable returns. Finally, the model is less sensitive, has good market adaptability, and has some realistic significance.
Grey Forecasting; BP neural network; Quantitative investment; Trading strategy
Shikai Wu, Shuo Zhao. The Research on Optimal Investment Strategy Based on Grey Forecasting BP Neural Network Model. Academic Journal of Business & Management (2022) Vol. 4, Issue 5: 35-41. https://doi.org/10.25236/AJBM.2022.040508.
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