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Academic Journal of Business & Management, 2022, 4(5); doi: 10.25236/AJBM.2022.040518.

Research on Quantitative Trading Strategy Based on Five-day Average Manipulation Method and Diversification Strategy

Author(s)

Kevin Chan1, Shiyi Bai1, Man Jeoi Lau1,2, Fang Lin1,3

Corresponding Author:
Fang Lin
Affiliation(s)

1Pittsburgh Institute, Sichuan University, Chengdu, Sichuan, 610065, China

2School of Economics, Sichuan University, Chengdu, Sichuan, 610065, China

3College of Physics, Sichuan University, Chengdu, Sichuan, 610065, China

Abstract

Quantitative trading is an emerging financial investment strategy that uses computer technology as a carrier to replace traditional human subjective judgment with advanced mathematical models for two financial products with typical characteristics, bitcoin and gold. The trading strategy utilizes multiple factors such as diversification strategy and five-day average manipulation method, combined with analysis of professional indicators in finance, to provide optimal decision guidance. The final result is a total value of $45,123 after five years of investment of $1000.

Keywords

Quantitative trading; Diversification strategy; Five-day average manipulation method

Cite This Paper

Kevin Chan, Shiyi Bai, Man Jeoi Lau, Fang Lin. Research on Quantitative Trading Strategy Based on Five-day Average Manipulation Method and Diversification Strategy. Academic Journal of Business & Management (2022) Vol. 4, Issue 5: 89-92. https://doi.org/10.25236/AJBM.2022.040518.

References

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