Welcome to Francis Academic Press

Academic Journal of Computing & Information Science, 2022, 5(5); doi: 10.25236/AJCIS.2022.050508.

The Formulation of Stock Trading Strategy Summary


Fanghuan Dang1, Teng Shi2, Shuhao Qian2, Jiaqi Wu2

Corresponding Author:
Fanghuan Dang

1School of Automation, Xi'an University of Posts and Telecommunications, Xi’an 710122, China

2School of Public Security, Northwest University of Politics and Law, Xi’an 710122, China

*Corresponding author e-mail: qsh201011@163.com


Stock traders can maximize their total income by making scientific and reasonable transactions. According to the daily price flow, this paper determines whether traders should trade the assets in their portfolios. By establishing prediction models of future output value of different investment financial projects and quantitative analysis and sensitivity analysis of losses, we can combine the investments of financial products and evaluate their future value .Finally, the sensitivity analysis, advantages and disadvantages evaluation, error analysis and improvement of the model are carried out in this paper, so that the whole model can better provide guidance and practice when dealing with stock market transactions.


stock market trade strategy, ARIMA model, sensitivity analysis, least square method

Cite This Paper

Fanghuan Dang, Teng Shi, Shuhao Qian, Jiaqi Wu. The Formulation of Stock Trading Strategy Summary. Academic Journal of Computing & Information Science (2022), Vol. 5, Issue 5: 57-68. https://doi.org/10.25236/AJCIS.2022.050508.


[1] X. Zhang (2020). Stock prediction system based on stock price synchronization. Chongqing: Southwest University Press.

[2] C. Liu (2020). Optimization strategy of VWAP algorithm based on trading volume decomposition. Jiangsu: Nanjin university Press.

[3] T.T. Yu (2020). Analysis of stock quantitative trading strategy based on artificial intelligence and visualization technology. Think tank era, vol.4, no.9, p. 49-50.

[4] L.Z. Wang (2021). Stock investment strategy based on moving average and statistical law. Journal of Shenyang Normal University Press.

[5] L.M. Hu (2021). Optimal Order Strategy and Positive Analysis Based on Price Limit Order Book. Yunnan: Guilin University of Electronics Science and Technology Press.

[6] J.C. Lu (2021). Research on Stock Prediction Model and Trading Strategy Based on Deep Learning. Shanxi: Northwest University Press.

[7] T.T. Wang (2021). Industry rotation investment trading strategy based on crowded trading. Shanghai: Shanghai Normal University Press.

[8] R. Ma (2021). Research on the Stock Trading Model based on deep reinforcement learning. Shanghai: Shanghai International Studies University Press. 

[9] M. Hai (2021). Research on Stock Mataired Trading Strategy in Shanghai Market. Beijing: Central University For Nationalities Press.

[10] Y. Li (2021). Research on Community Division and Quantitative Trading Strategy of Securities Business Department Based on Transaction Disclosure Information. Sichuan: University of Electronic Science and Technology of China Press.

[11] X.F. Shen and X.D. Chen (2019). Stock trading strategy based on the price change decomposition model. Journal of Huzhou Normal University, vol.39, no.2, p.26-32.

[12] F.S. Li (2017). Research on the Influence Mechanism of Margin Trading on Stock Market volatility —— Based on trading Strategy of Investors. Southern finance, vol.39, no.7, p.44-63.