Academic Journal of Computing & Information Science, 2022, 5(7); doi: 10.25236/AJCIS.2022.050708.
Queen Mary University of London Engineering School, Northwestern Polytechnical University, Xi’an, Shaanxi, 710129, China
Quantitative investment is becoming more and more popular among traders. Market traders who seek to maximize returns by buying and selling volatile assets focus more on quantitative trading. They try to find the optimal trading strategy by quantitative investment. We developed a decision trading model to try to find the optimal trading strategy to obtain the optimal returns. Our model consists of four parts, data processing, Arima prediction model, risk prediction model and bull-bear market predicting model.
Trading strategies; Arima prediction model; AHP
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