Quantitative Investment Strategy Analysis based on Machine Learning for Share Dealing

时间:2020-11-25 19:08:49

In the fluctuated stock market, the maximum profits cannot be guaranteed by long-term holding stocks. Applying a quantitative investment strategy for frequent trading could increase investors' profits effectively. In this paper, the machine learning model is used to predict stock prices, and an experiment is conducted to compare the effectiveness of different share dealing strategies, including a variety of quantitative investment frequent trading strategies and long-term holding strategies. The experiment results show that the frequent trading strategy can increase stock profits effectively, while the real profits will be affected by the prices changing trend of stocks, the prediction accuracy of the simulation and the strategies of investors.