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Uusing The Kdj As A Trading Strategy On Biotech Companies, Shijie Zha
Uusing The Kdj As A Trading Strategy On Biotech Companies, Shijie Zha
Theses
Mean Reversion is the most commonly used model in quantitative trading. This model is associated with several factors, like ma5 and ma10 line. These factors are the most significant in stock markets. However, the disadvantages of this model are lag and inaccuracy.
In this research, we get the historical and current stock data by web crawler, analyze the quantitative data and build a new model involved with the KDJ. Taking biotech companies marketed in the United States and B-share marketed in China as the research subjects, the result shows increased profits compared with the Mean Reversion model. It also shows …