Proceedings of the 2020 2nd International Conference on Economic Management and Cultural Industry (ICEMCI 2020)

Development of Futures Program Trading Strategy Based on Warren Buffett’s Investment Performance

Authors
Guo-ping Li
Corresponding Author
Guo-ping Li
Available Online 30 November 2020.
DOI
10.2991/aebmr.k.201128.066How to use a DOI?
Keywords
Warren Buffet, Iinvestment performance, futures, programmed trading strategy
Abstract

It is the dream of investors to develop a stable and profitable futures program trading strategy. Based on the investment performance of Warren Buffett, that is, the annual compound rate of return is slightly higher than 20%, and combined with the simple principle of trading system and the principle of moderate optimization of trading system, three kinds of futures procedural trading strategies are developed. Ten years of historical market backtesting shows that the annualized compound interest rate is more than 20%, which is comparable to the performance of Warren Buffet, the God of stock. It provides a reference for financial investment to overcome the pitfall of the Holy Grail of transactions and achieve stable profits.

Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2020 2nd International Conference on Economic Management and Cultural Industry (ICEMCI 2020)
Series
Advances in Economics, Business and Management Research
Publication Date
30 November 2020
ISBN
978-94-6239-283-0
ISSN
2352-5428
DOI
10.2991/aebmr.k.201128.066How to use a DOI?
Copyright
© 2020, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Guo-ping Li
PY  - 2020
DA  - 2020/11/30
TI  - Development of Futures Program Trading Strategy Based on Warren Buffett’s Investment Performance
BT  - Proceedings of the 2020 2nd International Conference on Economic Management and Cultural Industry (ICEMCI 2020)
PB  - Atlantis Press
SP  - 338
EP  - 341
SN  - 2352-5428
UR  - https://doi.org/10.2991/aebmr.k.201128.066
DO  - 10.2991/aebmr.k.201128.066
ID  - Li2020
ER  -