Empirical Study of Quantitative Investing Model

DOI

10.2991/icemit-15.2015.59How to use a DOI?

Keywords

Quantitative Investing, CSI 300 Index, Stock Market of China.

Abstract

After developing for over thirty years, quantitative investing has become a mainstream investment strategy with a global gaze. However, for ordinary people, the principle of quantitative investing model and the reasons for its profitability is seldom known. In this paper, I elaborate the basic principles of three classical models on ATR Channel Breakout, Bollinger Breakout and RSI Trend Catcher, to separately carry out empirical study regarding the historical data of the CSI 300 index.

Copyright

© 2015, 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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TY  - CONF
AU  - XinYue Liu
PY  - 2015/10
DA  - 2015/10
TI  - Empirical Study of Quantitative Investing Model
BT  - Proceedings of the International Conference on Education, Management and Information Technology
PB  - Atlantis Press
SP  - 275
EP  - 279
SN  - 2352-5398
UR  - https://doi.org/10.2991/icemit-15.2015.59
DO  - 10.2991/icemit-15.2015.59
ID  - Liu2015/10
ER  -