t4_Trading Strategies(dual SMA_Naive_Turtle_pair_Pearson_z-scores_ARIMA_autoregressive_Dickey–Fuller

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分类专栏： pythonForFinance2 文章标签：大数据

于 2021-12-12 09:06:44 首次发布

本文链接：https://blog.youkuaiyun.com/Linli522362242/article/details/121721868

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本章探讨了基于动量和趋势跟踪的交易策略，如双移动平均策略和海龟交易策略，以及适用于均值回复市场的策略。动量策略依赖历史趋势预测未来，而均值回复策略则关注价格回归。还介绍了线性相关交易工具组策略，并讨论了这些策略的优缺点。通过本章，读者将了解如何将交易理念转化为实际策略。

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During the previous chapters https://blog.youkuaiyun.com/Linli522362242/article/details/121551663, we used statistical methods to predict market price movement from historical data. You may think that you know how to manipulate data, but how can these statistical techniques be applied to real trading? After spending so much time working on data, you may also want to know some key trading strategies that you can apply to make money.

In this chapter, we will talk about basic algorithmic strategies that follow human intuition. We will learn how to create trading strategies based on momentum

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