Quantitative Investment Portfolios Building Using Historical Data of Securities

DOI

10.2991/978-94-6463-010-7_117How to use a DOI?

Keywords

Quantitative Investment Portfolio; Fundamental Portfolio; Comparison; Historical Data

Abstract

In recent years, with the emergence of innovative financial instruments, arbitrage and trend operation are brought to the market. Quantitative trading uses a variety of computer technology to analyze these huge market data, which is more efficient and accurate than manual analysis, and at the same time, it can better grasp some potential profit opportunities. Although the quantitative trading market started late, several decades ago, it has developed rapidly in recent years, and many quantitative trading platforms have emerged in the market. Firstly, this article provides an overview and analysis of the background of the quantitative trading and basic portfolio. Secondly, based on this theory, this paper defines the concept of quantitative portfolio in accordance with the basic portfolio. Thirdly, this article mainly discusses the comparison of the two portfolio methods, such as the scope of use, application. After that, the article also gives the corresponding success or failure cases, and also tries to find out the reason behind these cases. This paper conducts market research through Internet data collection, analyzes the current situation and the existing problems of both quantitative trading and basic portfolio. Finally, the article puts forward several suggestions which aim to help people who work in the industry to improve their portfolios, and also has a summary of the results of the previous chapters. The article concluded that with the rapid development of computer technology, quantitative investment will become more and more popular, and its yield will be higher and higher.

Copyright

© 2023 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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TY  - CONF
AU  - Sixuan Li
PY  - 2022
DA  - 2022/12/02
TI  - Quantitative Investment Portfolios Building Using Historical Data of Securities
BT  - Proceedings of the 2022 International Conference on Artificial Intelligence, Internet and Digital Economy (ICAID 2022)
PB  - Atlantis Press
SP  - 1142
EP  - 1149
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-010-7_117
DO  - 10.2991/978-94-6463-010-7_117
ID  - Li2022
ER  -