Proceedings of the 2016 International Conference on Artificial Intelligence: Technologies and Applications

Research on Combination of Quantitative Investment on the Shanghai A-Share Factor

Authors
Qing Sun
Corresponding Author
Qing Sun
Available Online January 2016.
DOI
10.2991/icaita-16.2016.11How to use a DOI?
Keywords
combination; quantitative; SSE; stock
Abstract

in a number of listed companies to choose stocks to invest in, stock-market investors are focused on the key issues. Based on Shanghai 180 index as a benchmark, net rates, earnings, municipal rates, cash flow increased four factor classification for quality, value growth three factors, construction quality-value, growth-value, quality-value, growth-quality growth, value and quality growth of seven large stock selection model. For each factor in order from lowest to highest rated, got the top elected a number of stock building portfolios. Quantitative methods in Shanghai a-share market to find some relatively good stock build a portfolio of different styles, and the historical data show that these combinations are valid, so as to provide investment reference for stock investors.

Copyright
© 2016, 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 2016 International Conference on Artificial Intelligence: Technologies and Applications
Series
Advances in Intelligent Systems Research
Publication Date
January 2016
ISBN
978-94-6252-162-9
ISSN
1951-6851
DOI
10.2991/icaita-16.2016.11How to use a DOI?
Copyright
© 2016, 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  - Qing Sun
PY  - 2016/01
DA  - 2016/01
TI  - Research on Combination of Quantitative Investment on the Shanghai A-Share Factor
BT  - Proceedings of the 2016 International Conference on Artificial Intelligence: Technologies and Applications
PB  - Atlantis Press
SP  - 44
EP  - 46
SN  - 1951-6851
UR  - https://doi.org/10.2991/icaita-16.2016.11
DO  - 10.2991/icaita-16.2016.11
ID  - Sun2016/01
ER  -