R language constructs the model of chasing up and falling quantitative trading

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Objective

The stock market of old investors, usually use a common trading strategy, the rise and fall trading law. The catch-and-fall approach is an important technique for stock market operations, which is to buy stocks when stocks rise and sell stocks when stocks fall. If done properly is a good way to profit, in the Chinese stock market in the first half of 2015 's bull market, the rise and fall trading law is the trading artifact method.

Directory

1. What is the pursuit of a rise to kill the fall?

2. The build-up and realization of the rising and falling

3. Model optimization

Overall article: http://blog.fens.me/finance-chase-sell/

R language constructs the model of chasing up and falling quantitative trading