CAJ | 학술논문

程序化交易的兴起对技术分析方法的发展提供了新机遇，利用常见技术分析指标，建立基于指标组合的交易策略，并从统计分析角度讨论了交易策略的理论基础，最后通过实证分析验证了该策略的稳定表现和可观收益，以期为程序化交易模型研究提供新思路。
정서화교역적흥기대기술분석방법적발전제공료신궤우，이용상견기술분석지표，건립기우지표조합적교역책략，병종통계분석각도토론료교역책략적이론기출，최후통과실증분석험증료해책략적은정표현화가관수익，이기위정서화교역모형연구제공신사로。
Program trading provides the new opportunities for the development of the technical analysis methods.This paper utilized the technology indicators,established program trading strategies based on combination of indicators,discussed the theoretic basis of the trading strategy,and verified the stability performance and the considerable income of the strategy by the empirical analysis,which provides a new idea for the research on program trading model.