Identify and analyze stock price trends using financial quantitative averaging system trading strategies

Purpose and Hypothesis of the Analysis

Purpose

Identify and analyze stock price trends by using the most common method of capturing trends, the moving average

Hypothesis

Buying on a buy signal and selling on the next sell signal will definitely be gain.

Required Data

Historical Stock Data from https://tushare.pro/

Assumed analytical methods

Double SMA(Simple Moving Average) Crossing Strategy:

• Create the short-term average and the long-term average
• A buy signal is released when the short-term SMA crosses the long-term SMA from the bottom up.
• A sell signal is released when the short-term SMA crosses the long-term SMA from above and below.

Process

Create SMA strategy, creates new SMA-30 and SMA-100 information

SMA-30 is the Short Moving Average of 30 days and SMA-100 is Short Moving Average of 100 days.

Graph the results, as well as see the date of the price of the buy or sell option

Get the earnings between a buy signal and the next sell signal

SMAの日数を変更し、どういう日数であれば収益が最大になるのかを検証

企業ごと・業界ごとなどで特徴あればまとめる

References

• https://bbs.huaweicloud.com/blogs/282278
• https://www.google.com/search?q=python+running+average SMA
• https://blog.csdn.net/weixin_26746401/article/details/108260150
• https://blog.csdn.net/weixin_26735933/article/details/108925217
• https://developer.aliyun.com/article/889676#slide-16