Selection of Short-term Investment Strategy-Judgment Based on Average Adhesion State

Abstract

With the development and evolution of the futures market, the prosperity of a country's futures market is more and more important to the country's economic development. In China, the futures market development is not perfect, futures product structure still need to improve. Futures market, the existence of many speculators, futures laws and regulations imperfect, and the development of economic globalization, are the futures investment is facing many uncertain risks. In the choice of investment strategy, more and more investors to take prudent investment strategy, which, a large part of the investors tend to technical analysis. Through technical analysis, traders judge market trends and follow the cyclical changes in the trend to make stock and all financial derivatives trading decisions. In the technical analysis, the average system analysis is the most commonly used in practice is the highest accuracy of the analytical technology, this paper through the copper, rubber, sugar, cotton, zinc, several representative commodity futures to study, to verify the average bonding State of investment strategy choice. First, this paper determines the condition of the bonding state by calculating the distance of different mean points. Then, it is judged whether the reversal of the form is long or short by the comparison of the MA value of the different mean points. Finally, the factory strategy and the factory strategy are determined. And to take more and short after the operation of the proposed stop-loss strategy. The effect of these strategies is very significant, the sum of several commodity futures net profit of 113744.79 yuan, profit and loss ratio of 2.82.