股票投资周CCI指标策略收益的检验分析

从技术分析投资策略的角度,对周CCI指标应用的常规策略一和常规策略二的收益进行检验分析,即采用真实的历史数据进行模拟交易,检验分析运用这些策略进行系统交易的投资回报率.同时,将这些策略所获得的回报率与单纯的"买入——持有"所取得的回报率作比较,并且对不同策略所获得的回报率进行比较分析,以考察技术分析指标的有效性和我国股市的弱式有效性.

Test Analysis of Stock Investment Profit by Weekly CCI Index Strategy

From the perspective of technical analysis of investment strategy,this paper made test analysis on two common strategies of Weekly CCI Index,i.e.to perform the mock trading with real historical data and to test the return on investment by applying these strategies'.Meanwhile,it compared the returns obtained by these strategies with those by simple"buy and own",and also analyzed the rate of return of different strategies to observe the effectiveness of the technical analysis indexes and the weak-form efficie...