Analysis of Multi-factor Stock Market Choice Portfolio Model Based on Regression

Abstract

Under the background of the comprehensive promotion of the concept of quantitative investment, the corresponding investment has also received the attention of the domestic society from all walks of life, and has been widely used in the market environment. Therefore, while understanding the basic theory of the multi-factor stock selection model, this paper analyzes how to construct the multi-factor stock selection portfolio model based on the regression method according to the classification of capital asset pricing, arbitrage pricing and stock selection model.