交易模拟策略:使用的信息量和情绪如何影响投资组合的净表现

David Cecchi
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引用次数: 0

摘要

这项研究将研究一个数据集,其中包含352个观察结果和36个变量,这些数据集来自于一个投资交易模拟,在这个模拟中,个人被提供了关于他们能够交易的一组公司的信息,并被提供了一个可以加速交易的时间框架,他们必须尽最大努力在这个时间框架内取得成功。这个分析将考察多个变量以及它们在模拟结束时对每个人净表现的影响,以及他们在模拟调查结束时给出的答案这解释了他们是如何进行模拟的以及他们在做出投资决策时使用了多少信息。大多数分析将围绕每个个体在整个模拟过程中使用的策略,以及在将其与整体性能进行比较时,每个策略中的不同变量如何影响净性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Trading Simulation Strategy: How Does the Amount of Information Used, and Sentiment Affect a Portfolios Net Performance
This research will look over a dataset which contains 352 observations and 36 variables which is derived from a investment trading simulation where individuals are given information about a select group of companies that they are able to trade on, and are given a timeframe where they can trade which is accelerated, and they have to do their best to be as successful as they can within this time frame. This analysis will look over multiple variables and the affect that they have on each individual’s net performance at the end of the simulation, and the answers that they gave in the end of simulation survey which explains a little bit about how they went about this simulation and how much information they used when making their investing decisions. Most of this analysis will revolve around the strategy that each of the individuals used throughout the simulation and how the different variables within each strategy affected the net performance when comparing it to overall performance.
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