Research Article
Research on Stock Market Investment Based on Brin Band Strategy Modified by Adaptive Filtering Method
@INPROCEEDINGS{10.4108/eai.9-12-2022.2327669, author={Liying Yang and Zijun Wu and Tongxin Lin}, title={Research on Stock Market Investment Based on Brin Band Strategy Modified by Adaptive Filtering Method}, proceedings={Proceedings of the 4th Management Science Informatization and Economic Innovation Development Conference, MSIEID 2022, December 9-11, 2022, Chongqing, China}, publisher={EAI}, proceedings_a={MSIEID}, year={2023}, month={3}, keywords={stock market investment; bollinger bands strategy; adaptive filtering model}, doi={10.4108/eai.9-12-2022.2327669} }- Liying Yang
Zijun Wu
Tongxin Lin
Year: 2023
Research on Stock Market Investment Based on Brin Band Strategy Modified by Adaptive Filtering Method
MSIEID
EAI
DOI: 10.4108/eai.9-12-2022.2327669
Abstract
Investment in gold and bitcoin is essentially investment in the stock market. According to the stock market investment strategy, using the Bollinger bands strategy under the quantitative investment theory, this paper constructs an adaptive filter model to modify the Bollinger bands strategy, and finally obtains the modified Bollinger bands model. The data sources are London Bullion Market Association and NASDAQ, 9/11/2021. By the date of September 10, 2021, the gold held was 0.1625 troy ounces, with a total value of 296.613 USD. The number of bitcoins held was 1.642, with a total value of 76124.656 USD. The sensitivity of the model is analyzed by percentage floating and standard deviation floating to ensure the rationality of the model. Finally, it is considered that the gold brin band model and the bitcoin brin band model have good sensitivity to the transaction price, and can adapt to stock market investors with different personalities.