%0 Journal Article
%T 程序化交易信号优化过滤策略<br>Optimized Filtering Strategy for Programmed Transaction Signals
%A 张启徽
%J Finance
%P 574-578
%@ 2161-0975
%D 2023
%I Hans Publishing
%R 10.12677/FIN.2023.133058
%X 随着网络传输速度以及电脑计算能力和行业人员信息技术水平的提高，程序化交易逐渐得到应用。众多研究者侧重于策略模型的理论研究和构建，然而在具体实现交易策略时，对诸如信号漂移、信号闪烁、信号消失等影响策略运行的实际问题缺乏深入的分析，本文分析了这些问题产生的原因并提出了相应的优化过滤策略，以期为程序化交易爱好者提供一定的借鉴意义。<br />
With the improvement of network transmission speed, computer computing ability and information technology level of Industry personnel, programmed transactions are gradually applied. Many researchers focus on the theoretical research and construction of the strategy model. However, when implementing the transaction strategy, there is no in-depth analysis of the practical problems that affect the operation of the strategy, such as signal drift, signal flicker, signal disappearance, etc. This paper analyzes the causes of these problems and puts forward corresponding optimization filtering strategies, with a view to providing some reference for procedural traders.
%K 程序化交易，未来函数，波动信号，半自动交易<br>Programming Trading
%K Future Function
%K Fluctuation Signal
%K Semi-Automatic Trading
%K Signal Filtering
%U http://www.hanspub.org/journal/PaperInformation.aspx?PaperID=65544