Proceedings of the 2022 International Conference on Bigdata Blockchain and Economy Management (ICBBEM 2022)

<Previous Article In Volume
Next Article In Volume>

Analysis of Investment Indicators for the Electronic Components Sector of the A-Share Market

Authors
Yufei Ouyang1, Shuo Li2, *, Kangning Yao3, Junkai Wang4
1Department of Tourism Management, South China University of Technology, Guangzhou, China
2Department of International Economics and Trade, XiangTan University Business School, Xiangtan, China
3Department of Finance, Shandong University of Science and Technology, Jinan, China
4Rosedale Academy, Beijing, China
*Corresponding author. Email: 202005133305@smail.xtu.edu.cn
Corresponding Author
Shuo Li
Available Online 20 December 2022.
DOI
10.2991/978-94-6463-030-5_20How to use a DOI?
Keywords
Stock Market; Investment Indicators; Electronic Components
Abstract

Contemporarily, the securities market of China has undergone rapid development and become more and more prosper. In the wave of the times, investors need more countermeasures and methods. Based on the “RiceQuant” quantitative investment analysis platform, we analyze the four investment indicators (MACD, CCI, KDJ and Aroon), hoping to further grasp the changes in China’s A-share electronic components sector in this way. According to the results of 2016 as the simulation time, the relatively stable low backtest indicator is the Aroon indicator, but the MACD indicator and CCI indicator can achieve higher returns, while the KDJ indicator is between these three, maintaining a moderate level. These results exhibit the differences between individual investment indicators and their potential complementarities and shed light on quantitative investing strategy design.

Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Download article (PDF)

<Previous Article In Volume
Next Article In Volume>
Volume Title
Proceedings of the 2022 International Conference on Bigdata Blockchain and Economy Management (ICBBEM 2022)
Series
Atlantis Highlights in Intelligent Systems
Publication Date
20 December 2022
ISBN
978-94-6463-030-5
ISSN
2589-4919
DOI
10.2991/978-94-6463-030-5_20How to use a DOI?
Copyright
© 2023 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Yufei Ouyang
AU  - Shuo Li
AU  - Kangning Yao
AU  - Junkai Wang
PY  - 2022
DA  - 2022/12/20
TI  - Analysis of Investment Indicators for the Electronic Components Sector of the A-Share Market
BT  - Proceedings of the 2022 International Conference on Bigdata Blockchain and Economy Management (ICBBEM 2022)
PB  - Atlantis Press
SP  - 180
EP  - 186
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-030-5_20
DO  - 10.2991/978-94-6463-030-5_20
ID  - Ouyang2022
ER  -