Based on my 2 years of experience as an alpha research consultant, here are 10 alpha research approach using price volume that might help you.
根据我 2 年担任 alpha 研究顾问的经验,这里有 10 种使用价格量的 alpha 研究方法可能会对您有所帮助。
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Momentum Alpha: 动量阿尔法 :
- Buy when the current close is higher than the previous close; sell otherwise.
当当前收盘价高于前一收盘价时买入;否则卖出。
- Buy when the current close is higher than the previous close; sell otherwise.
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Mean Reversion: 均值回归 :
- Buy when the current close is below the moving average; sell when above.
当当前收盘价低于移动平均线时买入;在上面卖出。
- Buy when the current close is below the moving average; sell when above.
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VWAP Deviation: VWAP 偏差 :
- Buy when the close is above the VWAP; sell when below.
当收盘价高于 VWAP 时买入;在低于时卖出。
- Buy when the close is above the VWAP; sell when below.
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Volume Spike: 音量峰值 :
- Buy when current volume exceeds twice the moving average volume; sell otherwise.
当当前交易量超过移动平均交易量的两倍时买入;否则卖出。
- Buy when current volume exceeds twice the moving average volume; sell otherwise.
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Returns Momentum:
返回 Momentum:- Buy if short-term returns exceed long-term returns; sell if not.
如果短期回报超过长期回报,则买入;如果没有,则卖出。
- Buy if short-term returns exceed long-term returns; sell if not.
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Price and Volume Correlation:
价格和交易量相关性 :- Buy when price increases with rising volume; sell when price decreases with falling volume.
当价格随着交易量的增加而上涨时买入;当价格随着交易量下降而下降时卖出。
- Buy when price increases with rising volume; sell when price decreases with falling volume.
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Bollinger Bands:
Bollinger Bands(布林带 ):- Buy when the price touches the lower band; sell when touching the upper band.
当价格触及下轨时买入;触及上轨时卖出。
- Buy when the price touches the lower band; sell when touching the upper band.
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Crossover Strategy:
交叉策略 :- Buy when the short-term SMA crosses above the long-term SMA; sell when it crosses below.
当短期 SMA 越过长期 SMA 时买入;当它低于 A 时卖出。
- Buy when the short-term SMA crosses above the long-term SMA; sell when it crosses below.
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Relative Strength Index (RSI):
相对强弱指数 (RSI):- Buy when RSI is below 30; sell when above 70.
当 RSI 低于 30 时买入;70 岁以上时卖出。
- Buy when RSI is below 30; sell when above 70.
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Price Volume Trend:
价格成交量趋势 :- Buy if the Price Volume Trend is increasing; sell if it’s decreasing.
如果 Price Volume Trend 正在增加,则买入;如果它正在减少,则卖出。
- Buy if the Price Volume Trend is increasing; sell if it’s decreasing.
These strategies can be adjusted based on specific market conditions and individual risk preferences.
这些策略可以根据特定的市场条件和个人风险偏好进行调整。
The suggested data is as follows: open close high low volume vwap ...
建议的数据如下: open close high low volume vwap ...