Quantitative investment strategy design and investment portfolio generation method based on machine learning

Abstract

The invention discloses a quantitative investment strategy design and investment portfolio generation method based on machine learning, and relates to the technical field of intelligent finance. The method comprises the following steps: constructing an investment foundation framework model; obtaining basic strategy development information and importing the basic strategy development information into the investment basic framework model to obtain an initial quantitative investment strategy model; obtaining and counting user strategy design information in the investment network platform; analyzing the historical quantitative investment strategy information and the corresponding investment result; constructing a target quantitative investment strategy model; importing the credit information of the investor into a preset risk analysis model; importing the investment demand and the investment object risk information into the target quantitative investment strategy model to generate investment strategy design information; and generating investment portfolio information. According to the method, reasonable quantitative investment strategy design is carried out for investors in combination with investment data in multiple aspects, a comprehensive and accurate investment portfolio is generated, and comprehensive investment reference is provided for the investors.

Description

technical field [0001] The invention relates to the technical field of intelligent finance, in particular to a method for designing quantitative investment strategies and generating investment portfolios based on machine learning. Background technique [0002] Quantitative investment refers to an investment transaction method that uses quantitative methods and computer programs to issue buy and sell orders for the purpose of obtaining stable returns. Among them, quantitative investment strategies are the use of quantitative methods to analyze, judge and trade financial markets. The general term for an algorithm. [0003] At present, users can use the quantitative investment strategy platform to design investment strategies and build investment portfolios to reduce investment risks for quantitative investment. By entering personal information such as income and age into the platform, the modern portfolio theory algorithm in the financial field of the quantitative investment ...

AI Technical Summary

Problems solved by technology

Users enter personal information such as income and age into the platform, and the modern combination theory algorithm in the financial field in the quantitative investment strategy platform recommends corresponding investment strategies for users, and buys and holds long-term according to the investment strategy. However, this method makes investment less flexible

Moreover, the users of the existing quantitative investment strategy platform are programmers with a professional computer background rather than financial analysts or ordinary investors. The strategy development form is limited by the personal knowledge of strategy researchers, resulting in large differences in the level of investment strategies; Moreover, the existing investment strategy platform cannot accurately meet the real-time investment needs of investors when conducting strategic planning

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