基于行为金融学的股票筹码移动算法及实现  

Stock Chip Movement Algorithm Based on Behavioral Finance and Its Implementation

作　　者：杜香和 吴春祥[2] DU Xiang-he;WU Chun-xiang(Times Publication Medium Co., Ltd., Hefei 230000;Guangzhou Institute of Technology, Guangzhou 510075)

机构地区：[1]时代出版传媒股份有限公司,合肥230000 [2]广州工程技术职业学院,广州510075

出　　处：《现代计算机》2019年第18期30-35,共6页Modern Computer

摘　　要：股票投资中,人们为了洞悉市场持有股票的成本分布、进而分析股价走势,通常采用筹码移动算法进行模拟计算筹码分布。通过对市场交易行为进行分析,提出一种新的基于行为金融学的筹码移动算法,重点研究筹码移动过程中移出位置的推理及计算,对筹码移入方法进行改进,并用Python语言实现算法。使用股票真实交易数据作为输入,算法输出结果优于市场同类主流软件,同时可将结果应用于量化程序交易系统。In stock investment, in order to get the cost distribution of stock holdings in the market and analyze the stock price trend, the chip move. ment algorithm is usually used to simulate the chip distribution. Based on the analysis of market exchange behavior, proposes a new chip movement algorithm based on behavioral finance, which focusing on the inference and calculation of the moved position during the process of chip movement, improving the chip moving method and implementing the algorithm in Python language. Inputting the real stock ex. change data, the results indicate that the algorithm's performance obviously better than the mainstream similar software, and they can be ap. plied to the quantitative program exchange system.

关 键 词：行为金融学 筹码 股票 量化交易 

分 类 号：F832.51[经济管理—金融学]