基于配对交易的股票投资策略分析——以医药板块为例  

Analysis of Stock Investment Strategy Based on Pair Trading——Take the Medical Plate as an Example

作　　者：吴晶晶 周婷婷 WF Jingling;ZHOU Tingting(Fuyang Normal University,College of Information Engineering,Fuyang Anhui 236000)

机构地区：[1]阜阳师范大学信息工程学院

出　　处：《山东农业工程学院学报》2020年第1期47-51,共5页The Journal of Shandong Agriculture and Engineering University

基　　金：2018年度安徽省高校人文社会科学研究重点项目:基于产权性质视角的财务柔性与公司价值相关性研究——以安徽省上市公司为例SK2018A0728;2018年度安徽省省级质量工程大学生创新训练项目：基于配对交易理论的股票投资策略创新问题分析201813619006;2017年安徽省省级质量工程教学研究一般项目：应用型本科高校经济管理类专业双语教学体系构建问题研究2017JYXM0924

摘　　要：随着近年来我国证券投资市场的业务发展和资本市场不断的深化改革,资本市场投资者的需求越来越大,资产交易策略也越来越丰富,合理的投资策略有助于投资者利益的提高。自古以来,医药行业作为国民基础行业之一,具有其他行业所不具有的高成长稳定性,医药板块在我国资本市场中的表现也可圈可点。本文以股票配对交易投资策略为切入点,选取医药行业为研究对象,对医药行业进行股票投资策略分析。With the business development of China’s securities investment market and the deepening reform of the capital market in recent years, the demand of investors in the capital market is growing, and asset trading strategies are becoming more and more abundant. Reasonable investment strategies help to improve the interests of investors. Since ancient times, as one of the national basic industries, the pharmaceutical industry has a high growth stability that other industries do not have. The performance of the pharmaceutical sector in China’s capital market is also remarkable. This paper takes the investment strategy of stock pairing transaction as the breakthrough point, chooses the pharmaceutical industry as the research object, and carries on the stock investment strategy analysis to the pharmaceutical industry.

关 键 词：医药行业 配对交易 股票投资策略 风险控制 

分 类 号：F830.91[经济管理—金融学]