Quantitative Trading Strategy Based on Multifactor Index Enhancement

Abstract

Excellent stock selection strategy can not only spread risks for people, but also bring considerable benefits to people. With the development of China stock market and the continuous improvement of quantitative level, using artificial intelligence for financial investment has gradually become an industry craze. Quantitative investment is a method based on data, with model as the core and with the help of computer programs, among which multi-factor stock selection model is the most widely used. Quantitative investment refers to the process of transforming investors' thoughts or ideas into mathematical models, or simulating real-world situations by using models, so as to judge market behavior or trends, and making specific investment decisions and implementation by computers. This paper constructs a quantitative trading model based on multi-factor index enhancement, verifies the effectiveness of quantitative stock selection strategy, and provides research data and stock selection strategy for investors at different levels; At the same time, it also provides corresponding reference ideas, policy suggestions and theoretical basis for investors to obtain reasonable income, the government to improve and open financial markets, and the whole society to improve the efficiency of resource allocation.