Stock Trading Strategies Based on the AC Algorithm Moving Average Line Forecast and Empirically Study
Abstract: Forecasting the trends and inflection point of the price, especially stock price, is the focus of the investors and the academic, and the key issues whether the short-term investment will success or not. This paper attempts to predict the trends and inflection point of the short-term stock price by the Analogy Com- plexion (AC) algorithm, taking advantage of the moving average’s features and superiority. Based on it, we propose a set of intelligent trading strategy used to short-term stock investment. To illustrate the effect- tiveness of the strategy, we randomly selected 30 stocks. The empirical result shows that the trading strategy based on the AC moving average forecasting receives a significant excess return and the performance of small- cap stocks is better than the large-cap stocks’.
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