This video introduces the personal growth experience and achievements of James Simons, the father of quantitative investment, in the financial field. The Gecko Investment Method established by Simons emphasizes short-term directional predictions of the market and rapid entry and exit, using opportunities from short-term price fluctuations to generate profits. The article mentions that Simons' Medallion Fund achieved an average annualized return of 66% over 30 years, far exceeding that of other renowned investors.
By using Python code to analyze the Mean Reversion Theory, the application of Mean Reversion Theory in quantitative investment is discussed, especially how to analyze and predict market price changes through the use of the Bollinger Bands indicator. The article first explains the basic concept of Mean Reversion Theory, which is that market prices tend to revert to the mean after significant deviations. To study this phenomenon, the concept of Bollinger Bands is introduced, along with how to use Python code to obtain historical price data for the CSI 300 index and calculate the 20-day moving average and corresponding Bollinger Bands.
By printing out the maximum, minimum, average values, and standard deviation of the Bollinger Bands, and plotting the distribution of the Bollinger Bands, the data's normal distribution characteristics are displayed, further illustrating the effectiveness of Mean Reversion.
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Quantitative Strategy Research Lab: • 量化策略研究室
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Insights from Investment Gurus: • 投资大咖说
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