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QUANTITATIVE DIVIDENDS METHOD AND SYSTEM
QUANTITATIVE DIVIDENDS METHOD AND SYSTEM
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机译:定量划分方法和系统
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摘要
A method of generating trading strategies, comprising the steps of: providing a system for generating trading strategies for dividend-based stocks, loading a first database containing basic information of stock and a second database containing financial information of stock into the system, computing maximum trading days of the stock, mapping of the first database and second database of the stock to a trading day and an alternative trading day, computing maximum number of trading pairs based on the maximum trading days of the stock, if trading long, computing historical returns for all trading pairs, computing buy/sell differences and actual trading dates and price of all trading pairs, if trading short, computing historical returns for all trading pairs, compute short/cover price differences and actual trading dates and price of all trading pairs, ranking a list of trading pairs based on one or more corresponding ranking criteria for trading long and trading short.
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