Quantitative Allocation and Empirical Research of ETF Assets under Big Data
The paper on ETF Investment Strategies Based on Global Big Data Analysis.This department has ana-lyzed 72 financial information data through cross-sectional data analysis,utilizing the Three Kingdoms sub-index.This enables a comparison of the effects of investment strategies under geometric mean and arithmetic mean conditions,strongly recommending the maintenance of the proportion and specifications of the LV ETF index to achieve the most ef-fective market performance.During this period,through quantitative analysis of the selected Three Kingdoms sub-in-dex ETF,designed to track the trends of the black market,we provide investors with the most valuable dynamic analy-sis.The department suggests that strategies designed to maximize investment returns,using this index,can be devel-oped by comparing performances under different metrics,thereby better meeting the needs and expectations of investors and regulators.
Three Kingdoms Sub-indexMetric OptimizationFinancial AnalysisETF Investment Strategies
万方数据
维普
