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Web of Proceedings - Francis Academic Press
Web of Proceedings - Francis Academic Press

A Portfolio Selection Method Validation: Max-Median Rule in Csi 300

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DOI: 10.25236/edssr.2020.040


Huanting Zhou

Corresponding Author

Huanting Zhou


We use an existing investment strategy, MaxMedian rule, which is introduced by Prof.James Thompson, a simple but power investment method for individuals that can even compute on a laptop. The huge impact of this investing strategy was satisfied through statistics data, which shows From the S&P 500 result, citation, over 1958-2016 period, this strategy is over the benchmark by 1.15. In this article we examine the way to operate the of MaxMedian rule in CSI 300, a chinese stock market based index. And also examining the results of the use, the result shows solid evidence that the Maxmedian rule still can apply to the CSI300 and outperform the benchmark through statistics.


Csi 300, Maxmedian, Investment strategy