Author(s)

Qirui Lou

Corresponding Author

Qirui Lou

Abstract

Quantitative investment, as a method of using mathematics, statistics, and computer technology to guide investment decisions, has become an important component of the modern financial investment field. It establishes a sustainable mathematical model by deeply analyzing market environment, macroeconomic factors, and diversified information such as the fundamentals and technical aspects of stocks, in order to seek profit opportunities in the market. High frequency trading refers to the behavior of completing a large number of transactions in a very short time using high-performance computer systems and fast data transmission technologies. It requires investors to quickly obtain, process, and analyze market data, and make quick and accurate trading decisions based on it. In the high-frequency trading environment, how to construct appropriate quantitative investment models and adopt appropriate methods to measure risks has become a hot and cutting-edge issue in the field of financial research. With the continuous progress of technology and the continuous growth of the market, investors need to constantly learn and explore new methods and technologies to improve investment efficiency and reduce risks. This article delves into the construction and empirical analysis of quantitative investment models in high-frequency trading environments.

Keywords

High frequency trading environment; Quantitative investment; Model construction and empirical analysis