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What is Chinese Stock Market Investment Strategies about?

This study develops investment strategies for the Chinese stock market from 2015 to 2023, focusing on volatility and fundamental analysis. Two strategies, Alpha Volatility and Alpha Fundamental, were tested, with the former achieving a cumulative return of 38.44% after refinement, while the latter underperformed with a return of -15.22%. The integration of both strategies yielded a cumulative return of -4.77%, highlighting the challenges of combining fundamental and volatility factors in investment strategi

Author

ancientalgorithm

Language

EN