Project background

A leading securities company hopes to use AI technology to improve its quantitative trading capabilities and upgrade the traditional factor stock selection model to an intelligent multi-strategy trading platform to cope with the challenges of increased market volatility.

Solution

Zhiyuan Technology built an AI quantitative trading platform for it. The core capabilities include:

• NLP public opinion analysis: real-time capture of financial news, research reports, social media data, and extraction of market sentiment factors
• Time series prediction model: stock price trend prediction based on LSTM and Attention mechanism
< li>Multi-factor intelligent stock selection: AI multi-factor model that integrates fundamentals, technical aspects, and sentiments
• Risk control module: Intelligent optimization of dynamic position management and stop-loss strategies

Project results

After the platform was launched, the annualized return rate of the strategy portfolio increased by 35% compared with traditional quantitative strategies, the maximum drawdown was controlled within 8%, and the Sharpe ratio reached 2.1.