股票垫头交易
In recent years, Chinese government implements the stock index futures, security margin trading and emulation trading of treasury bonds futures as well as options, which lay a solid foundation for quantitative investment.
国内股指期货上市,融资融券业务、国债期货的推出以及期权的筹备,使得量化投资策略的实现有了一定的基础。
The subsequent step is the analysis of impulse response function and variance decomposition, from the point of the qualitative and quantitative view to survey the extent of the margin trading on the stock market.
随后对模型进行脉冲响应函数分析和方差分解分析,从定性与定量的角度测定了融资融券对股市影响的程度。
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