Research on optimal portfolio trading strategy based on decision to quantification model

The purpose of this paper is to establish a model that is conducive to making decisions, and to analyze decisions from the operational mechanism of events. When it comes to buying and selling decisions in the financial markets, we know how difficult it can be to decide when to buy or sell, because selling too early or buying too late can reduce returns. Therefore, a model composed of decision system and quantitative system is proposed to make daily trading strategy. The decision system is used to decide whether a trade should be made that day, while the quantitative system is used to decide the number of trades to be made when a trade is made that day. Build a model based on the historical price of gold and bitcoin to decide whether to trade on the day. Using the constructed technical indicators and combined with the effective turtle strategy to analyze the designated decision scheme. In addition, to make decisions more robust, polynomial strategies are added to predict future price movements.