Table 20 Four metrics of different trading strategies for portfolios
From: A hybrid model for stock price prediction based on multi-view heterogeneous data
Strategy | AR (%) | ASR (%) | MDD (%) | AV (%) |
|---|---|---|---|---|
SSE 50 index | 17.64 | 2.11 | 3.72 | 8.38 |
Buy and hold | 32.88 | 1.77 | 7.19 | 18.53 |
Momentum trading | 18.02 | 1.48 | 5.11 | 12.14 |
Randomly buy | 15.15 | 1.5 | 3.90 | 10.11 |
ARIMA | 21.22 | 2.24 | 3.41 | 9.49 |
SVMMD | 14.04 | 2.31 | 2.22 | 6.08 |
SVMDR | 14.77 | 1.86 | 4.02 | 7.95 |
SVMFN | 18.84 | 2.41 | 3.22 | 7.81 |
SVMMV | 24.17 | 3.48 | 2.18 | 6.95 |
MVL-SVMMD | 95.82 | 10.43 | 1.36 | 9.19 |
MVL-SVMDR | 103.31 | 10.35 | 1.69 | 9.98 |