ABSTRACT
This chapter introduces the financial market, the mathematical equations, the modeling with R language, the historical data backtesting and finally finds the investment opportunities. It also introduces the theory of mean reversion, and then the test of market characteristics. The chapter discusses the stock data with R language, so as to implement a mean reversion model and to testify whether investment theory can discover opportunities of making money. It covers the disciplines of computer science, finance, mathematics, statistics, etc. The chapter explains how to implement a fund accounting system mainly used for the meeting bookkeeping service of a private equity in financial trading. It also explains the core services and the calculation methods of fund accounting system. The chapter interprets how Machine Gene Investment works with data. Machine Gene Investment is an application for mobile terminal released by China Merchants Bank (CMB) on December 6, 2016.
