Application of Financial Engineering in Quantitative Investment Strategy

Abstract

This paper mainly discusses the application of financial engineering in quantitative investment strategy. Firstly, the importance and function of financial engineering in quantitative investment strategy are introduced, and then the principle and technology of quantitative investment strategy are expounded. Then, the application of financial engineering in quantitative investment strategy is analyzed in detail, including stock market analysis, financial risk management, portfolio optimization, market liquidity analysis and financial innovation. Finally, the contribution of financial engineering in quantitative investment strategy and its future development trend are summarized.