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本文的核心步骤为选择一支拥有较高关注的股票以及相应关键词,从百度指数爬取数据,数据预处理,验证该股票与相关关键词在百度指数上搜索次数变化情况的相关性,构建模型与验证,并添加一定的风险管理以及进行小规模的实际测试。核心策略是根据某支股票相关关键词在百度指数上的搜索次数变化情况来决定股票头寸的做多时机与做空时机,当一个与股价负相关的关键词周平均搜索量低于其过去三周移动平均搜索量,则进行头寸做多的策略;反之进行空头头寸的投资策略。我们将选取合适的公司、合适的时间段,进行该策略的模拟与收益率验证。

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本文的核心步骤为选择一支拥有较高关注的股票以及相应关键词,从百度指数爬取数据,数据预处理,验证该股票与相关关键词在百度指数上搜索次数变化情况的相关性,构建模型与验证,并添加一定的风险管理以及进行小规模的实际测试。核心策略是根据某支股票相关关键词在百度指数上的搜索次数变化情况来决定股票头寸的做多时机与做空时机,当一个与股价负相关的关键词周平均搜索量低于其过去三周移动平均搜索量,则进行头寸做多的策略;反之进行空头头寸的投资策略。我们将选取合适的公司、合适的时间段,进行该策略的模拟与收益率验证。

" ["cover"]=> array(3) { ["large"]=> string(75) "http://www.chinadatacase.com/files/course/2025/03-20/093840047fab832788.jpg" ["middle"]=> string(75) "http://www.chinadatacase.com/files/course/2025/03-20/093840049003692842.jpg" ["small"]=> string(75) "http://www.chinadatacase.com/files/course/2025/03-20/09384004a332446989.jpg" } ["status"]=> string(9) "published" ["studentNum"]=> string(3) "150" ["discountType"]=> string(8) "discount" ["discount"]=> string(2) "10" ["minCoursePrice"]=> string(4) "0.00" ["maxCoursePrice"]=> string(4) "0.00" ["defaultCourseId"]=> string(4) "2187" ["productId"]=> string(4) "2060" ["goodsId"]=> string(4) "2059" ["minCoursePrice2"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["maxCoursePrice2"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } } } ["extensions"]=> array(3) { [0]=> string(8) "teachers" [1]=> string(14) "recommendGoods" [2]=> string(10) "isFavorite" } ["specs"]=> array(1) { [0]=> array(26) { ["id"]=> string(4) "2086" ["goodsId"]=> string(4) "2059" ["targetId"]=> string(4) "2187" ["title"]=> string(0) "" ["seq"]=> string(1) "1" ["status"]=> string(9) "published" ["price"]=> string(4) "0.00" ["coinPrice"]=> string(4) "0.00" ["usageMode"]=> string(7) "forever" ["usageDays"]=> string(1) "0" ["usageStartTime"]=> string(1) "0" ["usageEndTime"]=> string(1) "0" ["buyableStartTime"]=> string(1) "0" ["buyableEndTime"]=> string(1) "0" ["buyableMode"]=> NULL ["buyable"]=> string(1) "1" ["maxJoinNum"]=> string(1) "0" ["services"]=> array(0) { } ["priceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["displayPrice"]=> string(4) "0.00" ["displayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["isMember"]=> bool(false) ["access"]=> array(2) { ["code"]=> string(14) "user.not_login" ["msg"]=> string(15) "用户未登录" } ["hasCertificate"]=> bool(false) ["learnUrl"]=> string(43) "http://www.chinadatacase.com/my/course/2187" ["teachers"]=> array(1) { [0]=> array(6) { ["id"]=> string(1) "3" ["nickname"]=> string(5) "admin" ["title"]=> string(1) " " ["uuid"]=> string(40) "634d3b58166bfafd4069119be97ee6bfee064c52" ["destroyed"]=> string(1) "0" ["avatar"]=> array(3) { ["small"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" ["middle"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" ["large"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" } } } } } } 基于百度指数大数据舆情的股票市场趋势影响分析 - 中国经管实验教学案例平台