摘要翻译：
在这份报告中，我们讨论了一种新的选择最优股票交易的定量策略。这些基本概念通常为金融界所熟知。这里的关键是理解1）应用于样本的标准得分和2）应用于现实生活中不同时间序列的相关因子。这些概念是我们研究的核心。我们将从介绍部分开始。在这一部分中，我们讨论了方差、协方差、相关因子、股票交易中的日收益率以及检验时间序列正态性的Shapiro-Wilk检验。接下来，我谈到了我的方法的核心（如果你想选择最优的股票进行交易，你该怎么做）。在这份报告的最后，我谈到了一个新的想法，如果你想分析一个以上的股票在当时。我所有的工作都有一个主要的反思：预测股票的方向是一个随机行走，没有人能百分之百地确定股票的去向。我们所能做的，就是假装有一个胜负比大于51%的技术。
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英文标题：
《The normaly distributed daily returns in stock trading》
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作者：
Younes Ben-Ghabrit
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  In this report, we talked about a new quantitative strategy for choosing the optimal(s) stock(s) to trade. The basic notions are generally very known by the financial community. The key here is to understand 1) the standard score applied to a sample and 2) the correlation factor applied to different time series in real life. These notions are the core of our research. We are going to begin with the introduction section. In this part, we talked about variance, covariance, correlation factor, daily returns in stock trading and the Shapiro-Wilk test to test the normality of a time serie. Next to that, I talked about the core of my method (what do you do if you want to pick the optimal(s) stock(s) to trade). At the end of this report, I talked about a new idea if you want to analyze more than one stock at the time. All my work goes with a primary reflexion : forecasting a stock direction is a random walk and nobody can be 100 % sure where a stock is going. All we can do, is to pretend to have a technic with a win/loss ratio greater than 51 %.
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PDF链接：
https://arxiv.org/pdf/1212.6791