Research on a stock-matching trading strategy based on bi-objective optimization

Frontiers of Business Research in China

Table 2 BQQ model stock matching results

λ	Serial No.	Stock A	Stock weight	Serial No.	Stock B	Stock weight
0	1	600,795	0.5028	6	600,016	0.0136
	2	601,398	0.1417	7	601,766	−0.0224
	3	601,328	0.1249	8	600,028	−0.0504
	4	601,390	0.031	9	601,669	−0.0523
	5	601,166	0.0241	10	601,988	−0.8392
0.1	1	600,050	0.7513	6	601,336	−0.0657
	2	600,999	0.4585	7	600,150	−0.1127
	3	600,036	0.1822	8	601,688	−0.1165
	4	600,887	0.1213	9	600,104	−0.201
	5	601,318	−0.0251	10	601,800	−0.3252
0.2	1	601,888	0.3566	6	600,519	0.019
	2	600,606	0.2937	7	600,547	−0.0345
	3	601,601	0.0848	8	600,340	−0.1763
	4	601,336	0.0747	9	601,211	−0.4097
	5	601,688	0.0299	10	600,703	−0.7566
0.3	1	601,628	0.2169	6	600,109	0.0275
	2	600,893	0.1016	7	600,050	−0.009
	3	601,688	0.0875	8	600,150	−0.0099
	4	601,186	0.0665	9	600,999	−0.2757
	5	600,887	0.0381	10	601,857	−0.9232
0.4	1	600,050	0.8067	6	600,887	−0.0156
	2	601,186	0.249	7	601,601	−0.0225
	3	600,999	0.2128	8	601,628	−0.1203
	4	600,893	0.0647	9	600,150	−0.1544
	5	601,688	0.0181	10	601,800	−0.4454
0.5	1	600,050	0.7972	6	600,109	−0.0174
	2	601,186	0.2569	7	601,601	−0.0246
	3	600,999	0.2342	8	601,628	−0.1251
	4	600,893	0.0651	9	600,150	−0.1548
	5	601,688	0.0044	10	601,800	−0.4459
0.6	1	600,050	0.7886	6	601,601	0.0168
	2	601,186	0.2794	7	601,601	−0.1138
	3	600,999	0.1789	8	601,628	−0.1197
	4	601,688	0.0691	9	600,150	−0.1589
	5	600,893	0.065	10	601,800	−0.4542
0.7	1	601,800	0.2475	6	601,601	0.0522
	2	601,688	0.1843	7	600,893	−0.0448
	3	600,150	0.1535	8	600,111	−0.1994
	4	601,601	0.1162	9	600,999	−0.3851
	5	601,186	0.07	10	600,050	−0.8185