中文摘要：

在IS算法交易策略基础上,提出了一种考虑股票市场实时变化的改进动态IS算法交易策略.同时,针对中国股票市场的实际情况,设计了模拟市场交易平台,将改进动态IS算法交易策略、传统IS算法交易策略及随机交易策略分别引入到模拟平台当中进行比较.模拟结果显示,改进动态IS算法可有效降低交易成本,并明显优于传统IS算法和随机交易策略.

英文摘要：

An improved dynamic IS algorithmic traamg strategy , time changes in the stock market. Actual situation in the Chinese stock market was used to design a simulated trading platform, then the improved dynamic IS algorithmic trading strategy was introduced. Traditional IS al- gorithmic trading strategy and random trading strategy were compared. Simulations confirmed that the improved dynamic IS algorithm was able to reduce effectively transaction costs, and was superior to both traditional IS algorithms and random trading strategy.