Comparison between the Expert Systems of SAR and BOLL

摘要

This paper presents tests and comparisons between SAR and BOLL, tow security transaction expert systems, through statistical experiments, with the wining rate, annual rate of return and net profit rate as the management objectives, on basis of the mass data generated by the security market; the results suggest a ratio among the wining rate, annual return rate and net profit rate of the two as 0.876, 0.936 and 0.936 respectively, and the yearly numbers of transactions of SAR is 3.7 times more than that of BOLL. The lower rate of SAR is, as believed, a result of the higher transaction cost of it comparing with BOLL.