Due to the asymmetry of information and the lack of standard investment services in the investment advisory market，the traditional investment advisory market is in disorder，which provides the opportunities for the greedy advisers to deceive the investors. Based on the algorithm of big data analysis，Robo-advisors automatically put forward proposals of investment，reducing the interference from human beings and the service costs greatly. Through the descriptions of the typical intelligent transaction strategies applied by Robo-advisors and the source of Alpha Returns，the paper puts forward the principle of constructing quantitative investment model and demonstrates the research framework of intelligent strategy. In particular，a series of intelligent factors such as ‘moats’ and Stock rating are proposed. The advantages of the technology of Robo-advisors have proved to be making steady profits in a long period of investment with actual data cases from the investment markets in the last three years（2016-2019），