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matlab_pairs_trading

于 2020-07-01 发布文件大小:127KB

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下载积分: 1 下载次数: 86

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代码说明：

这个程序包实现了高盛投行部研究成果：配对交易。Pair trading. (Pair Trading Strategy. This packages contains the sample codes for pair trading. Please refer to the auther to show respects.)

文件列表：

matlab_pairs_trading
....................\DemoMatlabPairsTrading.m,8818,2013-04-29
....................\html
....................\....\DemoMatlabPairsTrading.html,23816,2013-04-29

....................\....\pairs-trading-zscore.png,10875,2013-04-29
....................\license.txt,1311,2014-02-12
....................\PairsTradingStrategy.m,2870,2013-04-28

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gatbx
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该工程实现对单载波系统QPSK的频偏估计算法 freq_estimate
该工程实现对单载波系统QPSK的频偏估计算法。调相信号在接收机相干解调时需要同频同相的参考载波，而发射机和接收机之间往往存在频率偏差，为了消除这种误差，必须在软件层面实现。使用了QPSK四相调制的信号特点进行载波频偏估计，经验证，效果较好。(This project implements frequency offset estimation algorithm for single carrier system QPSK. The phase modulation signal needs the same frequency reference carrier in the coherent demodulation of the receiver, and the frequency deviation often exists between the transmitter and the receiver. In order to eliminate this error, it must be implemented on the software level. The carrier frequency offset estimation is carried out by using the signal characteristics of QPSK four phase modulation.)

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matlab_pairs_trading

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