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code
一个利用MATLAB编写的螺纹钢期货高频交易套利策略。本策略主要使用移动平均(Moving Average)+RSI 指数策略进行交易判定。其基本思想是 MA 策略对 于明显 趋势走效果较好，而 RSI 策略适用于震荡的行情 ，对两种策略 产生的信号合成之后具有较强抵抗风险的能力 。实际验中，在对初始价格信号进行处理并 通过以往数据回测，得到最佳据回测，得到最佳参数组合之后，策略的年均收益率 达到了23.6，夏普比率为 2.05。(One using MATLAB rebar futures arbitrage high frequency trading strategies. This strategy is mainly used moving average (Moving Average)+ RSI index trading strategy determination. The basic idea is a clear trend to go for MA strategy is better, while RSI strategy for market shocks, the two signals generated after synthesis strategy has a strong ability to resist risks. Practical experience, in the pair. Practical experience, in the pair. Actual experiment, in the initial price signals to be processed and the data back through the previous test, get the best according to backtesting, get the best combination of parameters, the strategy to achieve an average annual rate of return of 23.6 2, the Sharpe ratio of 2.05.)
- 2013-10-09 14:14:53下载
- 积分：1
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PBOC
PBOC电子钱包交易工具--金融IC卡、双界面卡好用的测试工具。(EWallet trading tools for PBOC)
- 2013-05-23 02:05:28下载
- 积分：1
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algo-trader
用java编写的算法交易软件。包括获取股票数据、分析、下单等全部功能。(AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.
Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach.
Available features of the system¶ • Automate Trading Strategies based on Trading Rules (using Esper EQL)
• Automated Execution via different Broker Interfaces
• Simulate and run several strategies in parallel
• Backtest strategies based on Historical Data
• Portfolio Tracking & Performance Measurement
• Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals
AlgoTrader is based on the following Frameworks and Methodologies¶ • Java SE 6
)
- 2012-06-22 16:23:53下载
- 积分：1
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PET-D Slow
Indicator to show early trends with coloring candle
- 2018-03-06 15:57:13下载
- 积分：1
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MT4ExpertAdvisor
MT4智能交易系统 学习指导教程，中文版本。(MT4 Expert Advisors learning tutorials, the Chinese version.)
- 2020-07-23 21:38:44下载
- 积分：1
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jianpanjinglin
模仿飞狐分析师的键盘精灵，实现快捷查询单个股票信息。(Fox analyst fly to imitate the keyboard wizard, to achieve fast query individual stock information.)
- 2009-07-04 08:04:52下载
- 积分：1
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yinghao
银行十年期固定利率贷款隐含期权蒙特卡罗模拟定价程序，具有很好的运行结果(Ten-year fixed-rate bank loans Monte Carlo simulation embedded option pricing procedures, with good operating results)
- 2013-09-20 18:49:14下载
- 积分：1
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推荐-（永久免费）太极战法套利EA 5.23已更新
说明： MT4 EA （外汇自动交易程序） 大全，由网友及本人从网上收集而来。收录EA源代码438个，策略上包含了从基本的MA穿越到网格交易，时间上覆盖拨头皮到日周甚至月线交易, 可谓应有尽有。其中有些已经可以用于实战。有志于自动交易的同志们可不能错过！(This is a large collection of MT4 EA automated trading strategy including source code of 438 EAs which would cover any strategy that you ve ever heard of)
- 2019-05-08 14:04:39下载
- 积分：1
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New-folder
课堂作业boxcox变换。在金融中应用广泛。提供给大家参考。(Classwork boxcox transformations. Widely used in finance. Provided for your reference.)
- 2013-11-11 10:06:09下载
- 积分：1
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多货币多周期切换指标
说明： 在一个图表上可以切换所有货币对的各个时间周期K线图(On one chart, you can switch the K-line chart of each time period of all currency pairs)
- 2020-04-01 14:38:31下载
- 积分：1
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