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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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Python量化交易教程
说明： 利用Python进行量化投资详细教程，从Python基础知识到经典量化投资策略与量化模型。(Use Python for a detailed tutorial on quantitative investment, from Python basic knowledge to classic quantitative investment strategies and models.)
- 2020-01-11 19:41:07下载
- 积分：1
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Stockzy
增加excel表中股票代码导入文本代码与行情功能(The increase of Excel stock code table import text code and market function
)
- 2014-11-06 11:19:36下载
- 积分：1
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DayTrading
mt4平台EA系统完整代码，提供编程思路，根据自己需要修改、改变。(
EA system complete code mt4 platform provides programming ideas, according to their own need to
change, change.
)
- 2013-09-22 17:45:00下载
- 积分：1
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MTDriver盈亏统计指标1.93
MT4盈亏统计指标，最新版本可统计每天的盈利和浮亏，非常实用(MT4 profit and loss statistics indicators, the latest version of the daily statistics of profits and losses, very practical)
- 2018-11-25 23:14:58下载
- 积分：1
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Forexustaad-pro
pro indicator for forex trading
- 2019-04-25 02:08:04下载
- 积分：1
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Pupil-energy-column
通达信指标，能看到多空能量的变化，当看到能量和价格明显背离时，就可以高卖低买，首先说明此指标中含有未来函数，但其实此指标的确是可以很明了的看到多空双方的能量变化。(Mastery letter indicators can see changes in long and short of energy, when you see the price of energy and a clear departure from the time, you can buy low and sell high, the first description of this index contains the next function, but in fact, this indicator can indeed be very clear to see long and short sides of the energy change.)
- 2013-12-06 15:02:48下载
- 积分：1
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R
说明： 金融时间序列分析上证指数的GARCH模型R语言代码，可用于研究股票的波动性和预测。(The GARCH model R language code of the Shanghai Stock Exchange Index for financial time series analysis can be used to study the volatility and prediction of stocks.)
- 2020-06-30 11:40:02下载
- 积分：1
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Strategy
量化股票全市场交易策略，通过判断大盘和股票的买卖提示，通过这个策略计算 净值 变化 最大回撤 净值最低点 周转 成功率 ，可以通过调整，变化出不一样的策略(Quantitative stock market trading strategy, through the judgment of the market and the stock trading tips, through this strategy to calculate net worth change maximum retracement net worth low turnover success , can adjust, change a different 2) strategy)
- 2014-02-22 20:16:46下载
- 积分：1
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带时间的趋势指标
MT4版本的趋势线指标，带时间输出的，很实用的指标(MT4 Trend Line Indicators, with Time Output, Very Practical Indicators)
- 2020-06-21 13:40:01下载
- 积分：1
