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TrinomialAmerican
三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。(tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.)
- 2005-07-25 23:26:01下载
- 积分：1
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Strategy_GFTD_V2
广发TD股指期货高频交易策略，matlab实现(GF TD index futures high frequency trading strategies using matlab )
- 2013-07-05 20:19:32下载
- 积分：1
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Copula-CoVaR R 操作说明
说明： GARCH-Copula-VaR R代码操作说明(GARCH-Copula-VaR R code)
- 2021-04-23 22:18:47下载
- 积分：1
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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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聪明的剥头皮EA
说明： MT4一款头i皮EA,单量大准确率高，不存在爆仓！！(MT4 is a scalp EA, with high accuracy and large volume, and no explosion!!)
- 2020-06-24 05:00:01下载
- 积分：1
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量化投资模型
说明： 量化投资模型,期货品种量化策略源码.1.海龟图,2.机器学习(股票) 量化策略源码.3.做市商交易(期货) 量化策略源码.4.跨期套利(期货) 量化策略源码.5.跨品种套利(期货)量化策略源码.6.网格交易(期货) 量化策略源码. 7.alpha对冲(股票+期货) 量化策略源码(Quantitative investment model)
- 2019-03-26 05:47:39下载
- 积分：1
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PortVaR
统计工具软件，用于金融，保险，银行等领域进行VAR风险估计计算(statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR)
- 2007-04-28 02:25:51下载
- 积分：1
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jixi_tool
此工具为参考银行计息方式制作的活期计息的工具。全部用公式完成。请修改完成黄色部分。(This tool is a reference bank s current interest-bearing way of making interest-bearing instruments. All the formula is complete. Please complete the yellow part modify.)
- 2013-10-27 19:46:41下载
- 积分：1
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MT4编程模版[2016.02]
说明： 重零基础开始学习MQL编程语言，到自己可以编写程序(15/5000
Start learning the MQL programming language from scratch)
- 2021-03-22 09:59:16下载
- 积分：1
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对冲套利EA
可以用来对冲和套利交易欧美和磅美货币对，还可以自定其它货币对交易(It can be used for hedging and arbitrage transactions between European and American and pound-dollar currencies, as well as other currency pair transactions.)
- 2020-06-24 05:20:02下载
- 积分：1
