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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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Calculate
说明: 证券交易计算器,用于深市和沪市各种证券交易的计算,不包括指数期货。(Calculate)
- 2010-04-17 20:59:29下载
- 积分:1
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FXOxygen
说明: MT4 expert advisors 3
- 2019-04-19 21:34:24下载
- 积分:1
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High-FrequencyTradingPracticalGuide
这是一本关于高频数据处理算法的matlab分析的教程,英文版,他所使用的是matlab R2010b版本。值得大家参考(This is an analysis on high-frequency data processing algorithms matlab tutorial, in English, he used matlab R2010b version. Worth reference)
- 2013-03-09 14:49:12下载
- 积分:1
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RL-Stock-master
说明: 使用强化学习完成股票预测。强化学习是机器学习的另一个分支,在决策的时候采取合适的行动 (Action) 使最后的奖励最大化。与监督学习预测未来的数值不同,强化学习根据输入的状态(如当日开盘价、收盘价等),输出系列动作(例如:买进、持有、卖出),使得最后的收益最大化,实现自动交易。(Using reinforcement learning to complete stock forecast)
- 2021-03-02 15:39:34下载
- 积分:1
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ATM
The project entitled “Online Banking " is a computerized telecommunications device that provides the customers of a financial institution with access to financial transactions in a public space without the need for a human clerk or bank teller. On most modern ATMs, the customer is identified by inserting a plastic ATM card with a magnetic stripe or a plastic smartcard with a chip, that contains a unique card number and some security information, such as an expiration date or CVC (CVV). Security is provided by the customer entering a personal identification number (PIN).
- 2012-10-19 21:04:39下载
- 积分:1
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bitcchina
1.一键买币,一键卖币
2.价格提醒
3.大量委单提醒
4.k线图
5.委托行情图
6.收益计算
7.实时交易价格显示
更新内容:
1.一键卖币bug修复
其他功能正在添加中。。。
(btcchina btccoin)
- 2020-07-03 06:00:01下载
- 积分:1
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多周期K线指标M-Candles
MT4版本的多周期K线指标,很实用的指标(MT4 version of the multi-cycle K-line index, very practical indicators)
- 2020-06-21 13:40:01下载
- 积分:1
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MACD交叉策略
MT4平台上利用MACD开平仓的一款EA(A EA that uses MACD to open a warehouse on the MT4 platform.)
- 2020-06-30 23:20:02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