-
uf2018-indicator
说明: 建议参数调成10,我主要用这个指标配合MAcD和均线做恒指,效果挺好。(It is suggested that the parameter be adjusted to 10. I mainly use this index with MAcD and mean line as the constant finger. The effect is good.)
- 2020-06-17 06:00:02下载
- 积分:1
-
EA_bb_ma_detect_signal
原创,布林通道的自动交易EA,运用布林线做了一个通道,价格上穿时卖出,价格下穿时买入,加入了几款过滤器(Originally, the automatic trading EA of Brin Channel, which uses Brin Line to make a channel, sells when the price goes up, buys when the price goes down, and adds several filters.)
- 2020-06-22 13:00:02下载
- 积分:1
-
Risk_Workshop_CN2012
金融风险量化分析
通过已有金融数据分析近期金融市场风险(Financial risk quantitative analysis of the recent financial market risk through existing financial data analysis)
- 2012-08-28 22:06:11下载
- 积分:1
-
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
-
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
-
代码
FAMAfrench1992的程序代码,论文的实现,仅供参考(FAMAfrench 1992 program code, the realization of the paper, for reference only)
- 2020-10-09 17:17:34下载
- 积分:1
-
test
简单的文本文件输入存储和简单计算 以股票收盘价为例子(Input memory and computationally simple text files)
- 2014-09-03 13:01:29下载
- 积分:1
-
ctp-trader-demo
CTP期货接口 c++ 行情和定义demo(CTP futures interface c++ quotations and definition demo)
- 2018-09-30 09:11:14下载
- 积分:1
-
stockpriceprediction
说明: 本程序是一款股价走势预测软件,可以根据以前某支股票的股价,预测未来走势,附有预测结果图,效果很好。(This procedure is a stock price prediction software, according to a stock sprice,predict future trends, with a prediction map, a good effect.
)
- 2010-04-15 15:26:06下载
- 积分:1
-
celue
螺纹钢期货小波区间突破策略MATLAB代码,策略最优化,样本外测试,给出了年化收益,平均胜率,最大回撤等指标(RB trading strategy)
- 2013-08-02 00:33:21下载
- 积分:1