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MatlabCode
多因子模型构建。多因子模型是量化选股中最重要的一类模型，其基本思想就是找到某些和收益率最相关的指标。并根据该指标，构建一个股票组合，期望该组合在未来的一段时间跑赢或者跑输指数。如果跑赢，则可以做多该组合，同时做空期指，赚取正向阿尔法收益；如果是跑输，则可以做多期指，融券做空该组合，赚取反向阿尔法收益。多因子模型的关键是找到因子与收益率之间的关联性。(Multi-Factor Model. Multi-factor stock selection model is to quantify the most important class of models, the basic idea is to find some of the most relevant and profitability indicators. And based on the index, to build a stock portfolio, expect the combination index outperformed or underperformed for some time in the future. If outperform, you can do more than this combination, but short of that, to earn positive alpha income if it is underperforming, you can do more than futures, short selling short the combination to earn a reverse alpha returns. Key multi-factor model is to find correlation between factors and yields.)
- 2021-01-12 15:38:48下载
- 积分：1
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gp
说明： 对自己曾经操作过的股票进行分类总结，以便日后再扣操作(Their stocks have been classified operation summary for the days trip operation)
- 2013-11-20 08:07:46下载
- 积分：1
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经典EA平头哥源码
说明： 外汇智能交易很经典的交易源码，很值得学习和参考，但请勿轻易用于实盘，明白原理就行。(Intelligent foreign exchange trading is a classic source code, it is worth learning and reference, but do not easily be used in the real offer, understand the principle is OK.)
- 2020-06-30 13:00:02下载
- 积分：1
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zcf
stata命令，一般主成分分析均使用SPSS，很少有人使用功能更为强大的stata进行，主要是因为对于经管类学生来说，编程是一件不太容易的事情，本文档可以直接替换研究所使用的变量，即可得到主成分分析结果。(Stata command, general principal component analysis using SPSS, few people use a more powerful Stata, mainly because for the management class, programming is a difficult thing, this document can directly replace the variable used by the research, can get the result of the principal component analysis.)
- 2018-07-01 16:54:21下载
- 积分：1
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hht
说明： hht变换，hht变换是利用经验模态来进行分解，从而进行信号分析。(HHT transform, hht transform is the use of empirical mode decomposition to carry out in order to carry out signal analysis.)
- 2021-02-14 17:09:48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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MACD
说明： MACD指标王，喜欢可以下载，配合均线使用，很不错的。(MACD indicator king, like to download, with the use of the average line, very good.)
- 2020-06-17 05:20:01下载
- 积分：1
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management-of-bank-card
对银行卡存款取款时候的数据变化进行管理模拟，获得收支情况(Deposits of the bank card withdrawals when data changes in management simulation to obtain income and expenditure)
- 2013-06-19 11:41:04下载
- 积分：1
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vnpy6.3.13
穿透式CTP—API，python可直接调用进行穿透式测试！(Penetrating CTP - API, Python can be directly called for penetrating testing!)
- 2019-05-18 10:24:41下载
- 积分：1
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asian_option
说明： 美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)
- 2021-04-01 23:29:07下载
- 积分：1
