登录
首页 » matlab » VWAP

VWAP

于 2013-04-10 发布 文件大小:46KB
0 210
下载积分: 1 下载次数: 100

代码说明:

  算法交易中的VWAP方法,附件中还有10个excel表格,用10天股指期货数据进行实验(Algorithmic Trading—VWAP)

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • 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
  • 疯狂刷单.ex4
    说明:  ea自动化交易,博头皮,可以试试,需要调整参数,稳定后可以实盘(EA automated trading, blog scalp, you can try, need to adjust parameters, stable can be firm offer)
    2020-07-01 16:40:02下载
    积分:1
  • StockControl
    股票控件activx源代码,实现了K线图等技术指标(Stock control ActivX source code, implementation of the K line graph, etc. Specifications)
    2009-03-05 16:06:00下载
    积分:1
  • zhengquan
    证券 金融 投资资料 大全 很多 也很全面 下载 自己 好好使用吧 (Securities and financial investment Sourcebook very comprehensive download a lot of good use of it themselves)
    2010-05-25 09:23:42下载
    积分:1
  • R-program
    分析000099和000039两支股票开盘价格的分布。以开盘价或收盘价为指标,在一张图上显示所有股票的以时间为横轴的散点图和曲线图。采用移动平滑法对曲线进行拟合,画出光滑曲线。(Distribution of 000099 and 000039 the opening price of the two stocks. In opening or closing price as an indicator displayed on a graph with time on the horizontal axis of the scatter plot and graph of all stocks. Using mobile smoothing curve fitting, draw a smooth curve.)
    2016-01-13 20:12:40下载
    积分:1
  • 稳定趋势EA
    用于外汇MT4平台使用的一款趋势类型的自动交易程序。其中引用了mt4里自带的MACD指标数值。灰常牛鼻。(expert advise for mt4. MACD is used.)
    2017-11-29 13:33:00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
  • EA-tian-cai
    外汇MT4中 。利用平台差类盈利的EA ,天下EA(Forex MT4 in. Use platform poor class profitable EA, EA world)
    2016-01-09 20:46:50下载
    积分:1
  • CCI Zero外汇交易
    说明:  多周期共振MACD等待多周期同时出现,下一个K线入场(Multicycle resonance MACD waits for multicycle to appear at the same time)
    2020-01-24 16:39:11下载
    积分:1
  • IBFX Tools
    undocks trading windows from metatrader 4
    2020-06-18 18:00:01下载
    积分:1
  • 696518资源总数
  • 105714会员总数
  • 27今日下载