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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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新版黄蝴蝶ZUP_v135 121N
说明： mt4版 新版黄蝴蝶 源码 参考文档设置(MT4 version of the new yellow butterfly source code)
- 2020-06-21 13:00:02下载
- 积分：1
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QTrader
vs2017 MFC 期货 CTP API 开发示例， 带界面(vs2017 MFC CTP API CTP API)
- 2019-02-16 06:31:42下载
- 积分：1
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ATM
做一个简单的atm界面，文档里含有设计思路，执行成功后的界面和源代码(Do a simple atm interface, document containing design ideas, the implementation of the interface and the source code after the success of)
- 2012-12-03 16:00:43下载
- 积分：1
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通达信公式教程
说明： 先测试下，通达信公式学习教程，初学者很有用，建议收藏，谢谢！！(Fourthly early rising gives us enough time to get ready for our worksuch as to wash our faces and hands and eat our breakfast properly.)
- 2020-06-21 12:40:01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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Desktop
一个ATM程序的源码，里面还包含有其他的4个小程序，供给刚刚学习C的人用(An ATM program source code, which also includes other small program, the supply just learning C, with)
- 2013-04-09 20:26:10下载
- 积分：1
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jj2mmestocck2
j2me构建股票系统，虽然不是纯粹的源码，但里边阐述了源码与说明，相当于带有有解释的程序源码，对初学入门j2me的开发者来说，具有相当的作用。 可直接使用。
(j2me build a stock system, although not a pure source, but the inside explained the source and explanation, which is equivalent with the interpretation of program source code, beginner entry j2me developer, has a considerable role. Can be used directly.)
- 2012-07-29 00:32:59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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SStOCKSTooolo
股票分析工具源码，提供各种基金金的股票数据分析结果
(Stock analysis tool source, offers a variety of fund gold stock data analysis)
- 2012-08-25 17:01:14下载
- 积分：1
