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VWAP
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)
- 2013-04-10 16:43:14下载
- 积分:1
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vnpy6.3.13
说明: 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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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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查看股票行情
可以查看多只股票实时行情,并按涨幅自动排序,如“股票编码 股票名称 当前价 涨跌 涨幅% 成交量(手) 成交额(万) 开盘价 最高价 最低价 昨日收盘" 等,绿色软件方便应用。(You can view the real-time quotations of several stocks and sort them automatically according to the increase, such as "the current price of the stock coded stock name increases or decreases% of the turnover (hand) turnover (10,000), the opening price of the highest price and the lowest price yesterday closing" and so on. Green software is easy to use.)
- 2020-06-19 07:40:02下载
- 积分:1
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pricepatternprot
股票价格预算Stock Prediction Based on Price Patterns (国外原程序包)(Stock price budget Stock Prediction Based on Price Patterns (outside the original package))
- 2008-04-18 16:47:09下载
- 积分:1
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经典EA平头哥源码
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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univariate
GARCH模型的matlab程序,使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)
- 2018-07-13 19:20:40下载
- 积分:1
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MT4编程模版[2016.02]
说明: 重零基础开始学习MQL编程语言,到自己可以编写程序(15/5000
Start learning the MQL programming language from scratch)
- 2021-03-22 09:59:16下载
- 积分:1
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ScanExample
类似支付宝扫描银行卡的app源码,可以直接用相机把银行卡号扫描到app中(Similar Alipay bank card scanning app source code, you can use the camera directly to the bank card scanning app in)
- 2020-10-22 16:17:22下载
- 积分:1
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90%准确率黄金外汇香港欧美平台通用
90高胜率EA,利用货币之间的利差关系进行对冲,收益稳定。(90 high winning rate EA, using the spread between currencies to hedge, the return is stable.)
- 2020-06-24 04:40:02下载
- 积分:1