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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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bankrole
银行排队叫号系统演示开发环境为microsoft visual studio 2005 多线程并行开发
C++窗体应用程序 有mfc基础和vb基础理解实践触发编程(Bank call queuing system demo development environment for microsoft visual studio 2005 multithreaded parallel development C++ Forms application the mfc foundation and the vb basis for understanding practice trigger programming)
- 2013-04-03 16:37:08下载
- 积分:1
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Forexustaad-pro
pro indicator for forex trading
- 2019-04-25 02:08:04下载
- 积分:1
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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
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MT4-MT5黄金甲5B
黄金甲5B对冲套利ea,5个货币一起开单一起平仓,稳定盈利浮亏小。(Gold a 5B hedge arbitrage ea,5 currencies open an order together with a liquidation, stable profits and small losses.)
- 2018-11-25 23:13:21下载
- 积分:1
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2day
运行于MT4的一款外汇双货币对冲的ea,市面上是找不到的,仅供学习,谨慎实盘。内含英文试用说明书。(A pair of foreign currency hedging operation on MT4 EA, the market is not to be found, only to learn, cautious firm. Contains English test specification.)
- 2016-02-11 17:24:15下载
- 积分:1
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BAMS
简单的银行账户管理系统,能够登录账户,管理账户,并且实现连接数据库和更新数据库数据。(Simple bank account management system that can login, manage accounts, and to connect the database and update database data)
- 2012-01-06 08:41:37下载
- 积分:1
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New Drovasek EA
MT4 expert advisors 4
- 2019-04-19 21:35:05下载
- 积分:1
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yint
运用c++编程,满足银行排队取票的功能,让这一行为能够更加自动化(Using c++ programming, satisfy the function of the Banks lined up to collect the tickets, let this behavior can more automation)
- 2015-06-01 01:27:38下载
- 积分:1
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Stock-data-interfaces
股票数据与matlab环境接口构建,主要用于数据处理(Stock data interfaces with the matlab environment to build, mainly for data processing)
- 2013-06-04 19:46:45下载
- 积分:1