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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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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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High-FrequencyTradingPracticalGuide
这是一本关于高频数据处理算法的matlab分析的教程,英文版,他所使用的是matlab R2010b版本。值得大家参考(This is an analysis on high-frequency data processing algorithms matlab tutorial, in English, he used matlab R2010b version. Worth reference)
- 2013-03-09 14:49:12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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多空轨道交易系统
这是一个通道指标的源码 中间是多空线 上下两条轨道是通道线 k线实体突破上轨做多,跌破下轨做空。上下轨分别也是止损位(his is a source of intermediate channel index is two tracks long and short line is the channel line K-line entity breakthrough track, below the short track. The upper and lower rails are also the stop loss positions)
- 2020-07-30 08:58:38下载
- 积分:1
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asian_option
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
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欧美M1
只需要挂在欧美一分钟就行 无需风控,系统根据两个货币的关系进行止损 止盈(It only needs to hang in Europe and America for one minute without wind control. The system stops losses and stops earnings according to the relationship between the two currencies.)
- 2020-06-19 20:00:02下载
- 积分:1
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VPIN
本段代码用于计算股指期货数据的VPIN值。(calculate value of VPIN)
- 2020-12-12 11:19:17下载
- 积分:1
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bitcchina
1.一键买币,一键卖币
2.价格提醒
3.大量委单提醒
4.k线图
5.委托行情图
6.收益计算
7.实时交易价格显示
更新内容:
1.一键卖币bug修复
其他功能正在添加中。。。
(btcchina btccoin)
- 2020-07-03 06:00:01下载
- 积分:1
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155
本EA交易使用两个MACD指标. 第一个 MACD 用于寻找交易入口, 第二个用于确定趋势.
资金管理系统基于固定对赌加倍系统, 倍数为两倍.(This EA transaction uses two MACD indicators. The first one is used to find trading entries, and the second one is used to determine trends.
The fund management system is based on the fixed bet doubling system, which doubles.)
- 2019-04-20 21:53:51下载
- 积分:1