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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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EasyWolfeWave
说明: Indicator for Metatrade 4 used in Forex
- 2019-06-20 23:23:09下载
- 积分:1
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algo-trader
用java编写的算法交易软件。包括获取股票数据、分析、下单等全部功能。(AlgoTrader is an automated trading system (ATS) that can trade any type of security on any market available through InteractiveBrokers or FIX. All aspects of trading like getting market data, analyzing prices, taking trade decisions, placing orders & tracking executions can be automated.
Employing automated trading strategies, AlgoTrader eliminates all influences from emotion driven human trading and allows a pure systematic trading approach.
Available features of the system¶ • Automate Trading Strategies based on Trading Rules (using Esper EQL)
• Automated Execution via different Broker Interfaces
• Simulate and run several strategies in parallel
• Backtest strategies based on Historical Data
• Portfolio Tracking & Performance Measurement
• Different Numerical and Statistical Libraries are available to analyze trend and produce Trading Signals
AlgoTrader is based on the following Frameworks and Methodologies¶ • Java SE 6
)
- 2012-06-22 16:23:53下载
- 积分:1
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zcf
stata命令,一般主成分分析均使用SPSS,很少有人使用功能更为强大的stata进行,主要是因为对于经管类学生来说,编程是一件不太容易的事情,本文档可以直接替换研究所使用的变量,即可得到主成分分析结果。(Stata command, general principal component analysis using SPSS, few people use a more powerful Stata, mainly because for the management class, programming is a difficult thing, this document can directly replace the variable used by the research, can get the result of the principal component analysis.)
- 2018-07-01 16:54:21下载
- 积分:1
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Mt4ApiDemo
简介
mt4api接口,是用于直接连接mt4服务器,获取实时行情报价,交易执行,以及历史行情和历史订单的查询等功能的dll接口,
适合开发行情展示或者订单管理,交易策略等,如果可以,你甚至可以用他开发一个mt4客户端!该api比使用mt4终端进行报价和交易要快得多;
提供实时开仓、平仓等多种功能。
功能特点
报价连接:提供直连服务器获取数据功能。
实时报价: 可以获取每个证券代码的实时报价。
证券/组: 提供获取所有证券代码和用户所在组信息。
交易连接:直连服务器进行交易,不需要mt4终端客户端。
交易类型:支持所有交易类型
订单反馈:提供实时平仓开仓反馈。
盈亏状态:实时的盈亏状态。
付费说明
api接口的使用需要license授权文件,在开发周期内,你可以通过license生成助手申请测试license进行测试。测试license有7天的有效期.
正式用户请选择生成按月付费或者永久有效的license. 可以通过微信或支付宝直接支付或者联系我们!(MT4 API interface is a DLL interface used to connect MT4 server directly, obtain real-time information price, transaction execution, query historical quotation and historical order, etc.
Suitable for the development of market display or order management, trading strategies, etc., if you can, you can even use him to develop a MT4 client! The API is much faster than quoting and trading with MT4 terminals.)
- 2019-06-12 17:30:49下载
- 积分:1
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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
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New-folder
课堂作业boxcox变换。在金融中应用广泛。提供给大家参考。(Classwork boxcox transformations. Widely used in finance. Provided for your reference.)
- 2013-11-11 10:06:09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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BYB_v2.0
软件:关于看期货之类的 内容包含现货黄金(un systeme sur la invesstisement ,include beacoup de chose )
- 2013-02-03 15:32:38下载
- 积分:1
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MACD
说明: MACD指标王,喜欢可以下载,配合均线使用,很不错的。(MACD indicator king, like to download, with the use of the average line, very good.)
- 2020-06-17 05:20:01下载
- 积分:1