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MonteCarloEuro
蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。(Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.)
- 2005-07-25 23:24:02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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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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ATM
这是一个简单的仿ATM机，自己在实验课做的，还有很多缺点，请多指教！(This is a simple imitation of ATM machines to do their lessons in the experiment, there are many shortcomings, Pleased to meet you!)
- 2010-11-25 12:28:42下载
- 积分：1
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snake
mt4指标，snake外汇交易系统,可以看行情趋势(mt4 indicators, snake forex trading system, you can see market trends)
- 2013-09-26 01:36:26下载
- 积分：1
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CTP_test
上期所CTP接口测试demo，主要用来学习ctp。(CTP interface test demo)
- 2020-12-16 11:49:12下载
- 积分：1
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upload
数字信号处理中使用AR模型编写的简单的股票价格预测代码(Digital signal processing is used to prepare a simple AR model to predict stock price Code)
- 2015-04-30 17:59:49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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1
说明： 股票期货外汇等证券投资趋势指标，能够在行情软件中显示趋势(Investment)
- 2010-04-15 18:49:04下载
- 积分：1
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Grid Trader (2)
MT4 Expert Advisor for auto trading
- 2017-10-26 05:04:26下载
- 积分：1
