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ccruncher-1.5_src
说明： 金融算术，计算VAR值，蒙特卡洛算法，等(CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall )
- 2010-03-19 00:35:36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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shandian
MT4源程序，两年收益1万做到20万(MT4 for mq4 MT4 for mq4MT4 for mq4)
- 2013-11-26 09:05:04下载
- 积分：1
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asian_option
说明： 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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WayGrowLite_v1.1
说明： mt4 ea, trade good, fast connection
- 2019-02-06 03:16:08下载
- 积分：1
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EA_bb_ma_detect_signal
原创，布林通道的自动交易EA，运用布林线做了一个通道，价格上穿时卖出，价格下穿时买入，加入了几款过滤器(Originally, the automatic trading EA of Brin Channel, which uses Brin Line to make a channel, sells when the price goes up, buys when the price goes down, and adds several filters.)
- 2020-06-22 13:00:02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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三数浪经典指标3
说明： 到转折点会自动显示数字，分3级，级数越大转折力度越强(The turning point will automatically display numbers, divided into three grades, the greater the series, the stronger the turning force to the turning point will automatically display numbers, divided into three grades, the greater the series, the stronger the turning force.)
- 2020-06-20 08:20:02下载
- 积分：1
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R-program
分析000099和000039两支股票开盘价格的分布。以开盘价或收盘价为指标，在一张图上显示所有股票的以时间为横轴的散点图和曲线图。采用移动平滑法对曲线进行拟合，画出光滑曲线。(Distribution of 000099 and 000039 the opening price of the two stocks. In opening or closing price as an indicator displayed on a graph with time on the horizontal axis of the scatter plot and graph of all stocks. Using mobile smoothing curve fitting, draw a smooth curve.)
- 2016-01-13 20:12:40下载
- 积分：1
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MT4画出趋势线自动成交EA
MT4画出趋势线自动成交EA，内含源码！(MT4 draw the trend line automatic transaction EA, containing source code!)
- 2020-07-01 00:00:02下载
- 积分：1
