-
新版黄蝴蝶ZUP_v135 121N
说明： mt4版 新版黄蝴蝶 源码 参考文档设置(MT4 version of the new yellow butterfly source code)
- 2020-06-21 13:00:02下载
- 积分：1
-
全盘对冲套利EA
说明： 加载到欧美一分钟图上，每天大概20单左右，单单止盈止损，一单一开，不盲目加仓，一个月已收益50%(Loaded on the one minute chart of Europe and the United States, about 20 orders a day, only stop profit and stop loss, a single open, not blindly add positions, a month has earned 50%)
- 2020-02-18 21:55:56下载
- 积分：1
-
期货CTP接口SFIT_CTP_6.3.11_20180109_tradeapi
上期所最新期货ctp文档，适合对交易有兴趣的研究者使用。(The latest CTP document of the latest issue is suitable for researchers interested in trading.)
- 2018-09-20 16:04:28下载
- 积分：1
-
8583
银行使用的8583算法，使用者可以直接使用(8583 algorithms used by banks)
- 2013-07-08 17:38:13下载
- 积分：1
-
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
-
QTrader
vs2017 MFC 期货 CTP API 开发示例， 带界面(vs2017 MFC CTP API CTP API)
- 2019-02-16 06:31:42下载
- 积分：1
-
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
-
yinghao
银行十年期固定利率贷款隐含期权蒙特卡罗模拟定价程序，具有很好的运行结果(Ten-year fixed-rate bank loans Monte Carlo simulation embedded option pricing procedures, with good operating results)
- 2013-09-20 18:49:14下载
- 积分：1
-
replicationofbarriers
说明： 用matlab实现障碍期权的复制，并以此给障碍期权定价(Matlab realize with a copy of barrier options and barrier options as to the pricing)
- 2008-08-27 10:09:47下载
- 积分：1
-
暴利小马丁
暴力小马丁，适合小资金，已实盘操作过。回撤不超过20%。(Violent Martin Jr., suitable for small funds, has been operated on a firm basis.)
- 2020-06-17 00:00:01下载
- 积分：1
