资源列表
MATLAB6
- 利用双均线金叉死叉做一个简单的回测系统，要求输出胜率，交易次数，收益率，资金最大回撤，夏普比例，以及每笔信息和资金曲线）-DrawBack Code
matrix
- 矩阵特征值计算，简单，好用，可以用于计算复杂矩阵t特征值。-matri calculation， very good and very easy
main
- 股票量化交易接口。股票接口，股票交易接口-Stock quantitative trading interface. Interface stock, stock trading interfaces
Minimum-Variance
- 以最小方差的方式将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-By way of minimum variance portfolio in 20 stocks and risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
TB
- 以Treynor Black的方式将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-Way to Treynor Black 20 stock portfolio and the risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
RO
- 以Robust Optimisation的方式结合TB和BL模型将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-Robust Optimisation way to combine TB and BL model portfolio of 20 stocks and the risk-free interest rate products optimized manner, and with the value of Sharp and other data
QuantLib-1.8.tar
- 一个金融计算的C++库，网站里的比较旧，这是最新的1.8版-A free/open-source library for quantitative finance
RSIabuyasell
- RSI捕捉买卖点交易策略,交易执行及回测-Trading of RSI capture trading strategy, trade execution and back gauge
noQtCTP
- 网上收集的测试CTP接口小程序，仅作熟悉CTP环境之用。-A small CTP interface program Internet, and only for try to be familiar with CTP environment.
option-pricing-(binomial-)
- optin pricing with Binomial , Trinomial , Black and scholes , flexible binomial , LR binomial
144KDJ
- 自己开发的股票期货均线自动交易系统源码，非常好用。可以给大家做为参考。-Develop their own futures average system source code, very easy to use.
test
- yahoo,sina股票期货期指历史和实时数据读取-yahoo,sina,stock data load