资源列表
ACOS6-SAM-Files
- acos6-sam卡数据文件的创建-acos6-sam card data file s to crate.
State_Space_Models_FEX
- State Space/ Kalman Filter Toolbox,Author: Marcelo Perlin / (PhD Student) / ICMA – Reading University,This toolbox was designed to simulate and fit linear state space models with the kalman filter approach. The main literature I used for this parti
BRHMM
- BRMMTEST Bayesian robust mixture model test scr ipt This routine tests the capabilities of the BRMM on synthetic data. It generates a set of data a BRMM with unknown parameters and, from these data, it estimates the parameters of the model r
correlation_demo
- 04/17/2014 Author: Emin Orhan Matlab code for running model-mismatch simulations for different scenarios. Matlab scr ipts corresponding to different scenarios are provided in separate directories. -04/17/2014 Author: Emin Orhan Matl
escape-from-the-top
- 2015年和2007年的大牛市的急转直下具有一定的相似性的。该代码通过BP神经网络设计出一套预警函数，让资金在股票价格到顶之前逃离。-Stock market turned down in a rapidly rate this year.This code designs a pattern to predict the risk by BP nerve net.
CMO-cashflow-analysis
- CMO是一种基于住房抵押债券而衍生出的金融工具，不计违约风险，其风险主要源于利率风险。该代码通过蒙特卡洛模拟，计算CMO产品的最适价格。-CMO is a kind of financial tool derived the collateral mortgage securities.This series of codes will analyze the pricing process by the perspective of interest rate risk.
Accounting22295910252012
- Complete accounting application
sec
- 资金管理系统，自行开发，计算利息的一个好帮手-Financial management systems, self-development, calculate the interest of a good helper
backtest
- 用来回测量化选股策略，配合数据库与excel使用，自动返回收益-Used to test quantitative stock selection strategy, combined with the use of Excel , automatic return return
SAR
- 用来计算抛物线指标或停损指标，用作量化策略中的停损指标，以减少投资风险。-Used to calculate the parabolic index or stop loss index, as a quantitative strategy to reduce the risk of the stop loss, in order to reduce investment risk.
SelectStockStrategy
- 用于与交易平台软件结合进行策略选股的模板，可自定义策略-For the stock strategy of template binding and trading platform software, can be customized strategy
SelectStocks
- 用于与交易平台软件结合进行PSM策略选股-Used in combination with the trading platform software PSM stock strategy