资源列表
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
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
BL
- 以Black Litterman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-In Black Litterman way 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
Mean-Variance
- 以最大化收益方差比的方式将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-To maximize earnings variance ratio manner portfolio 20 risk-free rate and equity products optimized manner, and with the value of Sharp and other data to uate the pros and cons
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
Naive
- 选取20支股票并通过平均投资资产管理方法模拟运营，同时给出Sharpe ratio等众多参数分析。-Twenty stocks and analog operations by average invested asset management, and gives numerous parameters Sharpe ratio analyzed.
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
K_means
- Matlab双均线分钟K线策略例子,基于wind的数据获取从而进行交易的简单交易策略-Matlab double the average minute K-line tactics example, based on wind data acquisition so simple trading strategy to trade
hedge-fund-
- matlab量化投资：对冲基金的建模和分析的源代码和所有数据-matlab quantitative investment: hedge funds, modeling and analysis of source code and all data
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
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
duokongxian
- 主要应用于外汇黄金，买卖入手的好指标，喜欢 的朋友可以选择试用一下。-Mainly used in foreign exchange gold, the sale of good indicators, like friends can choose to try.