搜索资源列表
fjjj
- 分级基金套利回测模型,修改分级基金代码和日期,实现回测收益展示-bacttest codes for leverage funds arbitrage
example7_4
- 跨期套利策略计算测试,计算收益率和shapre值-calender spread trading test
MATLAB
- 这是一个期权隐含波动率套利的回测程序模型-This is a back-testing program model option implied volatility arbitrage
fund_investment
- 金融基金.vi可用于提高指数基金定投的收益。 原理: 1。折价溢价:场内基金经常有1 以上的折价或者溢价; 2。定投买入:用华泰证券,手续费低至0.02 (最低0.1元),在折价的时刻买入,比在基金公司申购更划算; 3。持有期间套利: 3.1 同类的金融指数基金,盘中把“溢价”大的换成“溢价”小的,等收敛后换回去; 3.2 基金大幅折价,可以现价买入-〉按净值赎回; 3.3 基金大幅溢价,可以按净值申购 〉现价卖出。 4。LabVIEW软件,省流量,交易时间
Arbitrage
- 自编的高频套利程序,在金字塔VBA上实现,以供参考-Self-frequency arbitrage program on the pyramid VBA realization for reference
R-LANGUAGE-FINANCE-ENGINEER-TECHBOOK
- R语言金融工程中文教程,内含专业的套利和最新资产组合方差和协方差矩阵定价模型(即BLACK-LITTERMAN)及其部分源代码-R LANGUAGE FINANCE ENGINEERING TECH GUIDE
Currency-pair-RSI
- MT4 多货币对RSI指标,可以自定货币对,用来货币对对冲或套利-MT4 multiple currencies on the RSI index, you can customize the currency pair, to hedge or arbitrage currency
Currency-pair-CCI
- MT4 多货币对CCI指标,可以自定货币对,用来货币对对冲或套利-MT4 multiple currencies on the CCI index, you can customize the currency pair, to hedge or arbitrage currency
Currency--arbitrage-EA
- 可以用来对冲和套利交易欧美和磅美货币对,还可以自定其它货币对交易-Can be used to hedge and arbitrage trading in Europe and the United States and the United States and the United States of America and the pound, but also can set other currencies to trade
Quantitative-hedge-arbitrage
- 使用量化交易程序,实现货币组合套利,降低了交易风险-Using quantitative trading procedures, to achieve a combination of currency arbitrage, reducing the risk of trading
HS300_1M
- 基于沪深300ETF基金和沪深300股指期货的期现套利模型-Arbitrage model for HS300ETF and IF1601
PCP-test-in-Chinese-maret
- 根据收集的上证50ETF期权数据,判断金融学中期权平价公式在中国市场上适用程度,返回采用期权平价公式套利的收益序列。-According to Shanghai 50ETF options for data collection to determine the call parity formula finance applicability in the Chinese market, return to the return series using call parity formula
jin-zi-ta-arbitrage
- 用vba语言编写金字塔期货软件套利源代码-Pyramid futures software arbitrage source code written using vba language
taolizhibiao
- 对冲套利无风险叠加指标源码, 对冲套利无风险叠加指标源码, -Hedge carry no risk superposition index source, hedge carry no risk superposition index source, Hedge carry no risk superposition index source, hedge carry no risk superposition index source,
abfutures_rev
- 反向套利策略,当股指期货[1] 与股指现货的价格比低于无套利区间下限时,套利者可以买入股指期货,同时卖出相同价值的指数现货,在期现价格比回升到无套利区间时,对期货和现货同时进行平仓,获取套利收益。-Reverse arbitrage strategies
arbitrage
- 基于沪深300的期现套利,原理是基于期现基差-Based on the Shanghai and Shenzhen 300 arbitrage, the principle is based on the difference between current group
binary-tree
- 金融工程中,二叉树模型用于期权定价,用matlab程序实现,来进行套利-Two fork tree model for Option pricing
5B
- 对冲和套利交易欧美和磅美货币对,还可以自定其它货币对交易--Can be used to hedge and arbitrage trading in Europe and the United States and the United States and the United States of America and the pound, but also can set other currencies to trade
Implied-volatility-program
- 用于期权隐含波动率的计算,适用于期权定价实行隐含波动率套利-The implied volatility procedures are used to calculate the implied volatility of option, which is suitable for option pricing
顺势对冲EA
- 欧版顺势套利EA是短线运作 加载到USDJPY一分钟 和eurjpy5分钟, 因为是对冲,可能单量有点大,但是保证金不是很多 不要心慌 货币有后缀的,不能做单,如果你想使用, 找一个没有货币后缀的测试, 点差大的,或许不赚钱,所以以不要那么傻,刻意赚客户的佣金是不道德的 要赚钱为主,如果是你自己的账户,尽量找点差低的,省了点差,其实就是你自己赚钱了 但是点差高,你自己是赚钱了,可是EA运作,会大打折扣啊。三思。 此EA,只要出行情