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Statistical-arbitrage-models
- 统计套利模型——>配对交易模型 配对交易模型是统计套利模型中的一种，也是出现最早，应用范围最广的模型。相信随着中国做空制度的出现以及金融衍生品的发展，程序化交易模型也会在中国大放异彩。 统计套利最早出现于80年代，其具体的思想是，假设市场上某两只股票之间如果长期存在协整关系的话，那么如果在短期内，如果两只股票的价差出现了一个离长期协整较大的偏离，那么我们会认为这种偏离是非常态的状况。不久之后有极大的概率向着其长期协整回归。而我们如果通过某种办法能够侦测到这种非常态的偏离，继而在此时
redgreendraw
- 将第三维数值用颜色表示在二维坐标轴中，红色表示正数，颜色越深数值越大，绿色表示负数，颜色越深表示数值负得越大。该图可以用于程序化交易策略回测时两个参数的优化。-Use 3 d numerical color said in two-dimensional axis, red said a positive number, the deeper the color value, the greater the negative, green said the larger the value mi
turtleFinal
- 海龟算法-量化交易-人工智能-程序化交易-交易策略(Turtle algorithm - Quantitative Trading - Artificial Intelligence - programmed Trading - trading strategy)
Sample2
- 量化 交易 代码，基于wind数据和matlab计算平台。是学习量化投资和程序化交易的很好的例子。安装wind软件和matlab后可编译执行。(Quantitative trading code, based on wind data and MATLAB computing platform. It is a good example of learning quantitative investment and procedural trading. After installing win
Sample4
- 量化 交易 示例代码4，基于wind数据和matlab计算平台。是学习量化投资和程序化交易的很好的例子。安装wind软件和matlab后可编译执行。(Quantitative trading code, based on wind data and MATLAB computing platform. It is a good example of learning quantitative investment and procedural trading. After installing
Sample5
- 量化 交易 代码 实例程序5，基于wind数据和matlab计算平台。是学习量化投资和程序化交易的很好的例子。安装wind软件和matlab后可编译执行。(Quantitative trading code, based on wind data and MATLAB computing platform. It is a good example of learning quantitative investment and procedural trading. After installi
Sample16
- 量化 交易 代码 示例程序16，基于wind数据和matlab计算平台。是学习量化投资和程序化交易的很好的例子。安装wind软件和matlab后可编译执行。(Quantitative trading code, based on wind data and MATLAB computing platform. It is a good example of learning quantitative investment and procedural trading. After install
Sample21
- 量化 交易 代码 实例程序21，基于wind数据和matlab计算平台。是学习量化投资和程序化交易的很好的例子。安装wind软件和matlab后可编译执行。(Quantitative trading code, based on wind data and MATLAB computing platform. It is a good example of learning quantitative investment and procedural trading. After install