搜索资源列表
markowitz
- This program uses Markowitz portofolio theory to find combination of stocks in a portfolio which has minimum variance for expected returns
portfolio_efficient_frontier
- Matlab program to plot efficient frontier and minimum variance portfolio
hurst_expo.m
- hurst parameter: 給入一序列的資類，程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_expo (sin (0:0.01:5* pi))
svm_time
- 做时间序列预测的svm程序,matlab编的，多种时间序列预测模型-Time series prediction svm program, matlab code, and a variety of time-series forecasting model
ef01
- An effieient matlab program code for plotting the minimum vaiance froniers under different scenarios in the field of portfolio optimization.
VWAP_from_Intra_Daily_Data
- 使用ｍａｔｌａｂ计算交易价的ＶＷＡＰ。是程序化交易和算法交易的必备代码。-Matlab calculate the trading price of the VWAP. Program trading and algorithmic trading must code.
CTP Stock Trade Api
- 证券程序化交易的3种实现方式: 1、C++接口可直接使用； 2、COM组件交易及测试，可使用excel、matlab等获取行情、进行交易。 3、客户端，有组合下单、追单等功能。 以上3种模式都可以使用实盘账号进行交易，实盘账号可以直接获得Level2行情； 以上3种模式也可以使用测试账号进行交易，需要模拟账号的请QQ联系，测试账号提供Level1行情。 需要COM组件、Excel模板，客户端的，请QQ联系。 后期将提供期货、证券联合
matlab_3zsph
- 很所时候需要用到三次指数平滑的matlab,这是一个三次指数平滑的matlab程序-It is often necessary to use three times as exponential smoothing matlab, which is a three exponential smoothing matlab program
DFA-(2)
- DFA是一种分析去趋势波动分析方法的matlab程序，被广泛用来作为理论基础。-DFA is a detrended fluctuation analysis to analyze the matlab program, is widely used as a theoretical basis.
IF_5Min_Early
- 沪深300股指期货程序化策略MATLAB实现-A Program strategy of Shanghai and Shenzhen 300 stock index futures coded by matlab
systemOpt_EMA2
- matlab用于模拟程序化交易。双EMA交易系统，用于优化参数。-matlab for simulating program trading. Two-EMA trading system, used for parameter optimizing.
GreenDragon_p
- 这是一个用MATLAB开发的程序化交易测试平台，对程序化开发者来说可以借鉴-This is a development program trading MATLAB test platform for procedural developers can learn
Patton_copula_toolbox
- This program is a complete Patton-copula in MATLAB. It can be use to find correlation in multiple events
matlabPCTPAPI
- 一个简单的程序，使用matlab调用CTPAPI综合编程。-A simple program, the use of matlab calls CTPAPI comprehensive programming
bp_filter
- bp filter in use in geophysics program write in matlab code
dephasing
- dephasing in matlab code write in geophysics program
interpolation
- interpolation is geophysics program write in matlab code
scaling_tapering
- scaling taping in geophysical program write in matlab code
univariate
- GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)