搜索资源列表
Trade_Classification
- 通过bid ,ask的分布,用以计算当前市场的交易活跃程度。可以分别统计出卖方触发单和买方触发单-Through the distribution of the bid, ask, for the current market trading activity. Respectively statistics triggered single and buyer seller trigger single
sistema-de-promedio-rapido-no-
- sistema de promedios,sistema de promedios
app_mysql02122012
- helleo is project for database mysql about radius connection
traderapi_ios
- CTP关于交易的接口,用于ios平台,刚刚推出来的。-CTP trading interface for ios platform, just launched.
Lab1_10022012
- R语言的入门源码.基本的介绍了R语言的最基本的功能,如何建立文件,导入文件-The basic code for R language
MATLAB-portfolio
- 证卷投资组合优化系统,用MATLAB实现-This toolbox is designed to realize the optimization of Portfolios
bsmodel.m
- Matlab code for the black scholes formula for pricing Call option and Put option
kalman
- 利用kalman滤波进行股票预测,并与灰色预测,及神经网络算法的预测结果进行比较。-Use kalman filter for stock forecasting, and with gray prediction, and neural network algorithm to predict the results were compared.
Java
- acr122u 示例代码 acr122u 示例代码-acr122u acr122u sample code sample code sample code acr122u
blacklitterman
- 在投资组合方面很牛的Black-Litterman 策略函数的java版本,可在一个视图中计算预期收益。-This class encapsulates the top level Black-Litterman functionality in terms of backing the risk version out of the market portfolio, and then on to calculating the expected return with views.
data_processor.py
- 1. 从yahoo金融数据库提取多只股票的日数据。 2. 计算资产的最大回撤。-1. yahoo finance, get multiple tickers adjust daily close. 2. calculate portfolio maximum drawdown.
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
1assignment.m
- 金融衍生品债券久期计算程序。 新加坡国立大学金融工程金融衍生品定价计算程序-Derivatives bond duration calculation. National University of Singapore' s financial engineering financial derivatives pricing calculation program
A2
- Mean Variance Optimization Algorithms
CoffeeShop
- Kiosk point of sales system built in Java to calculate sale inventory for co-Kiosk point of sales system built in Java to calculate sale inventory for coffee
ch10-static
- html的源码,可以用作参考,静态的,主要是入门用-userful for html
chartk
- java写的股票技术分析 软件,包括分时图,k线图,技术分析指标,功能强大-Stock Technical java written analysis software, including sharing plans, k chart, technical analysis indicators, powerful
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
Scenarios-Test
- 期权组合情景测试分析,计算不同的情景下的期权组合盈亏情况-Scenarios Test for Option Portfolio
bayes_classifier.m
- Byes classifier that can efficiently seperate one or more disticnt data sets.