stockpriceprediction

由浅入深地进行金融数量分析的讲解。首先，讲解金融数量分析的主要对象——金融市场与金融产品。接着，简要概述数量分析的基本概念，例如资产估值与定价、投资组合管理、风险测量与管理以及相应MATLAB函数使用与计算实例。然后，以银行按揭贷款、商业养老保险、股票挂钩结构产品与组合保险策略为实际分析对象，利用金融数量分析与MATLAB编程对其进行深入的数量分析，展示金融数量分析的基本步骤：理论分析、数学建模、编程计算。(Deep and financial quantitative analysis to explain. First, to explain the main target for financial quantitative analysis- financial markets and financial products. Then, a brief overview of the basic concepts of quantitative analysis, such as asset valuation and pricing, portfolio management, risk measurement and management, and the use and calculation of the corresponding MATLAB function instance. Then to the bank mortgage loans, commercial pension insurance, equity-linked structured products and portfolio insurance strategies for the actual analysis of objects, the number of the use of the financial analysis with MATLAB Programming theoretical analysis of its number of in-depth analysis, demonstrate financial quantitative analysis of the basic steps: mathematical modeling, programming calculation.)

蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。(Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.)

说明：  穿透式CTP—API，python可直接调用进行穿透式测试！(Penetrating CTP - API, Python can be directly called for penetrating testing!)

说明：  计算20天平均价，高开低收价，一个单独的方框表示(Calculate the average price of 20 balances, raise the price lower and lower the price.)

说明：  货币趋势EA，请自行修改参数。汇市有风险，入市需谨慎(This EA is for reference only, not for commercial use.)

任意均线金叉死叉报警，均线周期自己可以调整，均线类型也可以自己调整。(Any average golden fork dead fork alarm, average cycle can be adjusted by itself, average type can also be adjusted by itself.)

模仿飞狐分析师的键盘精灵，实现快捷查询单个股票信息。(Fox analyst fly to imitate the keyboard wizard, to achieve fast query individual stock information.)

说明：  金融算术，计算VAR值，蒙特卡洛算法，等(CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall )

波动率追踪, 数据储存读取，多种模型计算历史波动率等等， GARCH模型应用(Volatility tracker, Historical volatility calculation, Garch model application)

说明：  应用于MT4交易的EA系统，挂在M15 EURUSD(EA system for MT4, hanging on M15 EURUSD))