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MatlabCode
多因子模型构建。多因子模型是量化选股中最重要的一类模型,其基本思想就是找到某些和收益率最相关的指标。并根据该指标,构建一个股票组合,期望该组合在未来的一段时间跑赢或者跑输指数。如果跑赢,则可以做多该组合,同时做空期指,赚取正向阿尔法收益;如果是跑输,则可以做多期指,融券做空该组合,赚取反向阿尔法收益。多因子模型的关键是找到因子与收益率之间的关联性。(Multi-Factor Model. Multi-factor stock selection model is to quantify the most important class of models, the basic idea is to find some of the most relevant and profitability indicators. And based on the index, to build a stock portfolio, expect the combination index outperformed or underperformed for some time in the future. If outperform, you can do more than this combination, but short of that, to earn positive alpha income if it is underperforming, you can do more than futures, short selling short the combination to earn a reverse alpha returns. Key multi-factor model is to find correlation between factors and yields.)
- 2021-01-12 15:38:48下载
- 积分:1
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1
说明: 以红白黄色为股票的价格支撑,四线计算方式与均线方式有些差异。(To red, white and yellow for the share price support, four-lane between the formula and the average difference in some way.)
- 2008-01-11 20:47:53下载
- 积分:1
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yinghangguanli
实现简单的存取功能,代码精炼,值得研究自编,大家支持一下(To achieve a simple access, self-compiled, we support what)
- 2010-01-04 20:42:33下载
- 积分:1
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ISO_8583_s1935889272005
ISO 8583 implementation.
- 2008-06-03 15:05:55下载
- 积分:1
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趋势交易系统双色买卖
交易中最难的就是趋势交易,这款软件可以辅助你找趋势(The most difficult part of trading is trend trading. This software can help you find trends.)
- 2020-08-01 19:28:36下载
- 积分:1
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多空轨道交易系统
这是一个通道指标的源码 中间是多空线 上下两条轨道是通道线 k线实体突破上轨做多,跌破下轨做空。上下轨分别也是止损位(his is a source of intermediate channel index is two tracks long and short line is the channel line K-line entity breakthrough track, below the short track. The upper and lower rails are also the stop loss positions)
- 2020-07-30 08:58:38下载
- 积分:1
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cars49
49车问题的解决,主要是针对相应的金融模型所建。(solution to the 49 car problem)
- 2011-06-28 22:33:27下载
- 积分:1
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通达信公式教程
说明: 先测试下,通达信公式学习教程,初学者很有用,建议收藏,谢谢!!(Fourthly early rising gives us enough time to get ready for our worksuch as to wash our faces and hands and eat our breakfast properly.)
- 2020-06-21 12:40:01下载
- 积分:1
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猎鹰35B8.02双策略EA
猎鹰35货币EA同时可交易35个货币对,简称猎鹰35B,这款EA可以满足不同类型交易者的需求,同时也是真正的低风险,高收益EA(月盈利率30%左右)。
策略原理:采用了低买高卖、高空低多和顺势开单两个策略。高空低多是在在动态中深度计算识别价格高低点,并且在单边行情只做趋势方向,振荡行情多空皆做;顺势策略是在回调时顺势开单,两个策略可同时开启也可单独使用(推荐使用双策略)。(Falcon 35 EA can trade 35 pairs of currencies at the same time, referred to as Falcon 35B, this EA can meet the needs of different types of traders, but also a real low-risk, high-yield EA (about 30% monthly profit).
Strategic Principle: Two strategies are adopted: low-buy, high-sell, high-altitude, low-many and homeopathic billing. High-altitude and low-altitude are mostly used to identify high and low price points by deep calculation in dynamic state, and only do trend direction in one-sided market, while oscillating market is done in many empty places. Homeopathic strategy is to open orders in the callback, and both strategies can be opened at the same time or used separately (double strategy is recommended).)
- 2020-06-25 18:00:01下载
- 积分:1
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Strategy
量化股票全市场交易策略,通过判断大盘和股票的买卖提示,通过这个策略计算 净值 变化 最大回撤 净值最低点 周转 成功率 ,可以通过调整,变化出不一样的策略(Quantitative stock market trading strategy, through the judgment of the market and the stock trading tips, through this strategy to calculate net worth change maximum retracement net worth low turnover success , can adjust, change a different 2) strategy)
- 2014-02-22 20:16:46下载
- 积分:1