Lab1_10022012

说明：  在一个图表上可以切换所有货币对的各个时间周期K线图(On one chart, you can switch the K-line chart of each time period of all currency pairs)

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.)

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)

CTP期货接口 c++ 行情和定义demo(CTP futures interface c++ quotations and definition demo)

简单的文本文件输入存储和简单计算 以股票收盘价为例子(Input memory and computationally simple text files)

说明：  MT4一款头i皮EA,单量大准确率高，不存在爆仓！！(MT4 is a scalp EA, with high accuracy and large volume, and no explosion!!)

ea自动化交易，博头皮，可以试试，需要调整参数，稳定后可以实盘(EA automated trading, blog scalp, you can try, need to adjust parameters, stable can be firm offer)

计算股票MACD技术指标的相关函数并作图。。。。(Stock Technical indicators MACD computing correlation functions and plotted. . . .)

说明：  Indicator for Metatrade 4 used in Forex

MACD背离智能，非常好用的一个辅助指标(MACD deviates from intelligence and is a very good auxiliary indicator)