登录
首页 » matlab » Automated_Trading

Automated_Trading

于 2013-02-26 发布 文件大小:7652KB
0 243
下载积分: 1 下载次数: 266

代码说明:

  基于matlab2012的自动化交易程序 (Automated Trading with MATLAB- 2012 )

文件列表:

AutomatedTrading.pdf,1341277,2012-08-27
AutomatedTrading.ppsx,1141085,2012-08-27
banzai.cfg,596,2012-08-20
CalibrateModels.m,1824,2012-08-29
Charts
......\indicatorChartALL.m,883,2012-08-29
......\indicatorChartMA.m,751,2012-08-24
......\indicatorChartWPR.m,687,2011-03-29
......\isoplot.m,1344,2012-08-29
......\pairsChart.m,335,2012-08-29
......\ruleChartALL.m,657,2012-08-29
......\ruleChartMA.m,1477,2011-03-16
......\sweepPlotMA.m,1355,2012-08-29
Data
....\brent_1D.xlsx,105223,2011-03-29
....\brent_1D_backtest.xlsx,222972,2012-08-24
....\dsample.m,428,2012-08-29
....\generateSpacedInts.m,463,2012-08-29
....\getMinuteDataFromDB.m,821,2012-08-29
....\oilData.mat,5344555,2011-04-01
Demo1_Intro.m,1613,2012-08-29
Demo2_MA_Rule.m,2827,2012-08-29
Demo3_Intraday.m,2602,2012-08-29
Demo4_Rule_Selection.m,3756,2012-08-29
Demo5_Pairs_Trading.m,3597,2012-08-29
Demo6a_TTPriceUpdateExample.m,1274,2012-08-27
Demo6b_TTPriceUpdateDepthExample.m,3051,2012-08-27
Demo6c_TTOrderSubmitExample.m,3247,2012-08-27
Demo7a_helloWorldNET.m,574,2012-08-29
Demo7b_QuickFIXExample.m,2636,2012-08-27
gaFiles
.......\crossover.m,3220,2012-08-29
.......\fitness.m,659,2012-08-29
.......\initializePopulation.m,3783,2012-08-29
.......\locateConnectors.m,1148,2012-08-29
.......\mutation.m,1846,2012-08-29
.......\plotRules.m,373,2012-08-29
.......\tradeSignal.m,2189,2012-08-29
.......\validRule.m,1195,2012-08-29
html
....\CalibrateModels.html,8993,2012-08-27





....\Demo1_Intro.html,7792,2012-08-27
....\Demo1_Intro.png,4865,2012-08-27
....\Demo1_Intro_01.png,11507,2012-08-27
....\Demo1_Intro_02.png,12078,2012-08-27
....\Demo2_MA_Rule.html,11109,2012-08-27
....\Demo2_MA_Rule.png,4890,2012-08-27
....\Demo2_MA_Rule_01.png,11922,2012-08-27
....\Demo2_MA_Rule_02.png,11306,2012-08-27
....\Demo2_MA_Rule_03.png,60141,2012-08-27
....\Demo2_MA_Rule_04.png,12049,2012-08-27
....\Demo2_MA_Rule_05.png,55946,2012-08-27
....\Demo2_MA_Rule_06.png,12011,2012-08-27
....\Demo3_Intraday.html,10155,2012-08-27
....\Demo3_Intraday.png,6600,2012-08-27
....\Demo3_Intraday_01.png,9677,2012-08-27
....\Demo3_Intraday_02.png,127776,2012-08-27
....\Demo4_Rule_Selection.html,13847,2012-08-27
....\Demo4_Rule_Selection.png,4084,2012-08-27
....\Demo4_Rule_Selection_01.png,6353,2012-08-27
....\Demo4_Rule_Selection_02.png,10643,2012-08-27
....\Demo4_Rule_Selection_03.png,10889,2012-08-27
....\Demo4_Rule_Selection_04.png,7677,2012-08-27
....\Demo4_Rule_Selection_05.png,5331,2012-08-27
....\Demo4_Rule_Selection_06.png,5477,2012-08-27
....\Demo4_Rule_Selection_07.png,8247,2012-08-27
....\Demo5_Pairs_Trading.html,13122,2012-08-27
....\Demo5_Pairs_Trading.png,5558,2012-08-27
....\Demo5_Pairs_Trading_01.png,8190,2012-08-27
....\Demo5_Pairs_Trading_02.png,9910,2012-08-27
....\Demo5_Pairs_Trading_03.png,9601,2012-08-27
....\Demo6a_TTPriceUpdateExample.html,10488,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample.html,14203,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample.png,4132,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample_01.png,6875,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample_02.png,15515,2012-08-27
....\Demo6b_TTPriceUpdateDepthExample_03.png,15816,2012-08-27
....\Demo6c_TTOrderSubmitExample.html,13201,2012-08-27
....\Demo7a_helloWorldNET.html,5312,2012-08-27
....\Demo7b_QuickFIXExample.html,77648,2012-08-27
license.txt,1551,2012-09-01
Models
......\leadlag.m,5380,2012-08-29
......\leadlagFun.m,872,2012-08-29
......\pairs.m,4232,2012-08-29
......\pairsFun.m,546,2012-08-29
......\parameterSweep.m,2970,2012-08-29
......\rsi.m,4346,2012-08-29
......\rsiFun.m,652,2012-08-29
......\wpr.m,2905,2012-08-29
......\wprFun.m,628,2012-08-29
readMe.pdf,401296,2012-08-29
TradingSystem
.............\banzai.cfg,596,2012-08-20
.............\BRENT,1068417,2011-04-01

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • fama-french three factors
    说明:  利用中国A股数据实现Fama-French三因子模型,stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)
    2021-03-02 11:39:34下载
    积分:1
  • 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
  • idocdown_v308_setup
    0618股票大赛免费版v1.0.1 GBK版 一,股票大赛与兑换:积分或金钱或威望,只能兑换一种。 二,修改原一套行情股价误差问题。 三,查询个人持有股票同步更新最新价。但查询速度降低了。 四,时间由原来的.改成:。 五,分红送股调到后台设置比率! 六,其它部分修改。(0618 Free Edition v1.0.1 GBK stock Competition Edition A stock exchange contest with: Points or money or prestige, only conversion of one. Second, the market price of a modification of the original error problem. Third, check the latest updates to synchronize personal holdings price. However, the query speed is reduced. Fourth, the time from the change: V. transferred to the background set of bonus distribution ratio! Six other part of the modification.)
    2014-05-26 15:55:07下载
    积分:1
  • 2day
    运行于MT4的一款外汇双货币对冲的ea,市面上是找不到的,仅供学习,谨慎实盘。内含英文试用说明书。(A pair of foreign currency hedging operation on MT4 EA, the market is not to be found, only to learn, cautious firm. Contains English test specification.)
    2016-02-11 17:24:15下载
    积分:1
  • 新版黄蝴蝶ZUP_v135 121N
    mt4版 新版黄蝴蝶 源码 参考文档设置(MT4 version of the new yellow butterfly source code)
    2020-06-21 13:00:02下载
    积分:1
  • MQL4高级培训教程
    说明:  非常好的MT4软件的 MQL语言教程 学会自动交易 解放双手 这是高级阶段(MQL4 primary training course very good MT4 software MQL language tutorial learn to automatically trade hands free)
    2020-07-23 21:18:44下载
    积分:1
  • PET-D Slow
    Indicator to show early trends with coloring candle
    2018-03-06 15:57:13下载
    积分:1
  • RL-Stock-master
    说明:  使用强化学习完成股票预测。强化学习是机器学习的另一个分支,在决策的时候采取合适的行动 (Action) 使最后的奖励最大化。与监督学习预测未来的数值不同,强化学习根据输入的状态(如当日开盘价、收盘价等),输出系列动作(例如:买进、持有、卖出),使得最后的收益最大化,实现自动交易。(Using reinforcement learning to complete stock forecast)
    2021-03-02 15:39:34下载
    积分:1
  • zhengquan
    证券 金融 投资资料 大全 很多 也很全面 下载 自己 好好使用吧 (Securities and financial investment Sourcebook very comprehensive download a lot of good use of it themselves)
    2010-05-25 09:23:42下载
    积分:1
  • Pupil-energy-column
    通达信指标,能看到多空能量的变化,当看到能量和价格明显背离时,就可以高卖低买,首先说明此指标中含有未来函数,但其实此指标的确是可以很明了的看到多空双方的能量变化。(Mastery letter indicators can see changes in long and short of energy, when you see the price of energy and a clear departure from the time, you can buy low and sell high, the first description of this index contains the next function, but in fact, this indicator can indeed be very clear to see long and short sides of the energy change.)
    2013-12-06 15:02:48下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载