Risk_Workshop_CN2012

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.)

MT4盈亏统计指标，最新版本可统计每天的盈利和浮亏，非常实用(MT4 profit and loss statistics indicators, the latest version of the daily statistics of profits and losses, very practical)

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 )

外汇MT4中 。利用平台差类盈利的EA ，天下EA(Forex MT4 in. Use platform poor class profitable EA, EA world)

本地MT4的EA跟单软件，一个发射端，一个接收端，可以设置比例，货币修正，风控等，目前是EX4的，大神看看能不能搞成MQ4。(Local MT4 EA documentary software, a transmitter, a receiver, can set the proportion, currency correction, wind control, etc., is currently EX4, God to see if we can achieve MQ4.)

1.一键买币，一键卖币 2.价格提醒 3.大量委单提醒 4.k线图 5.委托行情图 6.收益计算 7.实时交易价格显示 更新内容： 1.一键卖币bug修复 其他功能正在添加中。。。 (btcchina btccoin)

MT4版本的趋势线指标，带时间输出的，很实用的指标(MT4 Trend Line Indicators, with Time Output, Very Practical Indicators)

BS公式定价期权,该公式是在BS模型下得到的，通过假设股票服从几何布朗运动来定价(option pricing by BS formula)

银行十年期固定利率贷款隐含期权蒙特卡罗模拟定价程序，具有很好的运行结果(Ten-year fixed-rate bank loans Monte Carlo simulation embedded option pricing procedures, with good operating results)

统计MT4中外汇的交易信息，每日、周、月、年开单情况及盈亏结果(Statistics of foreign exchange transactions in MT4, daily, weekly, monthly, annual billing and profit and loss results.)