Risk_Workshop_CN2012

MACD指标王，喜欢可以下载，配合均线使用，很不错的。(MACD indicator king, like to download, with the use of the average line, very good.)

java写的股票技术分析 软件,包括分时图,k线图,技术分析指标,功能强大(Stock Technical java written analysis software, including sharing plans, k chart, technical analysis indicators, powerful)

大智慧dll 插件 ，内嵌 TCC 脚本，解压缩 dzh2.rar。 dll 和TCC 文件夹 放大智慧根目录 公式这么写，提供4个函数，FUN1 FUN2 FUN3 FUN4 ma5:"dzhdll@FUN1"(5),colorwhite; 脚本在TCC 文件夹下 Fun.cpp 里，创意在个人手中，想怎么写怎么写。不受限制了。 只需要修改FUN1 FUN2 FUN3 FUN4 ，四个函数实现就可以了，周期选择，自己弄，自己识别。 修改脚本需要关闭再启动大智慧主程序才有效。(Great wisdom DLL plug-in, embedded TCC script, decompress dzh2.rar. DLL and TCC folder enlarge smart root directory The formula is written to provide 4 functions, FUN1 FUN2 FUN3 FUN4. Ma5: "dzhdll@FUN1" (5), colorwhite; Script in TCC folder Fun.cpp, creativity in the hands of individuals, how to write how to write. There is no limit. Just modify the FUN1 FUN2 FUN3 FUN4, four functions can be implemented, cycle selection, self-identification. It is only effective to modify the script to turn off the main smart master program.)

股票分时图查询的源代码，C#实现，可查看分时图、日k线、周K线和月K线。(Stock time-sharing diagram inquires the source code, c#, see time-sharing diagram, day k line, zhou k line and in the k line.)

可以预测后市的行情走市并画在K线图上，准确率很高。(Can predict the stock market outlook Abashiri and draw in the K-line diagram, the accuracy rate is very high.)

MT4交易系统，FxSignaler v1.5.2 ，用于EURGBP m5，官方价格：2500$，官方网址：http://www.fxsignaler.com 请确保H1-MN都有k线数据，因为ea需要跨周期调用数据，如果没数据自然不能测试(MT4 trading system, FxSignaler v1.5.2, for EURGBP m5, the official price: 2500 $, the official website: http://www.fxsignaler.com Make sure that H1-MN has k-line data because ea need to call the data across the cycle, if no data is natural can not be tested)

一个利用MATLAB编写的螺纹钢期货高频交易套利策略。本策略主要使用移动平均(Moving Average)+RSI 指数策略进行交易判定。其基本思想是 MA 策略对 于明显 趋势走效果较好，而 RSI 策略适用于震荡的行情 ，对两种策略 产生的信号合成之后具有较强抵抗风险的能力 。实际验中，在对初始价格信号进行处理并 通过以往数据回测，得到最佳据回测，得到最佳参数组合之后，策略的年均收益率 达到了23.6，夏普比率为 2.05。(One using MATLAB rebar futures arbitrage high frequency trading strategies. This strategy is mainly used moving average (Moving Average)+ RSI index trading strategy determination. The basic idea is a clear trend to go for MA strategy is better, while RSI strategy for market shocks, the two signals generated after synthesis strategy has a strong ability to resist risks. Practical experience, in the pair. Practical experience, in the pair. Actual experiment, in the initial price signals to be processed and the data back through the previous test, get the best according to backtesting, get the best combination of parameters, the strategy to achieve an average annual rate of return of 23.6 2, the Sharpe ratio of 2.05.)

FAMAfrench1992的程序代码，论文的实现，仅供参考(FAMAfrench 1992 program code, the realization of the paper, for reference only)

说明：  缠论分笔MT4公式，给广大缠友提供一个合适的指标公式。祝愿天下缠友早日破缠得禅(On the MT4 wrapped formula tied to the majority of Friends provide a suitable index formula. Friends wish the world wrapped early break Zen Chande)

说明：  MaxDEA8 功能强大，运算速度快的效率测算软件，可以用于多种模型测算，如：SBM的malmquist-luenberger模型、Malmquist-Luenberger指数、EBM模型、非期望产出的Super-SBM和ML指数、网络DEA模型、非期望产出的SBM和Metafrontie、Global- ML指数等。(SBM malmquist-luenberger,Malmquist-Luenberger,EBM,Super-SBM,Global- ML)