yinghao

说明：  在EVIEWS中用GARCH模型算VaR(在值风险)，计算failure rate，和做LRuc检测。(Var failure rate LRuc)

说明：  根据趋势做单，做单次数不是太高但收益却很不错。(Make orders according to the trend, the number of orders is not too high but the profit is very good.)

MT4黄金 简易EA,主要采用MACD指标交叉交易(mt4 xuauds simple ea，by macd)

通过网络爬虫，获取股票数据，主要通过的是凤凰财经的数据接口(Through the crawler, to acquire stock data, mainly through the Phoenix Financial Data Interface)

这是一本关于高频数据处理算法的matlab分析的教程，英文版，他所使用的是matlab R2010b版本。值得大家参考(This is an analysis on high-frequency data processing algorithms matlab tutorial, in English, he used matlab R2010b version. Worth reference)

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.)

原创，布林通道的自动交易EA，运用布林线做了一个通道，价格上穿时卖出，价格下穿时买入，加入了几款过滤器(Originally, the automatic trading EA of Brin Channel, which uses Brin Line to make a channel, sells when the price goes up, buys when the price goes down, and adds several filters.)

模拟股票系统, 含用户登录和即时刷新股票曲线等功能(Simulated stock system, including user login immediately refresh the stock curve)

说明：  MT4 expert advisors 3

读取新浪财经股票行情数据,并对获取数据进行解析(Read Sina Financial Stock Market Data)