登录
首页 » matlab » hedged

hedged

于 2014-01-22 发布 文件大小:1KB
0 205
下载积分: 1 下载次数: 24

代码说明:

  导入统计套利品种的计算过的残差(要平稳)命名为resid文件,残差低于两个标准差买入,高于两个标准差卖出,计算买入和卖出点、次数以及收益,比较简单的一个小程序。(Calculation of statistical arbitrage varieties imported over residuals (to smooth) file named resid residuals less than two standard deviations to buy, sell higher than two standard deviations to calculate buy and sell points, the number and income , a relatively simple applet.)

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

  • particle filter
    用粒子滤波跟踪,蒙特卡洛方法,权值更新,重采样(use particle filter to tracking)
    2018-12-13 23:06:51下载
    积分:1
  • bizhijiaozheng
    该程序是幅值谱中校正频谱峰值的比值校正法,可以自设定校正谱峰值的个数,同时还可以校正相位,校正的结果很准确。(The program is corrected spectrum peak in the amplitude spectrum ratio correction method, since setting the number of correction of spectral peaks, but also can be corrected very accurate phase correction results.)
    2013-05-20 21:06:46下载
    积分:1
  • control_lab2
    Control System laboratories.
    2014-12-05 01:47:30下载
    积分:1
  • windpower
    配电网中风力发电的可靠性评估模型,与风电接入配网后的孤岛运行非常重要(Reliability uation model of wind power generation, power distribution network with wind distribution network after the island operation is very important)
    2015-03-14 18:50:29下载
    积分:1
  • single_module
    buck convertor and two-loop control
    2010-03-11 15:41:49下载
    积分:1
  • cylinder
    说明:  利用格子Boltzmann方法模拟圆柱绕流过程,看点维数的变化,和对LBM的应用(LBM simulate the Channel flow past a cylinderical obstacle)
    2011-03-02 16:35:05下载
    积分:1
  • PFCinsinglephase
    power factor correction in single phase.pls check it
    2013-07-25 15:41:08下载
    积分:1
  • checksum
    copy from fs while checksumming, otherwise like csum_partial.
    2014-09-20 23:40:02下载
    积分:1
  • GridStorageBatt
    grid battery matlab model
    2013-04-13 19:07:06下载
    积分:1
  • gprmax-tools
    GprMax的理论基础是时域有限差分(FDTD)方法。时域有限差分方法直接将Maxwell方程作差分离散,利用二阶精度的中心差分近似把Maxwell方程中的微分算符直接转换为差分形式,在空间和时间上对电场和磁场交替间隔取样,使计算过程完全模拟电磁波逐步传播以及与目标物体相互作用的过程。(GprMax is based on the theory of the finite difference time domain (FDTD) method. The finite difference time domain method directly will Maxwell equation of discrete difference, using second order precision of the central difference in the equations are Maxwell approximate differential operator directly convert difference forms, in the space and time of electric field and magnetic field on alternate sampling interval, making the calculation process simulation electromagnetic wave propagation and completely step by step and target object interaction process. )
    2012-01-18 10:26:29下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载