hedged
于 2014-01-22 发布
文件大小:1KB
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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.)
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