Strategy

由浅入深地进行金融数量分析的讲解。首先，讲解金融数量分析的主要对象——金融市场与金融产品。接着，简要概述数量分析的基本概念，例如资产估值与定价、投资组合管理、风险测量与管理以及相应MATLAB函数使用与计算实例。然后，以银行按揭贷款、商业养老保险、股票挂钩结构产品与组合保险策略为实际分析对象，利用金融数量分析与MATLAB编程对其进行深入的数量分析，展示金融数量分析的基本步骤：理论分析、数学建模、编程计算。(Deep and financial quantitative analysis to explain. First, to explain the main target for financial quantitative analysis- financial markets and financial products. Then, a brief overview of the basic concepts of quantitative analysis, such as asset valuation and pricing, portfolio management, risk measurement and management, and the use and calculation of the corresponding MATLAB function instance. Then to the bank mortgage loans, commercial pension insurance, equity-linked structured products and portfolio insurance strategies for the actual analysis of objects, the number of the use of the financial analysis with MATLAB Programming theoretical analysis of its number of in-depth analysis, demonstrate financial quantitative analysis of the basic steps: mathematical modeling, programming calculation.)

说明：  这个ea应该都听说过吧，卖的挺贵的，mt5平台的。(This EA should have heard about it. It sells very expensive, MT5 platform.)

易语言，编辑的通达信 股票代码 联动,就是通过API向 通达信发送 可以识别的股票代码和鼠标模拟 键盘不一样，底层东西。api(xiexie.buzidao1zenmexie1,rangwozengmba.)

螺纹钢期货小波区间突破策略MATLAB代码,策略最优化，样本外测试，给出了年化收益，平均胜率，最大回撤等指标(RB trading strategy)

模拟银行业务：(1) 银行每日的现金额固定，工作窗口个数固定(大于1)，客户只能在工作窗口办理业务。 (2) 客户出现可以为随机，其办理的业务种类也随机。客户在到达银行时，总是最短的选择队伍排在最后面。 (3) 当客户取款时，如果帐户余额不足，则拒绝其取款；当银行现金额不足时，应请客户等待，银行现金额充足时通知客户，立即为其办理；当客户等待一定时间后现金仍然不足，或者客户主动查询N次之后，现金仍然不足，则会离开银行。 (4) 客户的存款应加入银行当日当前可用现金额。 (5) 动画实时显示银行办理业务的情况。可以启动、暂停、重新启动银行业务。 (6) 对于本程序，用户可以创建某一特定客户，使之进入银行办理业务，以便测试。 (Analog Banking: (1) bank fixed daily amount of cash, the number of fixed working window (greater than 1), customers can conduct business in the working window. (2) the customer may appear random, handled its business lines also random. When customers reach the bank, always choose the shortest team came in last. (3) when the customer withdrawals, if your account balance is insufficient, rejected its withdrawal when there is insufficient amount of cash banks should ask the customer to wait, notify the customer when sufficient amount of cash banks, immediately its handling when customers wait for a certain time after the cash after still insufficient, or the customer initiative inquiry N times, cash is still insufficient, it will leave the bank. (4) the customer' s date of deposit currently available amount of cash banks should join. (5) Real-time animation display case bank business. You can start, pause, restart banking. (6) For this program, the user can create a specific customer)

说明：  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)

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)

说明：  MQL4 编程参考+程序员手册+命令手册 打包下载(MQL4 Program Refrence)

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.)

实现简单的存取功能，代码精炼，值得研究自编，大家支持一下(To achieve a simple access, self-compiled, we support what)