quantitative-investment-strategies

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)

股票分析工具源码，提供各种基金金的股票数据分析结果 (Stock analysis tool source, offers a variety of fund gold stock data analysis)

布林轨，做外汇必用的指标，这个带买卖信号的，方便。(Brin Rail, as a necessary indicator of foreign exchange, this with trading signals, convenient.)

Trend Trading is an indicator designed to profit as much as possible from trends taking place in the market, by timing pullbacks and breakouts. It finds trading opportunities by analyzing what the price is doing during established trends.

说明：  平台：Metatrader4 货币对：EURUSD 、GBPUSD 时间范围：30分 资金起点只要1000美金就可以跑，有实盘记录10个月竟然没有爆仓,以3.5%的超低回撤率，净盈利200%，月均收益20%，,实属罕见的马丁EA无需绑定任何VPS，不限电脑账号和时间。 在附件，由2019.01.01到2020.09.01的20个月EurUsd交易回测当中，可发现营利超过 180%，平均月营利约有 9% 以上，但在新冠肺炎疫情期间，有如金融风暴海啸的冲击，浮动亏损也相当大。建议使用者在重大天灾地变事件期间，最好停止运营，以策安全。(Platform: metatrader4 Currency pairs: EURUSD, GBPUSD Time frame: 30 minutes The starting point of capital is only 1000 US dollars. There is a record of real offer, but there is no position explosion in 10 months. With an ultra-low withdrawal rate of 3.5%, the net profit is 200%, and the average monthly income is 20%. Martin EA is really rare. It does not need to bind any VPS, and does not limit computer account and time. In the annex novel coronavirus pneumonia transaction from 2019.01.01 to 2020.09.01, 20 months of EurUsd trading return test revealed that profits were over 180%, and average monthly profit was more than 9%. However, during the new crown pneumonia outbreak, there was a large floating loss as a result of the financial storm and tsunami. It is suggested that users should stop operation during major natural disasters to ensure safety.)

The forex Expert Advisor

说明：  这Renkolive的EA是跟单类外汇交易系统，不像其他头皮EA。这种EA会自动计算进仓，平仓，止损位。(This EA attaches to a chart (1M chart is best) and then builds a new offline chart with Renko boxes Added a startup option (BuildChartsWhenMarketOffline) to build the offline charts when inside of the OnInit() for times when the market is closed Changed the RenkoBoxSize variable from an INT to a DOUBLE for 5 digit currency accuracy (i.e. 5.5 == 55 pipettes))

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)

MT4 Expert Advisor for auto trading

文章利用支持向量机进行财务危机模型类别化设定及样本类别化训练，获得基于SVM的财务危机 在风险程度差异化基础上的检验样本，由对应的检验样本形成分类别预警。研究基于风险预测类别化的线性 转化获得各类型层的训练样本支持向量，并向样本集进行基于遗传算法粗糙集属性约简的决策知识表达系统 预测层级化处理和最小二乘SVM（LS-SVM）的财务危机预测(Using genetic algorithm and support vector machine for financial analysis)