IBFX Tools

浦发银行应用微软MOSS的项目案例，做MOSS必看(Shanghai Pudong Development Bank project with Microsoft MOSS case, must see to do MOSS)

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：  股票交易预测 k线图绘制 5日均线，10日均线，20日均线，60日均线 计算(Stock forecast mapping k line 5 average, 10 average, 20 average, 60 days moving average calculation)

ea 自动交易的ea 自动下单机器人 可以实现盈利的交易机器人 头皮交易(forex trading)

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.)

美亚式期权定价 使用蒙特卡洛数值模拟方法，对美亚式期权进行定价(Asian option pricing)

股票分时图查询的源代码，C#实现，可查看分时图、日k线、周K线和月K线。(Stock time-sharing diagram inquires the source code, c#, see time-sharing diagram, day k line, zhou k line and in the k line.)

mt4平台EA系统完整代码，提供编程思路，根据自己需要修改、改变。( EA system complete code mt4 platform provides programming ideas, according to their own need to change, change. )

mt4版本的斐波那契 阻力位 支撑位 指标，很实用的指标(MT4 version of Fibonacci resistance level support level index, very practical indicators)

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)