多空轨道交易系统

做时间序列预测的svm程序,matlab编的，多种时间序列预测模型(Time series prediction svm program, matlab code, and a variety of time-series forecasting model )

课堂作业boxcox变换。在金融中应用广泛。提供给大家参考。(Classwork boxcox transformations. Widely used in finance. Provided for your reference.)

多因子模型构建。多因子模型是量化选股中最重要的一类模型，其基本思想就是找到某些和收益率最相关的指标。并根据该指标，构建一个股票组合，期望该组合在未来的一段时间跑赢或者跑输指数。如果跑赢，则可以做多该组合，同时做空期指，赚取正向阿尔法收益；如果是跑输，则可以做多期指，融券做空该组合，赚取反向阿尔法收益。多因子模型的关键是找到因子与收益率之间的关联性。(Multi-Factor Model. Multi-factor stock selection model is to quantify the most important class of models, the basic idea is to find some of the most relevant and profitability indicators. And based on the index, to build a stock portfolio, expect the combination index outperformed or underperformed for some time in the future. If outperform, you can do more than this combination, but short of that, to earn positive alpha income if it is underperforming, you can do more than futures, short selling short the combination to earn a reverse alpha returns. Key multi-factor model is to find correlation between factors and yields.)

统计MT4中外汇的交易信息，每日、周、月、年开单情况及盈亏结果(Statistics of foreign exchange transactions in MT4, daily, weekly, monthly, annual billing and profit and loss results.)

对自己曾经操作过的股票进行分类总结，以便日后再扣操作(Their stocks have been classified operation summary for the days trip operation)

MT4 Expert Advisor for auto trading

数字信号处理中使用AR模型编写的简单的股票价格预测代码(Digital signal processing is used to prepare a simple AR model to predict stock price Code)

能够实现ATM取款机的各种功能，而且可根据具体需要自行修改，是学习的必备资料。(ATM cash machine to achieve a variety of functions, and can be modified according to the specific needs of its own, is to learn the necessary information.)

说明：  双线、双色显示macd柱子，柱子走弱会显示白色，方便确认柱子走弱(Double-line and double-color display MACD pillars. When the pillars weaken, they will show white. It is convenient to confirm that the pillars weaken. Double-line and double-color display MACD pillars. When the pillars weaken, they will show white. It is convenient to confirm that the pillars weaken.)

说明：  这款EA本身准确率高，并且操作手法很科学，包含海龟交易，布林线等八种交易策略。(This EA has high accuracy and scientific operation, including eight trading strategies, such as Turtle trading and Brin Line.)