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用vb开发的股票应用程序,很有用,可以查看股票市场的最新行情.(with vb development of the stock application, very useful, can check the latest stock market prices.)

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.)

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.)

说明：  [EA]海豚小弟带SAR跟损，带止损的ea，大家可以下载测试(Dolphin brother with a loss)

在MT4软件统计历史交易盈亏情况的脚本，比较实用的小功能(In the MT4 trading profit and loss situation software statistical history of the script, more practical small features)

说明：  通过判断趋势来顺势加单，实现小输大赢的目的。 实测可用。(By judging the trend to increase orders, we can achieve the goal of small losses and big wins. Actual measurements are available.)

双货币对冲，有兴趣可以下来研究，EURUSDvsGBPUSD(Double currency hedging, interested can come down to study)

蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。(Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.)

基于matlab2012的自动化交易程序 (Automated Trading with MATLAB- 2012 )

说明：  这个小程序收藏了网上公开的许多指标公式及源码，不用那么麻烦到各个网站去找了，很方便，浏览清晰，选择方便！(This small program collection of online open many index formula and source code, not so troublesome to each website to find, very convenient, browse clear, easy to choose!)