子时盈亏统计指标v1.11_release

银行管理系统，用VB.NET和SQL数据格式编写(Bank management system using VB.NET and SQL.)

统计工具软件，用于金融，保险，银行等领域进行VAR风险估计计算(statistical tools software for the financial, insurance, banking and other fields, the risk estimates calculated VAR)

BS公式定价期权,该公式是在BS模型下得到的，通过假设股票服从几何布朗运动来定价(option pricing by BS formula)

说明：  定义一个类实现银行帐户的概念，包括的属性有"帐号"和"存款余额"，包括的方法有"存款"、"取款"、"查询余额"和”显示帐号”，。定义主类，创建帐户类的对象，并完成相应操作。(Define a class that implements the concept of bank accounts, including the properties of the &quot Account&quot and &quot deposits&quot , including the method &quot deposit&quot , &quot withdrawal&quot , &quot check balance&quot and &quot show account&quot . Define the main class, create an account object of the class and complete the operation.)

金融计算小程序，用于VaR计算等，可以在matlab下运行。(Financial computing applet)

上期所最新期货ctp文档，适合对交易有兴趣的研究者使用。(The latest CTP document of the latest issue is suitable for researchers interested in trading.)

说明：  金融时间序列分析上证指数的GARCH模型R语言代码，可用于研究股票的波动性和预测。(The GARCH model R language code of the Shanghai Stock Exchange Index for financial time series analysis can be used to study the volatility and prediction of stocks.)

读取新浪财经股票行情数据,并对获取数据进行解析(Read Sina Financial Stock Market Data)

只需要挂在欧美一分钟就行 无需风控，系统根据两个货币的关系进行止损 止盈(It only needs to hang in Europe and America for one minute without wind control. The system stops losses and stops earnings according to the relationship between the two currencies.)

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.)