fama-french three factors

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)

通过网络获取股票F10的数据，通过网络获取股票F10的数据(Get the basic infomation of stocks)

银行使用的8583算法，使用者可以直接使用(8583 algorithms used by banks)

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)

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.)

外汇交易mt4交易策略。自编ea。收益率40%。(Foreign exchange trading mt4 trading strategy. Self-made ea. Yield 40%.)

说明：  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)

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.)

用于外汇MT4平台使用的一款趋势类型的自动交易程序。其中引用了mt4里自带的MACD指标数值。灰常牛鼻。(expert advise for mt4. MACD is used.)

MT4 EA （外汇自动交易程序） 大全，由网友及本人从网上收集而来。收录EA源代码438个，策略上包含了从基本的MA穿越到网格交易，时间上覆盖拨头皮到日周甚至月线交易, 可谓应有尽有。其中有些已经可以用于实战。有志于自动交易的同志们可不能错过！(This is a large collection of MT4 EA automated trading strategy including source code of 438 EAs which would cover any strategy that you ve ever heard of)