Python量化交易教程

三叉树方法计算美式期权定价，更加精确而且计算速度增加。有关说明在文件中。(tree method trigeminal American option pricing, and more accurate calculation of the speed increase. The note in the document.)

说明：  根据趋势做单，做单次数不是太高但收益却很不错。(Make orders according to the trend, the number of orders is not too high but the profit is very good.)

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.)

EA源码集---包含马丁系列，趋势系列，海龟，闪电，突破系列，变色等MQ4源码源码 自己测试，自己观察（贡献给技术控们，不谢！）(EA Source Set - including Martin Series, Trend Series, Turtles, Lightning, Breakthrough Series, Color Change and other MQ4 Source Code self-testing, self-observation (to technical controllers, thank you!))

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)

这是一个简单的仿ATM机，自己在实验课做的，还有很多缺点，请多指教！(This is a simple imitation of ATM machines to do their lessons in the experiment, there are many shortcomings, Pleased to meet you!)

说明：  操盘手交易 v 7.51 MACD 是基于多手数剥头皮算法的 EA。该 EA 已经在实盘账户里反复测试过。 开仓方向的选择根据标准 MACD 指标。EA 持续开仓, 每次都是大于之前的 1.5 或 2 倍。在设置里选择参数。开仓间隔为点数, 可在 EA 参数里设置。当最后最大交易量的仓位达到正面结果 (以止盈或尾随停止平仓), 整体订单批量平仓, 无论以前的开仓盈利与否。 作为规则, 最后一笔订单的盈利覆盖了之前已开仓位的亏损 (如果有的话), 且一般会盈余。此 EA 可以工作于任何时间帧, 最好是为各货币对选择参数。实盘测试结果的报告附上。(Trader's hand trading V 7.51 MACD is based on multi hand scalping algorithm EA. The EA has been repeatedly tested in the real - time account. The selection of the opening direction is based on the standard MACD index. EA keeps on opening, each time is bigger than before 1.5 or 2 times. Select parameters in the settings. The opening interval can be set in EA parameter. When the position of the last largest trading volume reaches the positive result (by stopping profits or stopping by closing), the whole order will be closed in batches, regardless of the profit of the previous opening. As a rule, the profit of the last order covers the loss (if any) of the previously opened position and usually surpluses. This EA can work at any time frame, preferably with parameters for each currency pair. A report on the results of the actual test is attached.)

MT4-CTP接口，期货行情连接MT4，把CTP实时行情导入MT4，把CTP速度快的优点与MT4分析功能强大的优点结合起来。(The MT4-CTP interface, Futures Quotes connection MT4, real-time quotes of CTP import MT4, combining the advantages of the advantages of fast CTP, and MT4 analysis powerful.)

0618股票大赛免费版v1.0.1 GBK版 一，股票大赛与兑换：积分或金钱或威望，只能兑换一种。 二，修改原一套行情股价误差问题。 三，查询个人持有股票同步更新最新价。但查询速度降低了。 四，时间由原来的.改成：。 五，分红送股调到后台设置比率！ 六，其它部分修改。(0618 Free Edition v1.0.1 GBK stock Competition Edition A stock exchange contest with: Points or money or prestige, only conversion of one. Second, the market price of a modification of the original error problem. Third, check the latest updates to synchronize personal holdings price. However, the query speed is reduced. Fourth, the time from the change: V. transferred to the background set of bonus distribution ratio! Six other part of the modification.)

说明：  利用中国A股数据实现Fama-French三因子模型，stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)