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directionoftradingforce

于 2009-10-22 发布 文件大小:5KB
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代码说明:

  根据期货高频数据和期货交易所交易规则 以及BS(journal of finance 1993)方法 判断高频交易方向和多空主力建仓减仓行为 (who is making the market? find out the direction of trading force by analysis ultri high frequency (ticks) )

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