资源列表
K_means
- Matlab双均线分钟K线策略例子,基于wind的数据获取从而进行交易的简单交易策略-Matlab double the average minute K-line tactics example, based on wind data acquisition so simple trading strategy to trade
main
- 股票量化交易接口。股票接口,股票交易接口-Stock quantitative trading interface. Interface stock, stock trading interfaces
Naive
- 选取20支股票并通过平均投资资产管理方法模拟运营,同时给出Sharpe ratio等众多参数分析。-Twenty stocks and analog operations by average invested asset management, and gives numerous parameters Sharpe ratio analyzed.
Minimum-Variance
- 以最小方差的方式将20支股票及无风险利率产品的投资组合进行优化的方式,并且以夏普值等数据评价其优劣-By way of minimum variance portfolio in 20 stocks and risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
Mean-Variance
- 以最大化收益方差比的方式将20支股票及无风险利率产品的投资组合进行优化的方式,并且以夏普值等数据评价其优劣-To maximize earnings variance ratio manner portfolio 20 risk-free rate and equity products optimized manner, and with the value of Sharp and other data to uate the pros and cons
BL
- 以Black Litterman的方式将20支股票及无风险利率产品的投资组合进行优化的方式,并且以夏普值等数据评价其优劣-In Black Litterman way 20 stock portfolio and the risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
TB
- 以Treynor Black的方式将20支股票及无风险利率产品的投资组合进行优化的方式,并且以夏普值等数据评价其优劣-Way to Treynor Black 20 stock portfolio and the risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
RO
- 以Robust Optimisation的方式结合TB和BL模型将20支股票及无风险利率产品的投资组合进行优化的方式,并且以夏普值等数据评价其优劣-Robust Optimisation way to combine TB and BL model portfolio of 20 stocks and the risk-free interest rate products optimized manner, and with the value of Sharp and other data
QuantLib-1.8.tar
- 一个金融计算的C++库,网站里的比较旧,这是最新的1.8版-A free/open-source library for quantitative finance
sm4_Dencrypt_tools
- 国密 SM2 SM3 SM4 加解密工具。-State secret SM2 SM3 SM4 encryption and decryption tool.
DES_dencrypt_tools
- DES TDES CBC ECB加解密工具。-DES TDES CBC ECB encryption and decryption tool.
RSIabuyasell
- RSI捕捉买卖点交易策略,交易执行及回测-Trading of RSI capture trading strategy, trade execution and back gauge