资源列表
CCI_Woodie_Panel_Heart_v2
- 传统交易指标的复合指标说明功能说明非常实用的一个指标(The composite indicators of traditional trading indicators are compiled by foreign friends, and more practical.)
多因子套利
- 比较稳定的套利EA，月盈利能稳定在10%(The more stable arbitrage EA, the monthly profit can be stable at 10%)
Five-factor Model
- 早在1993年，Fama和French两个人就已经发表了他们的三因子模型，认为股票的超额收益可以由市场风险、市值风险、账面市值比风险来共同解释。后来，这两个人发现了除了上述风险，还有盈利水平风险、投资水平风险也能带来个股的超额收益，并在2013年发表了五因子模型。(Five factor model; quantitative investment)
Portfolio optimization
- 这个问题早在1952年马科维茨（Markowitz）就给出了答案，即：投资组合理论。根据这个理论，我们可以对多资产的组合配置进行优化。(This issue was answered by Markowitz in 1952 (Markowitz): portfolio theory. According to this theory, we can optimize the portfolio allocation of multiple assets.)
201410621154523519
- 指标公式 ，欢迎参考使用，互相学习哦，互相学习哦(Index formula, welcome to refer to use, learn from each other, oh, learn from each other.)
步步为赢
- Transaction EA, more parameters, this is a cracked version, use after self-testing(Transaction EA, use after test, profit and loss)
华仔提款机
- 对冲马丁ea 非常稳定 已经在实盘跑 小资金挂大周期，大资金挂小周期 先测试在实盘(Hedge Martin ea is very stable. Has been running in the real game. Small funds are hanging in the big cycle. Big money is hanging in the small cycle.)
USDX.mq4
- 没有美指的平台，可以使用这个，添加进去即可在 mt4平台上查看美指了的。(The platform without us fingers can be used and added to the MT4 platform.)
Monte Carlo CEV
- CEV 蒙特卡洛模拟定价option, 增加了volatility的变化，但是当网格较密时可以忽略(Use Monte Carlo to calculate option)
WindTradeAPI
- 采用vc++开发的API接口，用于自动与证券交易系统自动登录并自动下单操作的接口程序，可以设置好券商代码、营业部代码、账号密码，自动根据策略进行委托买卖，交易下单操作。效果很好(The interface program, which is developed by vc++, is used to automatically log in with the securities trading system automatically and automatically under the s
CTP_交易终端
- CTP交易终端，封装好了C#调用，支持期货程序化交易(CTP trade client,stand by future trade)
MACD选股
- 通达信中利用macd出现背离时作为参考进行选股(In the Tongda letter, MACD was used as a reference for stock selection.)