文件名称:project min by min
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运用matlab编写的vwap投资策略,运用于机构投资者减小冲击成本-Vwap investment strategy by matlab
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下载文件列表
project_min_by_min/427.mat
project_min_by_min/aapl_frontier.mat
project_min_by_min/amzn.mat
project_min_by_min/C_vwap.m
project_min_by_min/data_aapl.mat
project_min_by_min/data_bbby.mat
project_min_by_min/data_clean.asv
project_min_by_min/data_clean.m
project_min_by_min/data_cleaning.asv
project_min_by_min/data_cleaning.m
project_min_by_min/data_dell.mat
project_min_by_min/data_goog.mat
project_min_by_min/data_yhoo.mat
project_min_by_min/f_rho.asv
project_min_by_min/f_rho.m
project_min_by_min/hs_err_pid3828.log
project_min_by_min/hs_err_pid3840.log
project_min_by_min/ma.fig
project_min_by_min/moving_average.asv
project_min_by_min/moving_average.m
project_min_by_min/M_vwap.asv
project_min_by_min/M_vwap.m
project_min_by_min/M_vwap_nmin.m
project_min_by_min/optimized rho.fig
project_min_by_min/Percentage_M_vwap_nmin.asv
project_min_by_min/Percentage_M_vwap_nmin.m
project_min_by_min/price_adjusted_profile.fig
project_min_by_min/price_change_distribution.asv
project_min_by_min/price_change_distribution.m
project_min_by_min/price_volume_adjusted_profile.fig
project_min_by_min/problem.fig
project_min_by_min/problem_ma.fig
project_min_by_min/rho_determinator.asv
project_min_by_min/rho_determinator.m
project_min_by_min/rho_optimizer.asv
project_min_by_min/rho_optimizer.m
project_min_by_min/risk_parameter.asv
project_min_by_min/risk_parameter.m
project_min_by_min/test.asv
project_min_by_min/test.m
project_min_by_min/testerror.asv
project_min_by_min/testerror.m
project_min_by_min/test_for_1day.m
project_min_by_min/test_for_1_day.asv
project_min_by_min/test_for_1_day.m
project_min_by_min/volume_adjusted_profile.fig
project_min_by_min/vwap.asv
project_min_by_min/vwap.m
project_min_by_min
project_min_by_min/aapl_frontier.mat
project_min_by_min/amzn.mat
project_min_by_min/C_vwap.m
project_min_by_min/data_aapl.mat
project_min_by_min/data_bbby.mat
project_min_by_min/data_clean.asv
project_min_by_min/data_clean.m
project_min_by_min/data_cleaning.asv
project_min_by_min/data_cleaning.m
project_min_by_min/data_dell.mat
project_min_by_min/data_goog.mat
project_min_by_min/data_yhoo.mat
project_min_by_min/f_rho.asv
project_min_by_min/f_rho.m
project_min_by_min/hs_err_pid3828.log
project_min_by_min/hs_err_pid3840.log
project_min_by_min/ma.fig
project_min_by_min/moving_average.asv
project_min_by_min/moving_average.m
project_min_by_min/M_vwap.asv
project_min_by_min/M_vwap.m
project_min_by_min/M_vwap_nmin.m
project_min_by_min/optimized rho.fig
project_min_by_min/Percentage_M_vwap_nmin.asv
project_min_by_min/Percentage_M_vwap_nmin.m
project_min_by_min/price_adjusted_profile.fig
project_min_by_min/price_change_distribution.asv
project_min_by_min/price_change_distribution.m
project_min_by_min/price_volume_adjusted_profile.fig
project_min_by_min/problem.fig
project_min_by_min/problem_ma.fig
project_min_by_min/rho_determinator.asv
project_min_by_min/rho_determinator.m
project_min_by_min/rho_optimizer.asv
project_min_by_min/rho_optimizer.m
project_min_by_min/risk_parameter.asv
project_min_by_min/risk_parameter.m
project_min_by_min/test.asv
project_min_by_min/test.m
project_min_by_min/testerror.asv
project_min_by_min/testerror.m
project_min_by_min/test_for_1day.m
project_min_by_min/test_for_1_day.asv
project_min_by_min/test_for_1_day.m
project_min_by_min/volume_adjusted_profile.fig
project_min_by_min/vwap.asv
project_min_by_min/vwap.m
project_min_by_min
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