搜索资源列表
coutmodulus_main
- 程序的主要功能是根据2001,2002年的股指,计算股市收益的周效应。附加了输入日期计算当日收益率和超常收益率的功能。由于每天的收益与该日为星期几有很大关系,程序还提供输入2001,2002年的日期,查询星期几的功能-procedures for the main functions of the 2001, 2002, according to the index, calculated the proceeds of the stock market cycle effects. Addit
yieldcurve
- 收益率曲线计算方法,介绍很详细,而且是中文的
first
- 计算股市理想状态下的收益率,可以通过改变DAYNUM的值来改变所需球的天数-Calculation of the ideal state of the stock market rate of return, you can DAYNUM by changing the value to change the number of days required for the ball
Equitypremiumandfuzzyintheapplicationofoptionprici
- 本文考虑了期权定价方面的三个问题：期权的保险精算定价方法；分数布朗运动与Poisson跳的股票价格模型的保险精算定价；基于模糊信息处理的期权定价。 首先，利用保险精算方法给出了汇率连动期权的定价公式，获得了欧式看涨期权和看跌期定价公式及平价公式。 其次，利用公平保费原则和价格过程的实际概率测度推广了Mogens bladt 和Hina Hviid Rydberg 关于欧式期权定价的结果。假定股票价格过程遵循分数布朗运动和带非时齐Poisson 跳跃的扩散过程,并且股票预期收益率、无风险利率均为时
BOND_YTM
- 债券到期收益率的计算样例，非常容易理解和应用，BOND YIELD TO MATURITY-BOND YIELD TO MATURITY
return-on-assets
- 使用matlab进行资产收益率分布的拟合与检验/适用于金融/计量/统计等相关领域-Fitting and testing the distribution rate of return on assets
program
- 股票R/S分析和hurst指数 V统计量图 对数收益率的R/S分析结果-hurst R/S
Rlanguage-duration-and-convexity
- 使用R语言实现债券的收益率和价格之间久期和凸度的计算，此外， 还有债券绩效评价方面的相关程序。-Calculated using the R language between yield and price of the bond duration and convexity, in addition, there are bonds of performance uation procedures.
suspension_process
- 统计中国股市停牌天数及收益率的影响的重要性-The importance of statistical influence Chinese stock market suspended for days and yields of
ns-model
- 用于分解收益率曲线，将之分为水平、斜率等因子.比单纯分析利率更加精确- For decomposing the yield curve, which is divided into horizontal, slope and other factors. Is more accurate than a simple analysis interest rate
R
- 中国股市日收益率与交易量的案例分析 （向量自回归（VAR）模型） - software applications
WSFR_D2HL_2(readable)
- 著名的ea源代码，非常有价值，回撤小，收益率较高(The famous EA source code, very valuable)
r
- 运用r语言构造有效前沿的步骤大致可按照获取数据、将数据加工处理为收益率矩阵、以收益率矩阵为输入计算得到有效前沿这三个步骤来完成。(The steps of using R language to construct an effective frontier can be achieved in three steps: data acquisition, data processing as yield matrix, and yield matrix as input.)
BiasAverage
- 量化投资，通过设计乖离率，获得更高的收益率(Quantifying investment through the design of a good rate of departure)
yield_calc
- f_yield_calc 输入：n*n double，列数x，区间数y 输出：n-y+1*2 double 函数功能：根据第x列，计算n*n double第x列的y日收益率(function: f_yield_calc Input: n*n double, column number x, interval number y Output: n-y+1*2 double Function function: calculate the Y daily yield of column
NAVHelios v1.11
- 外汇ea测试后以后再考虑使用，年收益率在50-60左右(After the foreign exchange EA test, the annual return rate is about 50-60)
量化分析
- 分析基金产品的年化收益率、波动率、夏普率等指标。(Analyzing the annual yield, volatility and SHARP rate of the fund products.)
路易王提款机-EA
- 盈利为王，源码 ea源代码，非常有价值，回撤小，收益率较高(Profit is king, source code)
risk_parity
- 计算风险评价模型的最优权重，以及收益率表现(Risk assessment model)
MATLAB
- 可以使用ceshi程序算出大盘和个股相关系数走势a,b,值并只能选股,在一定期间选择增值最高的股票持有并定期更改，以实现比较高的收益率回报(This program can be used to calculate the A, B, value, and only stock selection. In a certain period, the highest value added stock is chosen to be held and changed regularly to ac