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低频多空策略
- 依托价格数据的日频股指期货多空对冲策略代码(Long and short hedging strategy code based on price data of daily index stock index futures)
matlab code
- MIDAS实现(混频数据模型),例如用日度数据预测月度数据(Midas implementation (mixing data model), such as forecasting monthly data with daily data)