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Quantitative Trading Build Your Own Algo
- 这是一本由www.epchan.com的创始人Ernest P. Chan撰写的量化投资理论的matlab技术实现的巨著,之中的很多观点非常新颖,他的量化投资策略在近些年的金融及债务危机中获得了十分优良的收益。值得技术开发者作为知识扩充储备来阅读。-Quantitative investment theory written by Ernest P. Chan www.epchan.com the founder of a technology masterpiece, among the ma
matlab-code-example
- 基于算法设计的量化投资策略案例 及策略回测代码案例-quantitative Investment stragtgy backtesting example
cicc
- 很好的量化投资学习资料,能够同时对多只股票的多个指标提取-MATLAB CODE FOR HISTORY TEST
SAR
- 用来计算抛物线指标或停损指标,用作量化策略中的停损指标,以减少投资风险。-Used to calculate the parabolic index or stop loss index, as a quantitative strategy to reduce the risk of the stop loss, in order to reduce investment risk.
hedge-fund-
- matlab量化投资:对冲基金的建模和分析的源代码和所有数据-matlab quantitative investment: hedge funds, modeling and analysis of source code and all data
资金流向
- 量化投资策略 资金流向,可用于股票期货的买卖(Quantitative investment strategy; capital flow)
广东金融学院量化投资第二课
- 单均线系统,实现量化投资的第一步,包括数据读取,处理,买卖平仓信号设置,画图 ,结算,以及计算回撤等内容(The single step system is the first step in quantifying investment, including data reading, processing, trading, unwinding, signal setting, drawing, settling, and calculating retracement)
fund_perf_analysis_week
- 公募偏股基金绩效评估: 基于万德量化数据库, 求 (同类型) 基金 (周五) 的最近一周同类排名分位 (ChinaMFPerformance.f_sfrank_recentweek) 均值, 最小值, 最大值, 标准差, 位于后 25% 分位的频率(The public offering of partial shares of the fund performance evaluation: quantitative Wande database based on (for the same
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)
[量化] 打开量化投资的黑箱
- 量化投资是指通过数量化方式及计算机程序化发出买卖指令,以获取稳定收益为目的的交易方式。(Quantified investment refers to the way of trading orders through quantitative methods and computer programming to obtain stable returns.)
47651465tdxw
- 通达信金融交易平台接口库tdxapi.dll使用示例(tdx financial quantum investment(stock exchange) interface library and use case.)
量化投资模型
- 量化投资模型,期货品种量化策略源码.1.海龟图,2.机器学习(股票) 量化策略源码.3.做市商交易(期货) 量化策略源码.4.跨期套利(期货) 量化策略源码.5.跨品种套利(期货)量化策略源码.6.网格交易(期货) 量化策略源码. 7.alpha对冲(股票+期货) 量化策略源码(Quantitative investment model)
gsStrategy1
- 量化投资简单策略,非机器学习,而是日间交易策略(simple strategy for Quantitative Investment)
MQL4程序员手册
- MQL4程序员手册程序化交易利器,助力量化投资!(MQL4 Programmer Manual)
Python量化交易教程
- 利用Python进行量化投资详细教程,从Python基础知识到经典量化投资策略与量化模型。(Use Python for a detailed tutorial on quantitative investment, from Python basic knowledge to classic quantitative investment strategies and models.)