搜索资源列表
yuanma
- 期权的隐含波动率计算，采用了二分发来计算；比较易用
MDP_EURUSD_1.1.1 外汇智能交易软件
- Million Dollar Pips（简称：MDP）是由国外一名叫William Morrison的软件工程师所开发的外汇智能交易软件(简称：EA)，该软件在2011年5月份面市，即获得了许多外汇交易者的喜欢。Million Dollar Pips是一个是典型的剥头皮类型EA，在1分钟的时间框架上通过检测汇市价格的波动和智能追踪技术进行快速交易，并以很小止损而获得较大的利润。Million Dollar Pips与其他传统剥头皮EA最大的区别在于：甚小的止损区间设定，一般止损3、5点.-Mil
Volatility_Modeling
- 金融中的波动率建模程序，绝好的金融建模实验教程-Volatility in the financial modeling program, excellent financial modeling experiments tutorial
runDFA
- DFA程序 用于消除趋势波动分析 证券类经常使用-DFA program
securityVolatility
- 计算股票的历史波动率的MATLAB函数:securityVolatility.m-security Volatility, securityVolatility.m
renko
- matlab下的砖形图函数。砖形图可以有效剔除波动杂音，并能抓住主要趋势的一种技术分析图。-matlab under the brick-shaped pattern function. Brick-shaped figure can effectively eliminate noise fluctuations, and to seize the main trends of technical analysis chart.
myCCI
- 原创，用于MT4平台。对CCI进行了优化，增加了ema(cci,17)、ma(cci,7)两条线，可以避免CCI过去频繁的波动，而且有买卖点信号。虽然简单但实用，适合初学者对照CCI原码学习-Original, for MT4 platform. CCI optimized to increase the ema (cci, 17), ma (cci, 7) two lines, to avoid frequent fluctuations over CCI, and the sale of p
HestonCalibration
- 波动率预测模型；期权定价；未来期权波动率预测-local volatility model (hestion calibration)
mssa-g
- 多频道奇异谱分析，即奇异谱分析的升级版，广泛应用于气象变化，股市波动，降噪等领域。-Multi-channel singular spectrum analysis, that singular spectrum analysis of an upgraded version of the widely used weather changes, stock market volatility, noise reduction and other areas.
trend
- 用于对股市、金融数据波动趋势的判断与分析。-For the stock market, financial data, and analysis to determine the fluctuation trends.
volidate
- excel表格，VBA代码，主要功能是用于计算隐含波动率-fluctuation ratio
myEa
- 自己写的EA交易系统，在汇率不停波动的情况下可以稳定赚钱-My own EA system,earn much money
DFA-(2)
- DFA是一种分析去趋势波动分析方法的matlab程序，被广泛用来作为理论基础。-DFA is a detrended fluctuation analysis to analyze the matlab program, is widely used as a theoretical basis.
Keltner_Channel
- 凯特尔通道，在MT4平台上的指标，可以清晰的制定出价格波动的区间。-a program running on MT4 platform.
var_model
- 经济领域的VaR模型的各种求法，附上了文档，大约一共有9个文件。可以求的VaR有一般金融证券的DeltaVaR，历史VaR，以及期权中的隐含波动率，以及期权VaR-Seeking a variety of economic sectors VaR model, attached documents, a total of about 9 files. You can find the VaR has a general financial securities DeltaVaR, histori
bodonglv
- 计算金融领域中的波动率，包括了历史波动率， ARCH求波动率，GARCH求波动率，滑动平均求波动率，并附带了一个评价的程序 。也附上了一份文档-Calculation of volatility in the financial sector, including the historical volatility, ARCH demand volatility, GARCH demand volatility, seeking moving average volatility, and co
BreakOutindicator
- 一款应用于MT4交易平台的指标，绘制每日亚盘波动区间突破 帮助显示每日日线方向 使用问题联系q420134840- 译 An application on the MT4 trading platform index, draw the daily disc range help show daily daily breakthrough direction Use problem contact q420134840
KMV_Relize
- KMV模型用来计算违约率和违约距离，已知违约率求市场波动率-KMV model is used to calculate the default rate and default distance, the known default rate for the market volatility
B_BlackLittAllocation1
- black litterman 模型，波动率研究大类资产配置模型-black litterman modle
Martialgo_1M
- 抓M1快速波动，能否盈利主要看滑点，两组测试一个加3点滑点，一个加25滑点，结果差很多。(Grasp M1 fast fluctuation, whether profitability depends mainly on the sliding point, two groups of tests a plus 3 sliding point, a plus 25 sliding point, the results are much worse.)