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sa
- 灰色系统理论的灰色综合关联矩阵，et为大于阈值时的矩阵。-Gray gray system theory correlation matrix, et is greater than the threshold matrix.
DailyH
- 非常好的一款外汇对冲 ea 镑日和欧日extern bool BlockOpening=false extern bool ShowStatus=true extern string Auto_Lot_______________________="_______" // Always Calculate The Lot Size Automatically extern int PercentMaxRisk=25 // With Max Risk Of 25 by d
SVM_matlab
- 利用SVM做回归线性测试。对于大盘指数的有效预测可以从整体上观测股市的变化提供强有力的信息，所以对上证指数的预测很有意义。通过对上证指数从1990.12.20-2009.08.19每日的开盘数进行回归分析，最终拟合的结果是：均方误差MSE=2.35705 e-005，平方相关系数 R=99.9195 。SVM的拟合结果还是比较理想的。-Make use of SVM linear regression testing. For the market index can predict the o
MatlabCode
- 多因子模型构建。多因子模型是量化选股中最重要的一类模型，其基本思想就是找到某些和收益率最相关的指标。并根据该指标，构建一个股票组合，期望该组合在未来的一段时间跑赢或者跑输指数。如果跑赢，则可以做多该组合，同时做空期指，赚取正向阿尔法收益；如果是跑输，则可以做多期指，融券做空该组合，赚取反向阿尔法收益。多因子模型的关键是找到因子与收益率之间的关联性。-Multi-Factor Model. Multi-factor stock selection model is to quantify the
VineCopula_1.1-3
- This program is a complete Vine-copula in R-package. It can be use to find correlation in multiple events, I use it for correlation between windfarms
Patton_copula_toolbox
- This program is a complete Patton-copula in MATLAB. It can be use to find correlation in multiple events
mvtnorm_0.9-9995
- This program is a complete MVTnorm-copula in R-package. It can be use to find correlation in multiple events, and also can be useful for you if you are into stocks
MACD
- 计算股票MACD技术指标的相关函数并作图-Stock Technical indicators MACD computing correlation functions and plotted. . . .
R
- 1、根据财务因子选择10只股票，具体财务因子不限；2、运用投资组合理论建立投资组合，计算出每只股票的权重（协方差、相关系数）；3、将构建的投资组合收益率与指数对比，计算看是否存在超阿尔法收益；4、将构建的投资组合收益率序列建立模型（ARMA、GARCH等），并预测未来一周、一月的收益率；(1, according to the financial factor selection of 10 stocks, the specific financial factor is not limited