搜索资源列表
MatlabDaily
- 金钱豹matlab测试设计方法 打开金钱豹 —》 设置—》交易模型设置（同时，打开安装目录中matlabfiles文件夹，如果不存在，就解压对应的压缩文件matlabfiles ）—》阅读其中的matlab程序(现有两个较为简单的示例策略） —》（假设我们要测试日内一分钟价差套利）—》选择接口类型matlab，添加模型名称，选择输入参数，选择输出参数，以及m文件路径—》以上步骤完成后按“修改",模型即转入—》打开测试品种的行情（IF1005，IF1006）——》转换成一分钟频率（按”分时/周
Dynamic-Copula-Toolbox-2.0
- 包括二元Copula、时变Copula和藤Copula的估计原程序。-The dynamic copula toolbox we present here is a list of MATLAB functions specifically designed to estimated the three aforementioned classes of coplulas ad it is particularly oriented towards cases met in finance.
RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性，它是英文人编写的，与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
gupiaoyuce
- 使用线性回归的方法对股市短期走势作出预测的程序， 基于matlab， 请大家尝试-Using a linear regression method to predict the trend of the stock market short-term process, based on matlab, please try
rbfannprediction
- 这个程序主要是用径向基神经网络对一组数据进行预测，经过测试，运行良好-This procedure is mainly used radial basis function neural network to predict a set of data, tested, well-functioning
hurst_exponent(matlab)
- 计算hurst_exponent的matalb程序 用于检测时间序列的非线性特性-Procedures for calculating hurst_exponent of matalb time series for nonlinearity detection
svm_time
- 做时间序列预测的svm程序,matlab编的，多种时间序列预测模型-Time series prediction svm program, matlab code, and a variety of time-series forecasting model
Portfolio-Optimizer-Tool
- ＣＡＰＭ模型的Matlab实现程序。用于计算最优证券组合的配置和权重。-CAPM model of Matlab procedures. Used to calculate the optimal portfolio configuration and weight.
Automated_Trading
- 基于matlab2012的自动化交易程序 -Automated Trading with MATLAB- 2012
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
indicators
- 这个程序包含了证券技术分析的各项指标。请在matlab里输入help indicators来阅读详细的帮助文件-this package implements the technical analysis. It can computes various indicators for technical analysis
matlab_3zsph
- 很所时候需要用到三次指数平滑的matlab,这是一个三次指数平滑的matlab程序-It is often necessary to use three times as exponential smoothing matlab, which is a three exponential smoothing matlab program
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.
DEMO
- 基于Matlab和Wind SQL数据库的通用选股策略回测程序 -DMO for stock portfolio back test base on Matlab and Wind SQL
MACD_strategy
- 基于matlab开发的MACD策略及回测程序-Based on matlab,macd strategy test.you can improve these code.
matlabPCTPAPI
- 一个简单的程序，使用matlab调用CTPAPI综合编程。-A simple program, the use of matlab calls CTPAPI comprehensive programming
binary-tree
- 金融工程中,二叉树模型用于期权定价，用matlab程序实现，来进行套利-Two fork tree model for Option pricing
风险价值Var计算
- 金融计算小程序，用于VaR计算等，可以在matlab下运行。(Financial computing applet)
BBE_Ddisk
- BBE模型matlab程序,解决FAVAR模型(BBE model solving FAVAR model, use in macro economics)
univariate
- GARCH模型的matlab程序，使用最大似然估计方法进行参数估计(The matlab program of the GARCH model uses maximum likelihood estimation to estimate the parameters.)