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chebyshev
- // chebysheve outlier detection // this function is used to detect the abnormal value among a set of data // input: // delta: a set of data // flag: discribe which data is already known as outlier // p: restrict level // output: // dou
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