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High-FrequencyTradingPracticalGuide
- 这是一本关于高频数据处理算法的matlab分析的教程,英文版,他所使用的是matlab R2010b版本。值得大家参考-This is an analysis on high-frequency data processing algorithms matlab tutorial, in English, he used matlab R2010b version. Worth reference
figure_butterfly
- 蝶式价差的计算,包括数据导入,处理,画图(Butterfly spread calculation, including data import, processing, drawing)