搜索资源列表
IrisFx
- IrisFx is another forex robot from the guys over at FX-Emit with a 200 gain from the beginning of December 2010 till now. Problem is their track record nor trading priledges have been verified on myfxbook so these results mean absolutely nothing to m
cirpath
- simulate a CIR square=root mean-reverting path
simple_mvo
- 均值优化, LuminousLogic, Simple Mean-Variance Optimizer-Simple Mean-Variance Optimizer
vol
- matlab金融时间序列ARMA建模 结果分析： 1.预测结果从第四步开始，预测值不再改变，因为ARMA是收敛的回归模型，而我们做的工作并不是模拟，所以，当预测步长足够长时，它最终将收敛于一个不变得预测值 2.既然预测值一样，为什么还原为成交量后，在置信区间下预测的最大值与预测均值的差比预测均值与最小值的差要大？因为将对数差分值还原时，需用到的指数函数为凹函数-matlab Financial Time Series the the ARMA modeling results Ana
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
model1
- excel,VBA代码，主要功能是均值方差模型-mean variance model
A2
- Mean Variance Optimization Algorithms
Mean-Variance
- 以最大化收益方差比的方式将20支股票及无风险利率产品的投资组合进行优化的方式，并且以夏普值等数据评价其优劣-To maximize earnings variance ratio manner portfolio 20 risk-free rate and equity products optimized manner, and with the value of Sharp and other data to uate the pros and cons
Filtering-of-the-classic-algorithm
- 10种滤波算法，递归平均滤波法，算术平均滤波法，极限平均滤波法，罕见信息。-10 kinds of filtering algorithms, recursive average filtering method, arithmetic mean filtering method, limiting average filter method, rare information.
quantreg
- 普通最小二乘法的回归模型实际上只是一种基于条件均值的分析，即给定自变量X的情形下，刻画了因变量Y的均值。但在许多实际应用过程中，自变量X对因变量Y的影响随着Y的大小不同而不同。-The regression model of ordinary least squares is only a kind of analysis based on the conditional mean, that is, the mean of the dependent variable Y is given u
fund_perf_analysis_week
- 公募偏股基金绩效评估: 基于万德量化数据库, 求 (同类型) 基金 (周五) 的最近一周同类排名分位 (ChinaMFPerformance.f_sfrank_recentweek) 均值, 最小值, 最大值, 标准差, 位于后 25% 分位的频率(The public offering of partial shares of the fund performance evaluation: quantitative Wande database based on (for the same
任意均线金叉死叉报警V13
- 任意均线金叉死叉报警，均线周期自己可以调整，均线类型也可以自己调整。(Any mean golden cross dead cross alarm, mean cycle can be adjusted, mean type can also be adjusted.)