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hedged
- 导入统计套利品种的计算过的残差(要平稳)命名为resid文件,残差低于两个标准差买入,高于两个标准差卖出,计算买入和卖出点、次数以及收益,比较简单的一个小程序。-Calculation of statistical arbitrage varieties imported over residuals (to smooth) file named resid residuals less than two standard deviations to buy, sell higher than