Index Futures High Frequency Trading Strategy. Yang Xi

MATLAB-HFT Arbitrage Index Futures
..................................\Index Future Trading Strategy.pdf
..................................\MATLAB Codes & Data
..................................\...................\HFT.m
..................................\...................\Untitled.m
..................................\...................\ffmidline.m
..................................\...................\fftraderecord.m
..................................\...................\movebeforeandafter001.m
..................................\...................\onecontract01.m
..................................\...................\optimization001.m
..................................\...................\plot4graph.m
..................................\...................\profitmatrix.m
..................................\...................\starttrading.m
..................................\...................\stdopenlongshort.m
..................................\...................\t001.m
..................................\...................\t002.m
..................................\...................\test001.m
..................................\...................\testBmoveafterA.m
..................................\...................\testBmoveafterAaftertargettick.m
..................................\...................\testHFT.m
..................................\...................\testnexttickmove.m
..................................\...................\usesurfc.m
..................................\...................\volandmove001.m
..................................\...................\volandmove002speedA.m
..................................\...................\volandmove003volsupport.m
..................................\...................\voldata0311.mat

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