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Description: 价差套利
主要程序设计包括发现最为相关的品种
根据历史
计算价差性质
根据现有价差
评价套利空间
设计平仓水平-Arbitrage spreads main program design including the discovery of the species most relevant to the calculation based on historical spread nature of the spread rating in accordance with existing open interest arbitrage space design standards
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Size: 405504 |
Author: jemnbocai |
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Description: 用Matlab实现古典双贸易源代码-Classical Pairs Trading -his function performs the classical pairs trading framework in a given set of prices
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Size: 117760 |
Author: he si |
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Description: Cointegration and Pairs Trading with Econometrics Toolbox video-Cointegration and Pairs Trading with Econometrics Toolbox video.....
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Size: 36659200 |
Author: Randi |
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Description: matlab实现配对交易，配对交易是最基础的统计套利模型之一-pairs trading
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Size: 121856 |
Author: |
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Description: 利用计量经济工具箱开发协整配对交易的案例共（共8个代码文件）-Cointegration and Pairs Trading with Econometrics Toolbox
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Size: 8192 |
Author: 李易 |
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Description: 一款多货币对的mq4交易程序，交易客户端可以到http://cn.nordfx.com/MetaTrader_4.html?id=71648官方网站下载并测试-A multi-currency pairs mq4 trading program trading clients can download and test of http://cn.nordfx.com/MetaTrader_4.html?id=71648 official website
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Size: 245760 |
Author: fzip |
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Description: 配对交易和算法交易模拟交易示例，matlab环境下相应的M文件-Pairs trading and algorithmic trading simulated trading example, the M-file in the Matlab environment
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Size: 117760 |
Author: dark |
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Description: 配对交易经典国外论文，指导协整配对交易程序建立-The pairs trading classic foreign papers, guidance cointegration pairing trading
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Size: 2401280 |
Author: 小蒋 |
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Description: 国内关于配对交易的较经典文献，用于理论指导-pairs trading articles from China Market
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Size: 3852288 |
Author: 小蒋 |
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Description: MATLAB code for Co-integration-based pairs trading
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Size: 11612160 |
Author: markosovs |
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Description: 大名鼎鼎的MDP智能交易程序，应用在外汇上，可以做EURUSD\GBPUSD\USDJPY等多个货币对。-Well-known MDP intelligent trading programs, applied in foreign exchange, can do EURUSD \ GBPUSD \ USDJPY multiple currency pairs, etc.
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Size: 31744 |
Author: 朱天山 |
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Description: 统计套利模型——>配对交易模型
配对交易模型是统计套利模型中的一种，也是出现最早，应用范围最广的模型。相信随着中国做空制度的出现以及金融衍生品的发展，程序化交易模型也会在中国大放异彩。
统计套利最早出现于80年代，其具体的思想是，假设市场上某两只股票之间如果长期存在协整关系的话，那么如果在短期内，如果两只股票的价差出现了一个离长期协整较大的偏离，那么我们会认为这种偏离是非常态的状况。不久之后有极大的概率向着其长期协整回归。而我们如果通过某种办法能够侦测到这种非常态的偏离，继而在此时刻，向着长期协整方向下赌注，那么我们就会有极大的概率赢得这一赌注。而当赌注的次数足够大时，风险接近于零。-Statistical arbitrage models-> pairs trading model
Pairs trading model is a statistical arbitrage model, is the first, most widely used models appear. I believe that with the development of Chinese short system and the emergence of financial derivatives and program trading model will shine in China.
Statistical arbitrage first appeared in the 1980s, the specific idea is, assuming that if there are two stocks between a cointegration long, then if in the short term, if the two stocks spread there was a whole market from a long-term agreement larger deviation, then we will consider such a departure from the norm of non-status. Soon after there is a great probability toward its long-term cointegration regression. Even if we are able to detect in some way to this very state of deviation, then at this moment, toward the direction of long-term co-integration bet, then we ll have a great probability of winning the bet. When the bet number is large enough, the risk is close to zero.
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Size: 118784 |
Author: 光辉 |
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Description: Signal 1 is an MT4 indicator which is created especially to catch the trend change. It works very well on H1 time period for all pairs in Forex market. Unzip and put it in your MT4 platform and it will work for your trading strategy and for better entries on market. For default setting green ball on chart is start of bull trend and orange ball is for bear trend.
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Size: 5120 |
Author: Leon Vinchev |
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Description: 配对交易应用程序.应用yahoo finace股票历史数据回测配对交易策略。-This application can be used for back testing pairs trading strategies using historical stock prices downloaded Yahoo finance. It is based on WPF, and utilizes infrastructure of Tradelink library to do PL calculations.
Prerequisites:
1.Install WPF toolkit http://wpf.codeplex.com/
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Size: 1201152 |
Author: 王强 |
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Description: Pairs trading is an speculative investment strategy based on relative mispricing
between a pair of stocks. Essentially, the strategy involves choosing a pair of stocks
that historically move together. By taking a long-short position on this pair when
they diverge, a profit will be made when they next converge to the mean by unwind-
ing the position.
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Size: 191488 |
Author: kaddour |
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Description: FOREX EXPERT ADVISOR TO HELP COLECT MT4 TRADING HISTORY IT DISPLAY COLECTIVE TRADES FOR ALL PAIRS-FOREX EXPERT ADVISOR TO HELP COLECT MT4 TRADING HISTORY IT DISPLAY COLECTIVE TRADES FOR ALL PAIRS
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Size: 3072 |
Author: mt93 |
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Description: 统计套利经典书籍，能够帮助寻找股票配对以及如何进行套利操作，获取低风险收益-Pair Trading book
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Size: 2160640 |
Author: 万越 |
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Description: Simple EA m5 trading
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Size: 351232 |
Author: tuanbca |
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Description: Top Forex Manual Trading Indicators which provide Fibonacchi series with value of currency pairs, Daily Pivots series, which provides a better understanding of where market is moving on daily basis.
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Size: 13579 |
Author: SunDragon |
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Description: Amazing Forex EA=Robot, for gold trading.
ICHI SCALPER ON GOLD M5.
Set file get 0.1 lots.
Good for all pairs but GOLD is the best with it!
You can try GBPUSD and EURUSD.
To put .set file, in Presets.
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Size: 36284 |
Author: trdf639VSH |
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