文件名称:jemnbocai
介绍说明--下载内容均来自于网络,请自行研究使用
国内所有期货市场交易品种的程序化套利设计:
包括:1, 期现套利 2,跨期套利 3,跨市场套利
功能是计算套利成本和套利空间,并提示套利风险,特别是品种的仓单注销风险和加收保证金等冲击风险。
参数可根据输入表格自动调整。-designed for calculate arbitrage costs and profits in chinese commodity future markets. it contains dalian, shanghai , zhengzhou, all publiced futures . espicially, i also offer the arbitrage cost and profit calculation across shanghai and london metal markets .
包括:1, 期现套利 2,跨期套利 3,跨市场套利
功能是计算套利成本和套利空间,并提示套利风险,特别是品种的仓单注销风险和加收保证金等冲击风险。
参数可根据输入表格自动调整。-designed for calculate arbitrage costs and profits in chinese commodity future markets. it contains dalian, shanghai , zhengzhou, all publiced futures . espicially, i also offer the arbitrage cost and profit calculation across shanghai and london metal markets .
(系统自动生成,下载前可以参看下载内容)
下载文件列表
策略池\casharbitrage_SHFE.m
......\crossmarketarbitrage_SHFELME.m
......\termarbitrage_dalian.m
......\termarbitrage_shanghai.m
......\termarbitrage_zhengzhou.m
......\workspace_casharbitrage.m
......\workspace_termarbitrage_shanghai.m
......\crossmarketarbitrage_SHFELME.m
......\termarbitrage_dalian.m
......\termarbitrage_shanghai.m
......\termarbitrage_zhengzhou.m
......\workspace_casharbitrage.m
......\workspace_termarbitrage_shanghai.m