文件名称:PairsTrading_FEX
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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
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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下载文件列表
PairsTrading_FEX
................\Description_of_Pairs_Trading.pdf
................\Example_Data.mat
................\Example_Script_Pairs_Trading.m
................\m_Files
................\.......\findProfit.m
................\.......\normdata.m
................\.......\pairs.m
................\.......\pairstrading.m
................\.......\trades.m
license.txt
................\Description_of_Pairs_Trading.pdf
................\Example_Data.mat
................\Example_Script_Pairs_Trading.m
................\m_Files
................\.......\findProfit.m
................\.......\normdata.m
................\.......\pairs.m
................\.......\pairstrading.m
................\.......\trades.m
license.txt