文件名称:project_min_by_min
介绍说明--下载内容均来自于网络,请自行研究使用
运用matlab编写的vwap投资策略,运用于机构投资者减小冲击成本-Vwap investment strategy by matlab
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下载文件列表
project_min_by_min\427.mat
..................\aapl_frontier.mat
..................\amzn.mat
..................\C_vwap.m
..................\data_aapl.mat
..................\data_bbby.mat
..................\data_clean.asv
..................\data_clean.m
..................\data_cleaning.asv
..................\data_cleaning.m
..................\data_dell.mat
..................\data_goog.mat
..................\data_yhoo.mat
..................\f_rho.asv
..................\f_rho.m
..................\hs_err_pid3828.log
..................\hs_err_pid3840.log
..................\ma.fig
..................\moving_average.asv
..................\moving_average.m
..................\M_vwap.asv
..................\M_vwap.m
..................\M_vwap_nmin.m
..................\optimized rho.fig
..................\Percentage_M_vwap_nmin.asv
..................\Percentage_M_vwap_nmin.m
..................\price_adjusted_profile.fig
..................\price_change_distribution.asv
..................\price_change_distribution.m
..................\price_volume_adjusted_profile.fig
..................\problem.fig
..................\problem_ma.fig
..................\rho_determinator.asv
..................\rho_determinator.m
..................\rho_optimizer.asv
..................\rho_optimizer.m
..................\risk_parameter.asv
..................\risk_parameter.m
..................\test.asv
..................\test.m
..................\testerror.asv
..................\testerror.m
..................\test_for_1day.m
..................\test_for_1_day.asv
..................\test_for_1_day.m
..................\volume_adjusted_profile.fig
..................\vwap.asv
..................\vwap.m
project_min_by_min
..................\aapl_frontier.mat
..................\amzn.mat
..................\C_vwap.m
..................\data_aapl.mat
..................\data_bbby.mat
..................\data_clean.asv
..................\data_clean.m
..................\data_cleaning.asv
..................\data_cleaning.m
..................\data_dell.mat
..................\data_goog.mat
..................\data_yhoo.mat
..................\f_rho.asv
..................\f_rho.m
..................\hs_err_pid3828.log
..................\hs_err_pid3840.log
..................\ma.fig
..................\moving_average.asv
..................\moving_average.m
..................\M_vwap.asv
..................\M_vwap.m
..................\M_vwap_nmin.m
..................\optimized rho.fig
..................\Percentage_M_vwap_nmin.asv
..................\Percentage_M_vwap_nmin.m
..................\price_adjusted_profile.fig
..................\price_change_distribution.asv
..................\price_change_distribution.m
..................\price_volume_adjusted_profile.fig
..................\problem.fig
..................\problem_ma.fig
..................\rho_determinator.asv
..................\rho_determinator.m
..................\rho_optimizer.asv
..................\rho_optimizer.m
..................\risk_parameter.asv
..................\risk_parameter.m
..................\test.asv
..................\test.m
..................\testerror.asv
..................\testerror.m
..................\test_for_1day.m
..................\test_for_1_day.asv
..................\test_for_1_day.m
..................\volume_adjusted_profile.fig
..................\vwap.asv
..................\vwap.m
project_min_by_min