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