文件名称:MetalsIndex
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一个用Matlab编写的有色金属指数,该指数以铜、铝、锌、铅四个期货主力合约的历史平均持仓金额为权重的计算依据,其中权重调整频率和历史月数均可以动态调整-A nonferrous metals index code using Matlab, the index on the basis of copper, aluminum, zinc, lead four futures contract positions historical average positon amount,and
the weights to adjust the frequency and the historical the number of months can be adjusted dynamically
the weights to adjust the frequency and the historical the number of months can be adjusted dynamically
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下载文件列表
有色金属指数编制
................\data.xls
................\MetalsIndex2.m
................\ResultData.xls
................\ShangQiIndexData.xls