文件名称:CointegrationPairsTrading
介绍说明--下载内容均来自于网络,请自行研究使用
这个程序包实现的是配对交易策略。 Pair Trading。 曾经风靡一时的算法。请见包中的说明文件。-this package implements the pair trading strategy. It contains very detailed help file.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
CointegrationPairsTrading - 副本
................................\Charts
................................\......\pairsChart.m
................................\Demo1_CIWebinar.m
................................\Demo2_Pairs_Trading.m
................................\Models
................................\......\pairs.m
................................\......\pairsFun.m
................................\......\parameterSweep.m
................................\README.m
................................\html
................................\....\Demo1_CIWebinar.html
................................\....\Demo1_CIWebinar.png
................................\....\Demo1_CIWebinar_01.png
................................\....\Demo1_CIWebinar_02.png
................................\....\Demo1_CIWebinar_03.png
................................\....\Demo1_CIWebinar_04.png
................................\....\Demo2_Pairs_Trading.html
................................\....\Demo2_Pairs_Trading.png
................................\....\Demo2_Pairs_Trading_01.png
................................\....\Demo2_Pairs_Trading_02.png
................................\....\Demo2_Pairs_Trading_03.png
................................\....\Demo2_Pairs_Trading_04.png
................................\....\README.html
................................\license.txt