文件名称:PairsTrading_FEX
介绍说明--下载内容均来自于网络,请自行研究使用
matlab实现配对交易,配对交易是最基础的统计套利模型之一-pairs trading
(系统自动生成,下载前可以参看下载内容)
下载文件列表
PairsTrading_FEX\Example_Data.mat
................\Example_Script_Pairs_Trading.m
................\m_Files\findProfit.m
................\.......\findProfit.txt
................\.......\normdata.m
................\.......\pairs.m
................\.......\pairs.txt
................\.......\pairstrading.m
................\.......\pairstrading.txt
................\.......\trades.m
................\.......\trades.txt
................\m_Files
PairsTrading_FEX
................\Example_Script_Pairs_Trading.m
................\m_Files\findProfit.m
................\.......\findProfit.txt
................\.......\normdata.m
................\.......\pairs.m
................\.......\pairs.txt
................\.......\pairstrading.m
................\.......\pairstrading.txt
................\.......\trades.m
................\.......\trades.txt
................\m_Files
PairsTrading_FEX