文件名称:yalin
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通过cvx拟合,在股指期货上做日内高频交易,其开仓频率为每日5-10次,年化收益为60 以上-By cvx fitting, do high-frequency trading days in stock index futures, the opening frequency of 5-10 times a day, the annual income of more than 60
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下载文件列表
ceshi.m
ConvertTimeFormat.m
data_transformer.m
get_theta.m
IF2011_3.mat
IF2011_5.mat
IF2011_10.mat
IF2011_new.mat
IF2012.mat
linearRegression.m
linearRegression2.m
SimpleMovingAverage.m
test.m
test_lambda.m
test2.m
tmmp.asv
tmmp.m
yalin.mat