文件名称:PairsTrading_FEX
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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。
[matlab_pairs_trading] 这个程序包实现了高盛投行部研究成果：配对交易。Pair trading.(This package implements a matching transaction strategy. Pair trading.Algorithms that were once popular. See the documentation in the package.
This package realizes the research result of Goldman Sachs investment banking department: matching transaction. Pair trading.)
[matlab_pairs_trading] 这个程序包实现了高盛投行部研究成果：配对交易。Pair trading.(This package implements a matching transaction strategy. Pair trading.Algorithms that were once popular. See the documentation in the package.
This package realizes the research result of Goldman Sachs investment banking department: matching transaction. Pair trading.)
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下载文件列表
| 文件名 | 大小 | 更新时间 |
|---|---|---|
| PairsTrading_FEX\Description_of_Pairs_Trading.pdf | 77947 | 2008-02-20 |
| PairsTrading_FEX\Example_Data.mat | 329309 | 2007-06-29 |
| PairsTrading_FEX\Example_Script_Pairs_Trading.m | 466 | 2008-02-20 |
| PairsTrading_FEX\m_Files | 0 | 2008-02-20 |
| PairsTrading_FEX\m_Files\normdata.m | 818 | 2007-01-18 |
| PairsTrading_FEX\m_Files\pairs.m | 1171 | 2008-02-20 |
| PairsTrading_FEX\m_Files\pairstrading.m | 10061 | 2008-02-20 |
| PairsTrading_FEX\m_Files\trades.m | 1039 | 2006-11-29 |
| PairsTrading_FEX | 0 | 2008-02-20 |