搜索资源列表
momre
- 股票动量效应和反转效应的函数。输出利用这两种策略的持有期累计收益。-Stocks Momentum and Contrarian Effects of the function. Output use of these two strategies cumulative gain holding period.
动量和反转策略
- 量化交易策略之动量与反转交易python版,用户可修改参数进行自定义,可借助米匡、聚宽等网站平台实现量化交易。动量反转策略被证实为长久以来仍有明显效果的交易策略(Quantitative trading strategy momentum and reverse trading Python version, users can modify the parameters to customize, with the help of M
策略
- 量化选股择时策略 动量策略 均线策略 kdj策略 海龟策略(python for stock trading)
code
- 用matlab做动量反转效应分析的编程模板(momentum factor, JEGADEESH AND TITMAN,Fama-French 3 Factor-Model)