Grid-trading
所属分类：金融证券系统
开发工具：Python
文件大小：573KB
下载次数：1
上传日期：2019-07-22 20:26:14
上 传 者：
sh-1993
说明： 网格交易，包括网格交易在内的一些天真的低频股市策略回测算法
(Grid-trading,Some naive low frequency stock market strategy back test algorithm including grid trading)
文件列表:
Hibert.py (1735, 2019-07-23)
LLT.py (1437, 2019-07-23)
grid trading 2.0.py (8702, 2019-07-23)
grid trading 3.0.py (7671, 2019-07-23)
kdj.py (2453, 2019-07-23)
macd.py (2488, 2019-07-23)
二次函数fit.py (7690, 2019-07-23)
参数生成.py (12006, 2019-07-23)
可转债网格.py (7749, 2019-07-23)
国债期货网格.py (12052, 2019-07-23)
实时模拟模块.py (3112, 2019-07-23)
期货黄金网格.py (12369, 2019-07-23)
网格交易理论及应用.pdf (599039, 2019-07-23)
# Grid-trading
Some naive trading strategy.
The file '国债期货网格' is the final version of the grid trading applied on the chinese treasury bill futures market which has a significant property of mean reversion.
The file 'Hilbert' is the strategy that use Hilbert transform on the 'de-mean' stock price to find the periodic property and try to make some money according to it.
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