结果:找到“PA trading”相关内容122个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
Pair Trading中寻找配对的股票组
1 个回复 - 3150 次查看
大家好!
小弟最近在分析配对交易。但是发现SAS中没有R quantmod libaray里面的Match函数,于是尝试自己动手。
当我已经将滞后12个月的每只股票的Normalized Price Pattern就算出来了以后,不知道如 ...
2012-9-6 22:18 - liu022 - SAS专版
Fibonacci, and Chart Pattern Trading Tools
5 个回复 - 5685 次查看
If you’re unhappy with the performance of your investment advisors and their choices, it is time to take control of your own
trading decisions, and Candlesticks, Fibonacci, and Chart Pattern Trading ...
2015-6-7 15:04 - jackong88 - 投资人(实务版)
Panda Quantitative trading holdings
0 个回复 - 1068 次查看
Quantitative
trading refers to the substitution of artificial subjective judgment with advanced mathematical models, the use of computer technology from the huge historical data to audition can bri ...
2019-4-22 13:48 - Panda_quant - 量化投资
A pairs trading strategy
2 个回复 - 1267 次查看
【作者(必填)】
Carlos Eduardo de Moura[/backcolor], Adrian Pizzinga[/backcolor] & Jorge Zubelli[/backcolor]【文题(必填)】
A pairs
trading strategy based on linear state space models and the Kalman f ...
2017-7-14 10:59 - waterup - 求助成功区
Classical Pairs Trading Using MatLab
7 个回复 - 4149 次查看
“The pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan Stanley at the time, including N ...
2009-6-23 14:27 - winsonsun12 - 金融学(理论版)
有关配对交易(paris trading)的问题
3 个回复 - 3412 次查看
求高人指教,配对交易中的最小距离法,股票的标准化价格是如何计算的?参见:Gatev E, Goetzmann W N, Rouwenhorst K G. Pairs Trading: Perfor-
mance of a Relative-Value Arbitrage Rule[J]. Review of Financia ...
2012-7-11 16:51 - fjfaxiaohun - 金融学(理论版)
Mean Reversion Trading Systems Perfect Paperback
2 个回复 - 2738 次查看
Mean Reversion Trading Systems Perfect Paperback – January 15, 2013
by Dr Howard B Bandy (Author)
Practical and fully disclosed methods for swing
trading: Trading frequently and holding a few da ...
2015-5-2 09:04 - redlamp - 爱问频道
请教:R语言关于pairtrading包Simple函数的疑问
1 个回复 - 2306 次查看
想向诸位请教关R语言pair
trading包里的Simple函数的疑问。
主要是不明白函数Simple(spread, spread.entry)里spread.entry这个临界值的含义到底是什么?
比如写入函数signal=Simple(params$spread, 0.05),它的含 ...
2013-4-4 15:48 - datousang - R语言论坛
A Paper for High Frequency Trading
13 个回复 - 6683 次查看
玄霄已经讲得很好了,我多说无益,写篇帖子祝贺新版块开版。
This paper introduces a new
trading strategy in which the trader plays a role as a dealer in the market. The strategy provides an algorithm ...
2013-8-30 20:34 - Chemist_MZ - 量化投资