文件名称:Alpha 101 factor
- 所属分类：
- Windows编程
- 资源属性：
- [Matlab] [源码]
- 上传时间：
- 2017-09-08
- 文件大小：
- 2kb
- 下载次数：
- 0次
- 提 供 者：
- hust-******
- 相关连接：
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- 下载说明：
- 别用迅雷下载，失败请重下，重下不扣分！
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投资种类：股指期货
投资类型：择时
持仓类型：隔夜
投资品种：IF0000
回测时间：20100101至20160410
调仓频率：1天
策略说明：此策略为趋势线择时策略，主要由回测执行部分A，调仓策略部分B，和外部因子部分C组成，其中A部分为主程序，B部分和C部分为函数体。(Types of investment: Stock Index Futures
Type of investment: timing
Position type: overnight
Investment varieties: IF0000
Time to check: 20100101 to 20160410
Location frequency: 1 days
Policy Descr iption: this strategy is a trend line timing strategy, which consists mainly of the test execution part A, the location strategy section B, and the external factor part C, wherein the A part is the main program, and the B part and the C part are the functional bodies.
(1) external factor part C
This part is a group SSA trend to use multi window terminal changes, so as to get the bullish bearish signal signal. Specifically, the trend line m for the window parameter)
投资类型：择时
持仓类型：隔夜
投资品种：IF0000
回测时间：20100101至20160410
调仓频率：1天
策略说明：此策略为趋势线择时策略，主要由回测执行部分A，调仓策略部分B，和外部因子部分C组成，其中A部分为主程序，B部分和C部分为函数体。(Types of investment: Stock Index Futures
Type of investment: timing
Position type: overnight
Investment varieties: IF0000
Time to check: 20100101 to 20160410
Location frequency: 1 days
Policy Descr iption: this strategy is a trend line timing strategy, which consists mainly of the test execution part A, the location strategy section B, and the external factor part C, wherein the A part is the main program, and the B part and the C part are the functional bodies.
(1) external factor part C
This part is a group SSA trend to use multi window terminal changes, so as to get the bullish bearish signal signal. Specifically, the trend line m for the window parameter)
相关搜索： Alpha
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下载文件列表
alpha001.m
TestAlpha001.m
TestAlpha001.m