量化金融
Harold Wang
中国科学院大学计算机在读硕士,研习数据科学
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期权 Pair trading 策略
Pair trading 策略 - 期权0. 引库import pandas as pdimport numpy as npimport tushare as tsimport seabornfrom matplotlib import pyplot as pltplt.style.use('seaborn')%matplotlib inlinestocks_pair = ['c...翻译 2019-04-21 19:56:06 · 1790 阅读 · 0 评论 -
量化投资 — 简单动量策略(Momentum Strategy)
动量策略 - Momentum Strategy0. 引库import numpy as npimport pandas as pdimport tushare as tsimport matplotlib.pyplot as pltimport seabornplt.style.use('seaborn') import matplotlib as mpl%matpl...翻译 2019-04-14 12:08:47 · 12847 阅读 · 0 评论 -
量化投资 — 简单均值回归策略(Mean Reverting Strategy)
均值回归_Mean Reverting Strategy0. 引库%matplotlib inlineimport matplotlib.pyplot as pltimport seabornplt.style.use('seaborn')import matplotlib as mplmpl.rcParams['font.family'] = 'serif'import warn...翻译 2019-04-14 19:35:00 · 5290 阅读 · 0 评论 -
量化投资 — 移动平均及双均线策略
SMA — 移动平均及双均线模型0. 引库%matplotlib inlineimport matplotlib.pyplot as pltimport seabornplt.style.use('seaborn') import matplotlib as mplmpl.rcParams['font.family'] = 'serif' #...翻译 2019-04-14 22:16:05 · 3331 阅读 · 1 评论 -
量化投资 — 配对交易策略 (Pair Trading)
配对交易策略 Pair Trading0. 引库import pandas as pdimport numpy as npimport tushare as tsimport seabornfrom matplotlib import pyplot as pltplt.style.use('seaborn')%matplotlib inlinestocks_pair = ['60...翻译 2019-04-15 13:39:22 · 13368 阅读 · 6 评论 -
ETF50 & ETF500 Pair trading 策略
Pair trading 策略ETF50 & ETF500 小demoimport pandas as pdimport numpy as npimport tushare as tsimport seabornfrom matplotlib import pyplot as pltplt.style.use('seaborn')%matplotlib inlinesto...原创 2019-05-11 12:21:29 · 982 阅读 · 1 评论